# EDGAR Filing Document

**Accession Number:** 0000773757
**File Stem:** 0001410368-26-008124
**Filing Date:** 2026-1
**Character Count:** 1155722
**Document Hash:** ffa71c8d6d7e0e34d894220cdecc39e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-008124.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001410368-26-008124

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04367
- **FILM NUMBER:** 26569538

**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 Alternative Strategies Fund (Series ID: S000036207)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000179757 | Multi-Manager Alternative Strategies Fund Institutional Class | CZAMX           |

## Nport-Ex

![](img3d1de1401.jpg)

Multi-Manager Alternative Strategies Fund

**First Quarter Report**

November 30, 2025 (Unaudited)

---

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

---

------

Consolidated Portfolio of Investments

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

(Percentages represent value of investments compared to net assets)

**Investments in securities**

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

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

---

| | | | |
|:---|:---|:---|:---|
| **Asset-Backed Securities - Non-Agency 5.0%** | **Asset-Backed Securities - Non-Agency 5.0%** | **Asset-Backed Securities - Non-Agency 5.0%** | **Asset-Backed Securities - Non-Agency 5.0%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| AIMCO CLO<sup>(a),(b)</sup>  | AIMCO CLO<sup>(a),(b)</sup>  | AIMCO CLO<sup>(a),(b)</sup>  | AIMCO CLO<sup>(a),(b)</sup>  |
| Subordinated Series 2017-AA Class SUB | Subordinated Series 2017-AA Class SUB | Subordinated Series 2017-AA Class SUB | Subordinated Series 2017-AA Class SUB |
| 04/20/2034 | &nbsp;&nbsp; 0.000% | 900000 | &nbsp;&nbsp; 409953 |
| AIMCO CLO Ltd.<sup>(a),(c)</sup>  | AIMCO CLO Ltd.<sup>(a),(c)</sup>  | AIMCO CLO Ltd.<sup>(a),(c)</sup>  | AIMCO CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2024-10A Class BRR | Series 2024-10A Class BRR | Series 2024-10A Class BRR | Series 2024-10A Class BRR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>07/22/2037<br>| &nbsp;&nbsp; 5.607% | 450000 | &nbsp;&nbsp; 451287 |
| Aligned Data Centers Issuer LLC<sup>(a)</sup>  | Aligned Data Centers Issuer LLC<sup>(a)</sup>  | Aligned Data Centers Issuer LLC<sup>(a)</sup>  | Aligned Data Centers Issuer LLC<sup>(a)</sup>  |
| Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 | Series 2021-1A Class A2 |
| 08/15/2046 | &nbsp;&nbsp; 1.937% | 388000 | &nbsp;&nbsp; 379816 |
| Allegro CLO Ltd.<sup>(a),(c)</sup>  | Allegro CLO Ltd.<sup>(a),(c)</sup>  | Allegro CLO Ltd.<sup>(a),(c)</sup>  | Allegro CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2016 Class C | Series 2016 Class C | Series 2016 Class C | Series 2016 Class C |
| &nbsp;&nbsp; 3-month Term SOFR + 2.700% <br>Floor 2.700% <br>04/25/2037<br>| &nbsp;&nbsp; 6.558% | 550000 | &nbsp;&nbsp; 552400 |
| Series 2024-2A Class B1 | Series 2024-2A Class B1 | Series 2024-2A Class B1 | Series 2024-2A Class B1 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.900% <br>07/24/2037<br>| &nbsp;&nbsp; 5.765% | 500000 | &nbsp;&nbsp; 501176 |
| ALLO Issuer LLC<sup>(a)</sup>  | ALLO Issuer LLC<sup>(a)</sup>  | ALLO Issuer LLC<sup>(a)</sup>  | ALLO Issuer LLC<sup>(a)</sup>  |
| Series 2023-1A Class C | Series 2023-1A Class C | Series 2023-1A Class C | Series 2023-1A Class C |
| 06/20/2053 | &nbsp;&nbsp; 12.180% | 163000 | &nbsp;&nbsp; 172049 |
| Series 2024-1A Class C | Series 2024-1A Class C | Series 2024-1A Class C | Series 2024-1A Class C |
| 07/20/2054 | &nbsp;&nbsp; 11.190% | 342200 | &nbsp;&nbsp; 365555 |
| Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C |
| 04/20/2055 | &nbsp;&nbsp; 8.100% | 425000 | &nbsp;&nbsp; 433072 |
| Apidos CLO XI<sup>(a),(b)</sup>  | Apidos CLO XI<sup>(a),(b)</sup>  | Apidos CLO XI<sup>(a),(b)</sup>  | Apidos CLO XI<sup>(a),(b)</sup>  |
| Subordinated Series 2011A Class SUB | Subordinated Series 2011A Class SUB | Subordinated Series 2011A Class SUB | Subordinated Series 2011A Class SUB |
| 04/17/2034 | &nbsp;&nbsp; 4.000% | 1225000 | &nbsp;&nbsp; 257930 |
| APL Finance DAC<sup>(a)</sup>  | APL Finance DAC<sup>(a)</sup>  | APL Finance DAC<sup>(a)</sup>  | APL Finance DAC<sup>(a)</sup>  |
| Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C |
| 03/20/2036 | &nbsp;&nbsp; 5.820% | 655000 | &nbsp;&nbsp; 655323 |
| AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  | AutoNation Finance Trust<sup>(a)</sup>  |
| Subordinated Series 202 Class C | Subordinated Series 202 Class C | Subordinated Series 202 Class C | Subordinated Series 202 Class C |
| 12/10/2030 | &nbsp;&nbsp; 5.190% | 105000 | &nbsp;&nbsp; 106925 |
| Subordinated Series 2025-1A Class D | Subordinated Series 2025-1A Class D | Subordinated Series 2025-1A Class D | Subordinated Series 2025-1A Class D |
| 09/10/2032 | &nbsp;&nbsp; 5.630% | 65000 | &nbsp;&nbsp; 66393 |
| 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 2021-2A Class D | Series 2021-2A Class D | Series 2021-2A Class D | Series 2021-2A Class D |
| 02/20/2028 | &nbsp;&nbsp; 4.080% | 355000 | &nbsp;&nbsp; 348120 |
| Series 2024-2A Class D | Series 2024-2A Class D | Series 2024-2A Class D | Series 2024-2A Class D |
| 10/20/2028 | &nbsp;&nbsp; 7.430% | 365000 | &nbsp;&nbsp; 370557 |
| Bain Capital Credit CLO Ltd.<sup>(a),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(c)</sup>  | Bain Capital Credit CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2020-4RR Class DBR2 | Series 2020-4RR Class DBR2 | Series 2020-4RR Class DBR2 | Series 2020-4RR Class DBR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.950% <br>10/20/2036<br>| &nbsp;&nbsp; 6.839% | 325000 | &nbsp;&nbsp; 325203 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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> **($)**<br>| **Value ($)** |
| Bayview Opportunity Master Fund VII<sup>(a),(c)</sup>  | Bayview Opportunity Master Fund VII<sup>(a),(c)</sup>  | Bayview Opportunity Master Fund VII<sup>(a),(c)</sup>  | Bayview Opportunity Master Fund VII<sup>(a),(c)</sup>  |
| Series 2024-EDU1 Class E | Series 2024-EDU1 Class E | Series 2024-EDU1 Class E | Series 2024-EDU1 Class E |
| &nbsp;&nbsp; 30-day Average SOFR + 3.500% <br>06/25/2047<br>| &nbsp;&nbsp; 7.572% | 411786 | &nbsp;&nbsp; 417244 |
| Bear Mountain Park CLO Ltd.<sup>(a),(c)</sup>  | Bear Mountain Park CLO Ltd.<sup>(a),(c)</sup>  | Bear Mountain Park CLO Ltd.<sup>(a),(c)</sup>  | Bear Mountain Park CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2022-1A Class BR | Series 2022-1A Class BR | Series 2022-1A Class BR | Series 2022-1A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>07/15/2037<br>| &nbsp;&nbsp; 5.655% | 500000 | &nbsp;&nbsp; 501145 |
| BlueMountain CLO Ltd.<sup>(a),(c)</sup>  | BlueMountain CLO Ltd.<sup>(a),(c)</sup>  | BlueMountain CLO Ltd.<sup>(a),(c)</sup>  | BlueMountain CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2015-4A Class DR2 | Series 2015-4A Class DR2 | Series 2015-4A Class DR2 | Series 2015-4A Class DR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.950% <br>04/20/2030<br>| &nbsp;&nbsp; 5.834% | 250000 | &nbsp;&nbsp; 248581 |
| Series 2016-3A Class BR | Series 2016-3A Class BR | Series 2016-3A Class BR | Series 2016-3A Class BR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.962% <br>Floor 1.700% <br>11/15/2030<br>| &nbsp;&nbsp; 5.813% | 525000 | &nbsp;&nbsp; 526640 |
| BlueMountain Fuji US CLO II Ltd.<sup>(a),(c)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(a),(c)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(a),(c)</sup>  | BlueMountain Fuji US CLO II Ltd.<sup>(a),(c)</sup>  |
| Series 2017-2A Class A2 | Series 2017-2A Class A2 | Series 2017-2A Class A2 | Series 2017-2A Class A2 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.862% <br>Floor 1.600% <br>10/20/2030<br>| &nbsp;&nbsp; 5.746% | 500000 | &nbsp;&nbsp; 500702 |
| Carvana Auto Receivables Trust<sup>(a),(d)</sup>  | Carvana Auto Receivables Trust<sup>(a),(d)</sup>  | Carvana Auto Receivables Trust<sup>(a),(d)</sup>  | Carvana Auto Receivables Trust<sup>(a),(d)</sup>  |
| Series 2023-N3 Class R | Series 2023-N3 Class R | Series 2023-N3 Class R | Series 2023-N3 Class R |
| 09/10/2030 | &nbsp;&nbsp; 0.000% | 2000 | &nbsp;&nbsp; 226590 |
| CIFC Funding Ltd.<sup>(a),(c)</sup>  | CIFC Funding Ltd.<sup>(a),(c)</sup>  | CIFC Funding Ltd.<sup>(a),(c)</sup>  | CIFC Funding Ltd.<sup>(a),(c)</sup>  |
| Series 2023-2A Class B | Series 2023-2A Class B | Series 2023-2A Class B | Series 2023-2A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 2.600% <br>Floor 2.600% <br>01/21/2037<br>| &nbsp;&nbsp; 6.470% | 450000 | &nbsp;&nbsp; 451532 |
| Cloud Capital Holdco LP<sup>(a)</sup>  | Cloud Capital Holdco LP<sup>(a)</sup>  | Cloud Capital Holdco LP<sup>(a)</sup>  | Cloud Capital Holdco LP<sup>(a)</sup>  |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 11/22/2049 | &nbsp;&nbsp; 5.781% | 270000 | &nbsp;&nbsp; 271700 |
| Conseco Finance Securitizations Corp.<sup>(c)</sup>  | Conseco Finance Securitizations Corp.<sup>(c)</sup>  | Conseco Finance Securitizations Corp.<sup>(c)</sup>  | Conseco Finance Securitizations Corp.<sup>(c)</sup>  |
| Series 2001-4 Class M1 | Series 2001-4 Class M1 | Series 2001-4 Class M1 | Series 2001-4 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.864% <br>Floor 1.750%, Cap 15.000% <br>09/01/2033<br>| &nbsp;&nbsp; 5.737% | 122532 | &nbsp;&nbsp; 122820 |
| 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 C | Series 2025-1A Class C | Series 2025-1A Class C | Series 2025-1A Class C |
| 05/20/2055 | &nbsp;&nbsp; 9.408% | 420000 | &nbsp;&nbsp; 440813 |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a),(e)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a),(e)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a),(e)</sup>  | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC<sup>(a),(e)</sup>  |
| Series 2025-4A Class A2 | Series 2025-4A Class A2 | Series 2025-4A Class A2 | Series 2025-4A Class A2 |
| 12/20/2055 | &nbsp;&nbsp; 5.522% | 295000 | &nbsp;&nbsp; 296902 |
| 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% | 230000 | &nbsp;&nbsp; 229053 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 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> **($)**<br>| **Value ($)** |
| 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 2025-1 Class A2II | Series 2025-1 Class A2II | Series 2025-1 Class A2II | Series 2025-1 Class A2II |
| 08/20/2055 | &nbsp;&nbsp; 5.165% | 185000 | &nbsp;&nbsp; 186294 |
| 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>  |
| Series 2025-1A Class A2II | Series 2025-1A Class A2II | Series 2025-1A Class A2II | Series 2025-1A Class A2II |
| 07/25/2055 | &nbsp;&nbsp; 5.217% | 120000 | &nbsp;&nbsp; 121179 |
| Elmwood CLO Ltd.<sup>(a),(c)</sup>  | Elmwood CLO Ltd.<sup>(a),(c)</sup>  | Elmwood CLO Ltd.<sup>(a),(c)</sup>  | Elmwood CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2024-6A Class B | Series 2024-6A Class B | Series 2024-6A Class B | Series 2024-6A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 1.750% <br>07/17/2037<br>| &nbsp;&nbsp; 5.632% | 500000 | &nbsp;&nbsp; 501307 |
| 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% | 196571 | &nbsp;&nbsp; 193466 |
| Goldentree Loan Management US CLO 15 Ltd.<sup>(a),(c)</sup>  | Goldentree Loan Management US CLO 15 Ltd.<sup>(a),(c)</sup>  | Goldentree Loan Management US CLO 15 Ltd.<sup>(a),(c)</sup>  | Goldentree Loan Management US CLO 15 Ltd.<sup>(a),(c)</sup>  |
| Series 2022-15 Class DR2 | Series 2022-15 Class DR2 | Series 2022-15 Class DR2 | Series 2022-15 Class DR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.650% <br>Floor 2.650% <br>10/20/2038<br>| &nbsp;&nbsp; 3.606% | 300000 | &nbsp;&nbsp; 300898 |
| 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>  |
| Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C | Subordinated Series 2023-1A Class C |
| 06/25/2027 | &nbsp;&nbsp; 6.910% | 650000 | &nbsp;&nbsp; 653976 |
| Hertz Vehicle Financing III LP<sup>(a)</sup>  | Hertz Vehicle Financing III LP<sup>(a)</sup>  | Hertz Vehicle Financing III LP<sup>(a)</sup>  | Hertz Vehicle Financing III LP<sup>(a)</sup>  |
| Subordinated Series 2021-2A Class D | Subordinated Series 2021-2A Class D | Subordinated Series 2021-2A Class D | Subordinated Series 2021-2A Class D |
| 12/27/2027 | &nbsp;&nbsp; 4.340% | 730000 | &nbsp;&nbsp; 715960 |
| Higley Park CLO Ltd.<sup>(a),(b)</sup>  | Higley Park CLO Ltd.<sup>(a),(b)</sup>  | Higley Park CLO Ltd.<sup>(a),(b)</sup>  | Higley Park CLO Ltd.<sup>(a),(b)</sup>  |
| Subordinated Series 2025-1A Class SUB | Subordinated Series 2025-1A Class SUB | Subordinated Series 2025-1A Class SUB | Subordinated Series 2025-1A Class SUB |
| 07/24/2038 | &nbsp;&nbsp; 0.000% | 450000 | &nbsp;&nbsp; 354658 |
| Hotwire Funding LLC<sup>(a)</sup>  | Hotwire Funding LLC<sup>(a)</sup>  | Hotwire Funding LLC<sup>(a)</sup>  | Hotwire Funding LLC<sup>(a)</sup>  |
| Series 2021-1 Class C | Series 2021-1 Class C | Series 2021-1 Class C | Series 2021-1 Class C |
| 11/20/2051 | &nbsp;&nbsp; 4.459% | 775000 | &nbsp;&nbsp; 761372 |
| Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 | Series 2024-1A Class A2 |
| 06/20/2054 | &nbsp;&nbsp; 5.893% | 235000 | &nbsp;&nbsp; 239245 |
| Huntington Bank Auto Credit-Linked Notes<sup>(a),(c)</sup>  | Huntington Bank Auto Credit-Linked Notes<sup>(a),(c)</sup>  | Huntington Bank Auto Credit-Linked Notes<sup>(a),(c)</sup>  | Huntington Bank Auto Credit-Linked Notes<sup>(a),(c)</sup>  |
| Subordinated Series 2024-2 Class C | Subordinated Series 2024-2 Class C | Subordinated Series 2024-2 Class C | Subordinated Series 2024-2 Class C |
| &nbsp;&nbsp; 30-day Average SOFR + 2.600% <br>10/20/2032<br>| &nbsp;&nbsp; 6.699% | 283688 | &nbsp;&nbsp; 284733 |
| ICG US CLO Ltd.<sup>(a),(c)</sup>  | ICG US CLO Ltd.<sup>(a),(c)</sup>  | ICG US CLO Ltd.<sup>(a),(c)</sup>  | ICG US CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2022-1A Class DR | Series 2022-1A Class DR | Series 2022-1A Class DR | Series 2022-1A Class DR |
| &nbsp;&nbsp; 3-month Term SOFR + 3.100% <br>Floor 3.100% <br>10/20/2038<br>| &nbsp;&nbsp; 3.985% | 350000 | &nbsp;&nbsp; 348724 |
| Invesco US CLO Ltd.<sup>(a),(b)</sup>  | Invesco US CLO Ltd.<sup>(a),(b)</sup>  | Invesco US CLO Ltd.<sup>(a),(b)</sup>  | Invesco US CLO Ltd.<sup>(a),(b)</sup>  |
| Series 2024-4 Class Y | Series 2024-4 Class Y | Series 2024-4 Class Y | Series 2024-4 Class Y |
| 01/15/2038 | &nbsp;&nbsp; 0.000% | 600000 | &nbsp;&nbsp; 13855 |
| Subordinated Series 2024-4 | Subordinated Series 2024-4 | Subordinated Series 2024-4 | Subordinated Series 2024-4 |
| 01/15/2038 | &nbsp;&nbsp; 3.000% | 600000 | &nbsp;&nbsp; 401729 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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> **($)**<br>| **Value ($)** |
| J.G. Wentworth XXXVII LLC<sup>(a)</sup>  | J.G. Wentworth XXXVII LLC<sup>(a)</sup>  | J.G. Wentworth XXXVII LLC<sup>(a)</sup>  | J.G. Wentworth XXXVII LLC<sup>(a)</sup>  |
| Subordinated Series 2016-1A Class B | Subordinated Series 2016-1A Class B | Subordinated Series 2016-1A Class B | Subordinated Series 2016-1A Class B |
| 06/17/2069 | &nbsp;&nbsp; 5.190% | 521887 | &nbsp;&nbsp; 488767 |
| 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% | 352338 | &nbsp;&nbsp; 359443 |
| JG Wentworth XXII LLC<sup>(a)</sup>  | JG Wentworth XXII LLC<sup>(a)</sup>  | JG Wentworth XXII LLC<sup>(a)</sup>  | JG Wentworth XXII LLC<sup>(a)</sup>  |
| Series 2010-3A Class A | Series 2010-3A Class A | Series 2010-3A Class A | Series 2010-3A Class A |
| 12/15/2048 | &nbsp;&nbsp; 3.820% | 75953 | &nbsp;&nbsp; 75445 |
| LCM Ltd.<sup>(a),(c)</sup>  | LCM Ltd.<sup>(a),(c)</sup>  | LCM Ltd.<sup>(a),(c)</sup>  | LCM Ltd.<sup>(a),(c)</sup>  |
| Series 37A Class CR | Series 37A Class CR | Series 37A Class CR | Series 37A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.900% <br>04/15/2034<br>| &nbsp;&nbsp; 5.805% | 525000 | &nbsp;&nbsp; 523230 |
| Magnetite Xlii Ltd.<sup>(a),(b)</sup>  | Magnetite Xlii Ltd.<sup>(a),(b)</sup>  | Magnetite Xlii Ltd.<sup>(a),(b)</sup>  | Magnetite Xlii Ltd.<sup>(a),(b)</sup>  |
| Series 2024-42A Class | Series 2024-42A Class | Series 2024-42A Class | Series 2024-42A Class |
| 01/25/2038 | &nbsp;&nbsp; 0.000% | 450000 | &nbsp;&nbsp; 313263 |
| MetroNet Infrastructure Issuer LLC<sup>(a)</sup>  | MetroNet Infrastructure Issuer LLC<sup>(a)</sup>  | MetroNet Infrastructure Issuer LLC<sup>(a)</sup>  | MetroNet Infrastructure Issuer LLC<sup>(a)</sup>  |
| Series 2025-2 Class B | Series 2025-2 Class B | Series 2025-2 Class B | Series 2025-2 Class B |
| 08/20/2055 | &nbsp;&nbsp; 5.590% | 335000 | &nbsp;&nbsp; 338342 |
| New Mountain CLO Ltd.<sup>(a),(d)</sup>  | New Mountain CLO Ltd.<sup>(a),(d)</sup>  | New Mountain CLO Ltd.<sup>(a),(d)</sup>  | New Mountain CLO Ltd.<sup>(a),(d)</sup>  |
| Series 2025-8A Class M | Series 2025-8A Class M | Series 2025-8A Class M | Series 2025-8A Class M |
| 10/20/2038 | &nbsp;&nbsp; 0.000% | 50000 | &nbsp;&nbsp; 9763 |
| New Mountain CLO Ltd.<sup>(a),(b)</sup>  | New Mountain CLO Ltd.<sup>(a),(b)</sup>  | New Mountain CLO Ltd.<sup>(a),(b)</sup>  | New Mountain CLO Ltd.<sup>(a),(b)</sup>  |
| Subordinated Series 2025-8A Class SUB | Subordinated Series 2025-8A Class SUB | Subordinated Series 2025-8A Class SUB | Subordinated Series 2025-8A Class SUB |
| 10/20/2038 | &nbsp;&nbsp; 0.000% | 500000 | &nbsp;&nbsp; 361098 |
| OCCU Auto Receivables Trust<sup>(a)</sup>  | OCCU Auto Receivables Trust<sup>(a)</sup>  | OCCU Auto Receivables Trust<sup>(a)</sup>  | OCCU Auto Receivables Trust<sup>(a)</sup>  |
| Series 2022-1 Class A3 | Series 2022-1 Class A3 | Series 2022-1 Class A3 | Series 2022-1 Class A3 |
| 10/15/2027 | &nbsp;&nbsp; 5.500% | 17086 | &nbsp;&nbsp; 17091 |
| 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>  |
| Subordinated Series 2015-9A | Subordinated Series 2015-9A | Subordinated Series 2015-9A | Subordinated Series 2015-9A |
| 01/15/2037 | &nbsp;&nbsp; 0.000% | 1100000 | &nbsp;&nbsp; 433359 |
| Palmer Square CLO Ltd.<sup>(a),(c)</sup>  | Palmer Square CLO Ltd.<sup>(a),(c)</sup>  | Palmer Square CLO Ltd.<sup>(a),(c)</sup>  | Palmer Square CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2015-1A Class BR5 | Series 2015-1A Class BR5 | Series 2015-1A Class BR5 | Series 2015-1A Class BR5 |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.900% <br>05/21/2034<br>| &nbsp;&nbsp; 5.769% | 510000 | &nbsp;&nbsp; 510335 |
| Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(c)</sup>  | Park Avenue Institutional Advisers CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2021-1A Class CR | Series 2021-1A Class CR | Series 2021-1A Class CR | Series 2021-1A Class CR |
| &nbsp;&nbsp; 3-month Term SOFR + 3.150% <br>Floor 3.150% <br>01/20/2034<br>| &nbsp;&nbsp; 7.034% | 450000 | &nbsp;&nbsp; 447748 |
| Rad CLO Ltd.<sup>(a),(c)</sup>  | Rad CLO Ltd.<sup>(a),(c)</sup>  | Rad CLO Ltd.<sup>(a),(c)</sup>  | Rad CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2023-22A Class D | Series 2023-22A Class D | Series 2023-22A Class D | Series 2023-22A Class D |
| &nbsp;&nbsp; 3-month Term SOFR + 5.000% <br>Floor 5.000% <br>01/20/2037<br>| &nbsp;&nbsp; 8.884% | 250000 | &nbsp;&nbsp; 251500 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 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> **($)**<br>| **Value ($)** |
| Series 2024-7A Class B1R | Series 2024-7A Class B1R | Series 2024-7A Class B1R | Series 2024-7A Class B1R |
| &nbsp;&nbsp; 3-month Term SOFR + 1.900% <br>Floor 1.900% <br>04/17/2036<br>| &nbsp;&nbsp; 5.782% | 500000 | &nbsp;&nbsp; 500412 |
| Rockford Tower CLO Ltd.<sup>(a),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(c)</sup>  | Rockford Tower CLO Ltd.<sup>(a),(c)</sup>  |
| Series 2017-3A Class B | Series 2017-3A Class B | Series 2017-3A Class B | Series 2017-3A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.732% <br>Floor 1.470% <br>10/20/2030<br>| &nbsp;&nbsp; 5.616% | 450000 | &nbsp;&nbsp; 450404 |
| Series 2021-1A Class B | Series 2021-1A Class B | Series 2021-1A Class B | Series 2021-1A Class B |
| &nbsp;&nbsp; 3-month Term SOFR + 1.912% <br>Floor 1.650% <br>07/20/2034<br>| &nbsp;&nbsp; 5.796% | 448279 | &nbsp;&nbsp; 448697 |
| Sixth Street CLO VIII Ltd.<sup>(a),(c)</sup>  | Sixth Street CLO VIII Ltd.<sup>(a),(c)</sup>  | Sixth Street CLO VIII Ltd.<sup>(a),(c)</sup>  | Sixth Street CLO VIII Ltd.<sup>(a),(c)</sup>  |
| Series 2017-5A Class CR2 | Series 2017-5A Class CR2 | Series 2017-5A Class CR2 | Series 2017-5A Class CR2 |
| &nbsp;&nbsp; 3-month Term SOFR + 2.950% <br>Floor 2.950% <br>10/20/2034<br>| &nbsp;&nbsp; 6.834% | 350000 | &nbsp;&nbsp; 348542 |
| SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  | SLM Student Loan Trust<sup>(c)</sup>  |
| Series 2008-2 Class B | Series 2008-2 Class B | Series 2008-2 Class B | Series 2008-2 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 1.462% <br>Floor 1.200% <br>01/25/2083<br>| &nbsp;&nbsp; 5.775% | 740000 | &nbsp;&nbsp; 775886 |
| Series 2008-4 Class A4 | Series 2008-4 Class A4 | Series 2008-4 Class A4 | Series 2008-4 Class A4 |
| &nbsp;&nbsp; 90-day Average SOFR + 1.912% <br>Floor 1.650% <br>07/25/2026<br>| &nbsp;&nbsp; 6.225% | 103707 | &nbsp;&nbsp; 103942 |
| Series 2008-7 Class B | Series 2008-7 Class B | Series 2008-7 Class B | Series 2008-7 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 2.112% <br>Floor 1.850% <br>07/26/2083<br>| &nbsp;&nbsp; 6.425% | 500000 | &nbsp;&nbsp; 495223 |
| Series 2012-1 Class A3 | Series 2012-1 Class A3 | Series 2012-1 Class A3 | Series 2012-1 Class A3 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.064% <br>Floor 0.950% <br>09/25/2028<br>| &nbsp;&nbsp; 5.136% | 217099 | &nbsp;&nbsp; 212293 |
| Subordinated Series 2004-10 Class B | Subordinated Series 2004-10 Class B | Subordinated Series 2004-10 Class B | Subordinated Series 2004-10 Class B |
| &nbsp;&nbsp; 90-day Average SOFR + 0.632% <br>Floor 0.370% <br>01/25/2040<br>| &nbsp;&nbsp; 4.945% | 201361 | &nbsp;&nbsp; 189547 |
| Subordinated Series 2012-7 Class B | Subordinated Series 2012-7 Class B | Subordinated Series 2012-7 Class B | Subordinated Series 2012-7 Class B |
| &nbsp;&nbsp; 30-day Average SOFR + 1.914% <br>Floor 1.800% <br>09/25/2043<br>| &nbsp;&nbsp; 5.986% | 550000 | &nbsp;&nbsp; 528696 |
| Stonepeak ABS<sup>(a)</sup>  | Stonepeak ABS<sup>(a)</sup>  | Stonepeak ABS<sup>(a)</sup>  | Stonepeak ABS<sup>(a)</sup>  |
| Series 2021-1 Class B | Series 2021-1 Class B | Series 2021-1 Class B | Series 2021-1 Class B |
| 02/28/2033 | &nbsp;&nbsp; 3.821% | 258547 | &nbsp;&nbsp; 252693 |
| 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 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 | Series 2024-2A Class A2 |
| 06/25/2054 | &nbsp;&nbsp; 5.436% | 500000 | &nbsp;&nbsp; 499728 |

---

---

| | | | |
|:---|:---|:---|:---|
| **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> **($)**<br>| **Value ($)** |
| Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C | Subordinated Series 2024-2A Class C |
| 06/25/2054 | &nbsp;&nbsp; 10.033% | 370000 | &nbsp;&nbsp; 378946 |
| 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 2025-1A Class A2II | Series 2025-1A Class A2II | Series 2025-1A Class A2II | Series 2025-1A Class A2II |
| 08/25/2055 | &nbsp;&nbsp; 5.049% | 355000 | &nbsp;&nbsp; 356405 |
| US Bank C&I Credit-Linked Notes<sup>(a),(c)</sup>  | US Bank C&I Credit-Linked Notes<sup>(a),(c)</sup>  | US Bank C&I Credit-Linked Notes<sup>(a),(c)</sup>  | US Bank C&I Credit-Linked Notes<sup>(a),(c)</sup>  |
| Series 2025-SUP2 Class E | Series 2025-SUP2 Class E | Series 2025-SUP2 Class E | Series 2025-SUP2 Class E |
| &nbsp;&nbsp; 30-day Average SOFR + 3.700% <br>09/25/2032<br>| &nbsp;&nbsp; 8.072% | 235904 | &nbsp;&nbsp; 235902 |
| Series 2025-SUP2 Class R | Series 2025-SUP2 Class R | Series 2025-SUP2 Class R | Series 2025-SUP2 Class R |
| &nbsp;&nbsp; 30-day Average SOFR + 6.500% <br>08/31/2032<br>| &nbsp;&nbsp; 10.874% | 377447 | &nbsp;&nbsp; 377441 |
| 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 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 | Series 2025-1A Class A2 |
| 03/20/2055 | &nbsp;&nbsp; 5.648% | 270000 | &nbsp;&nbsp; 273871 |
| &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $25,545,458) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $25,545,458) | &nbsp;&nbsp; Total Asset-Backed Securities — Non-Agency <br>(Cost $25,545,458) | &nbsp;&nbsp; **25264889** |
| **Commercial Mortgage-Backed Securities - Agency 0.2%** | **Commercial Mortgage-Backed Securities - Agency 0.2%** | **Commercial Mortgage-Backed Securities - Agency 0.2%** | **Commercial Mortgage-Backed Securities - Agency 0.2%** |
| Federal Home Loan Mortgage Corp. Multifamily Pass-Through REMIC Trust<sup>(b),(f)</sup>  | Federal Home Loan Mortgage Corp. Multifamily Pass-Through REMIC Trust<sup>(b),(f)</sup>  | Federal Home Loan Mortgage Corp. Multifamily Pass-Through REMIC Trust<sup>(b),(f)</sup>  | Federal Home Loan Mortgage Corp. Multifamily Pass-Through REMIC Trust<sup>(b),(f)</sup>  |
| Series 2019-P002 Class X | Series 2019-P002 Class X | Series 2019-P002 Class X | Series 2019-P002 Class X |
| 07/25/2033 | &nbsp;&nbsp; 1.138% | 705000 | &nbsp;&nbsp; 37200 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(b),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(b),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(b),(f)</sup>  | &nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates<sup>(b),(f)</sup>  |
| CMO Series K057 Class X1 | CMO Series K057 Class X1 | CMO Series K057 Class X1 | CMO Series K057 Class X1 |
| 07/25/2026 | &nbsp;&nbsp; 1.301% | 4504402 | &nbsp;&nbsp; 24199 |
| Series 2018-K732 Class X3 | Series 2018-K732 Class X3 | Series 2018-K732 Class X3 | Series 2018-K732 Class X3 |
| 05/25/2046 | &nbsp;&nbsp; 4.236% | 317899 | &nbsp;&nbsp; 21 |
| Series K051 Class X3 | Series K051 Class X3 | Series K051 Class X3 | Series K051 Class X3 |
| 10/25/2043 | &nbsp;&nbsp; 4.016% | 88493 | &nbsp;&nbsp; 26 |
| Series K060 Class X3 | Series K060 Class X3 | Series K060 Class X3 | Series K060 Class X3 |
| 12/25/2044 | &nbsp;&nbsp; 1.963% | 1349985 | &nbsp;&nbsp; 22696 |
| Series KC07 Class X1 | Series KC07 Class X1 | Series KC07 Class X1 | Series KC07 Class X1 |
| 09/25/2026 | &nbsp;&nbsp; 0.848% | 3217926 | &nbsp;&nbsp; 16433 |
| Series KL05 Class X1HG | Series KL05 Class X1HG | Series KL05 Class X1HG | Series KL05 Class X1HG |
| 12/25/2027 | &nbsp;&nbsp; 1.368% | 2400000 | &nbsp;&nbsp; 53033 |
| Series KLU3 Class X1 | Series KLU3 Class X1 | Series KLU3 Class X1 | Series KLU3 Class X1 |
| 01/25/2031 | &nbsp;&nbsp; 2.070% | 1551671 | &nbsp;&nbsp; 106529 |
| Series KS06 Class X | Series KS06 Class X | Series KS06 Class X | Series KS06 Class X |
| 08/25/2026 | &nbsp;&nbsp; 1.093% | 1975562 | &nbsp;&nbsp; 1784 |
| Series Q004 Class XFL | Series Q004 Class XFL | Series Q004 Class XFL | Series Q004 Class XFL |
| 05/25/2044 | &nbsp;&nbsp; 1.112% | 748075 | &nbsp;&nbsp; 28076 |
| Federal National Mortgage Association<sup>(b),(f)</sup>  | Federal National Mortgage Association<sup>(b),(f)</sup>  | Federal National Mortgage Association<sup>(b),(f)</sup>  | Federal National Mortgage Association<sup>(b),(f)</sup>  |
| Series 2016-M11B Class X2 | Series 2016-M11B Class X2 | Series 2016-M11B Class X2 | Series 2016-M11B Class X2 |
| 07/25/2039 | &nbsp;&nbsp; 3.036% | 339054 | &nbsp;&nbsp; 4702 |
| Series 2016-M4 Class X2 | Series 2016-M4 Class X2 | Series 2016-M4 Class X2 | Series 2016-M4 Class X2 |
| 01/25/2039 | &nbsp;&nbsp; 2.712% | 246969 | &nbsp;&nbsp; 8760 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** | **Commercial Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Series 2019-M29 Class X4 | Series 2019-M29 Class X4 | Series 2019-M29 Class X4 | Series 2019-M29 Class X4 |
| 03/25/2029 | &nbsp;&nbsp; 0.700% | 4300000 | &nbsp;&nbsp; 82580 |
| Freddie Mac Mscr Trust<sup>(a),(c)</sup>  | Freddie Mac Mscr Trust<sup>(a),(c)</sup>  | Freddie Mac Mscr Trust<sup>(a),(c)</sup>  | Freddie Mac Mscr Trust<sup>(a),(c)</sup>  |
| Series 2025-MN12 Class B1 | Series 2025-MN12 Class B1 | Series 2025-MN12 Class B1 | Series 2025-MN12 Class B1 |
| &nbsp;&nbsp; 30-day Average SOFR + 4.500% <br>11/25/2045<br>| &nbsp;&nbsp; 8.583% | 425000 | &nbsp;&nbsp; 424998 |
| Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(b),(f)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(b),(f)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(b),(f)</sup>  | Freddie Mac Multifamily Structured Pass-Through Certificates<sup>(b),(f)</sup>  |
| Series K096 Class X3 (FHLMC) | Series K096 Class X3 (FHLMC) | Series K096 Class X3 (FHLMC) | Series K096 Class X3 (FHLMC) |
| 07/25/2029 | &nbsp;&nbsp; 2.113% | 3390000 | &nbsp;&nbsp; 212819 |
| FREMF Mortgage Trust<sup>(a),(c)</sup>  | FREMF Mortgage Trust<sup>(a),(c)</sup>  | FREMF Mortgage Trust<sup>(a),(c)</sup>  | FREMF Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2019-KF71 Class B | Subordinated Series 2019-KF71 Class B | Subordinated Series 2019-KF71 Class B | Subordinated Series 2019-KF71 Class B |
| &nbsp;&nbsp; 30-day Average SOFR + 2.414% <br>Floor 2.300% <br>10/25/2029<br>| &nbsp;&nbsp; 6.616% | 240600 | &nbsp;&nbsp; 225457 |
| Government National Mortgage Association<sup>(b),(f)</sup>  | Government National Mortgage Association<sup>(b),(f)</sup>  | Government National Mortgage Association<sup>(b),(f)</sup>  | Government National Mortgage Association<sup>(b),(f)</sup>  |
| CMO Series 2014-103 Class IO | CMO Series 2014-103 Class IO | CMO Series 2014-103 Class IO | CMO Series 2014-103 Class IO |
| 05/16/2055 | &nbsp;&nbsp; 0.186% | 992064 | &nbsp;&nbsp; 4887 |
| Series 2012-4 Class IO | Series 2012-4 Class IO | Series 2012-4 Class IO | Series 2012-4 Class IO |
| 05/16/2052 | &nbsp;&nbsp; 0.000% | 1307224 | &nbsp;&nbsp; 13 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $1,619,439) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $1,619,439) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Agency <br>(Cost $1,619,439) | &nbsp;&nbsp; **1254213** |
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **6.7%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **6.7%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **6.7%** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **6.7%** |
| 1211 Avenue of the Americas Trust<sup>(a),(b)</sup>  | 1211 Avenue of the Americas Trust<sup>(a),(b)</sup>  | 1211 Avenue of the Americas Trust<sup>(a),(b)</sup>  | 1211 Avenue of the Americas Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2015-1211 Class B | Subordinated Series 2015-1211 Class B | Subordinated Series 2015-1211 Class B | Subordinated Series 2015-1211 Class B |
| 08/10/2035 | &nbsp;&nbsp; 4.092% | 380000 | &nbsp;&nbsp; 359100 |
| 225 Liberty Street Trust<sup>(a),(b),(f)</sup>  | 225 Liberty Street Trust<sup>(a),(b),(f)</sup>  | 225 Liberty Street Trust<sup>(a),(b),(f)</sup>  | 225 Liberty Street Trust<sup>(a),(b),(f)</sup>  |
| Series 2016-225L Class X | Series 2016-225L Class X | Series 2016-225L Class X | Series 2016-225L Class X |
| 02/10/2036 | &nbsp;&nbsp; 0.875% | 5000000 | &nbsp;&nbsp; 9057 |
| 245 Park Avenue Trust<sup>(a)</sup>  | 245 Park Avenue Trust<sup>(a)</sup>  | 245 Park Avenue Trust<sup>(a)</sup>  | 245 Park Avenue Trust<sup>(a)</sup>  |
| Series 2017-245P Class A | Series 2017-245P Class A | Series 2017-245P Class A | Series 2017-245P Class A |
| 06/05/2037 | &nbsp;&nbsp; 3.508% | 288000 | &nbsp;&nbsp; 282879 |
| 245 Park Avenue Trust<sup>(a),(b)</sup>  | 245 Park Avenue Trust<sup>(a),(b)</sup>  | 245 Park Avenue Trust<sup>(a),(b)</sup>  | 245 Park Avenue Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2017-245P Class E | Subordinated Series 2017-245P Class E | Subordinated Series 2017-245P Class E | Subordinated Series 2017-245P Class E |
| 06/05/2037 | &nbsp;&nbsp; 3.779% | 550000 | &nbsp;&nbsp; 523796 |
| AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  | AMSR Trust<sup>(a)</sup>  |
| Series 2025-SFR1 Class E1 | Series 2025-SFR1 Class E1 | Series 2025-SFR1 Class E1 | Series 2025-SFR1 Class E1 |
| 06/17/2042 | &nbsp;&nbsp; 3.655% | 630000 | &nbsp;&nbsp; 585507 |
| BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | BAMLL Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  |
| Series 2018-PARK Class A | Series 2018-PARK Class A | Series 2018-PARK Class A | Series 2018-PARK Class A |
| 08/10/2038 | &nbsp;&nbsp; 4.091% | 95000 | &nbsp;&nbsp; 93320 |
| BBCMS Trust<sup>(a),(b)</sup>  | BBCMS Trust<sup>(a),(b)</sup>  | BBCMS Trust<sup>(a),(b)</sup>  | BBCMS Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2015-SRCH Class D | Subordinated Series 2015-SRCH Class D | Subordinated Series 2015-SRCH Class D | Subordinated Series 2015-SRCH Class D |
| 08/10/2035 | &nbsp;&nbsp; 4.957% | 450000 | &nbsp;&nbsp; 426369 |
| BGME Trust<sup>(a),(b)</sup>  | BGME Trust<sup>(a),(b)</sup>  | BGME Trust<sup>(a),(b)</sup>  | BGME Trust<sup>(a),(b)</sup>  |
| Series 2021-VR Class C | Series 2021-VR Class C | Series 2021-VR Class C | Series 2021-VR Class C |
| 01/10/2043 | &nbsp;&nbsp; 2.995% | 425000 | &nbsp;&nbsp; 325614 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| BOCA Commercial Mortgage Trust<sup>(a),(c)</sup>  | BOCA Commercial Mortgage Trust<sup>(a),(c)</sup>  | BOCA Commercial Mortgage Trust<sup>(a),(c)</sup>  | BOCA Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2024-BOCA Class A | Series 2024-BOCA Class A | Series 2024-BOCA Class A | Series 2024-BOCA Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.921% <br>Floor 1.921% <br>08/15/2041<br>| &nbsp;&nbsp; 5.880% | 195000 | &nbsp;&nbsp; 195000 |
| BX Commercial Mortgage Trust<sup>(a),(c)</sup>  | BX Commercial Mortgage Trust<sup>(a),(c)</sup>  | BX Commercial Mortgage Trust<sup>(a),(c)</sup>  | BX Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2021-CIP Class A | Series 2021-CIP Class A | Series 2021-CIP Class A | Series 2021-CIP Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.035% <br>Floor 0.921% <br>12/15/2038<br>| &nbsp;&nbsp; 4.994% | 373849 | &nbsp;&nbsp; 373499 |
| Series 2021-VOLT Class A | Series 2021-VOLT Class A | Series 2021-VOLT Class A | Series 2021-VOLT Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700% <br>09/15/2036<br>| &nbsp;&nbsp; 4.773% | 372999 | &nbsp;&nbsp; 372766 |
| Series 2024-AIRC Class C | Series 2024-AIRC Class C | Series 2024-AIRC Class C | Series 2024-AIRC Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.590% <br>Floor 2.590% <br>08/15/2039<br>| &nbsp;&nbsp; 6.549% | 421288 | &nbsp;&nbsp; 422339 |
| Series 2024-XL5 Class A | Series 2024-XL5 Class A | Series 2024-XL5 Class A | Series 2024-XL5 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.392% <br>Floor 1.392% <br>03/15/2041<br>| &nbsp;&nbsp; 5.351% | 214048 | &nbsp;&nbsp; 214048 |
| Subordinated CMO Series 2021-VOLT Class F | Subordinated CMO Series 2021-VOLT Class F | Subordinated CMO Series 2021-VOLT Class F | Subordinated CMO Series 2021-VOLT Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 2.514% <br>Floor 2.400% <br>09/15/2036<br>| &nbsp;&nbsp; 6.473% | 237363 | &nbsp;&nbsp; 237216 |
| Subordinated Series 2021-VOLT Class E | Subordinated Series 2021-VOLT Class E | Subordinated Series 2021-VOLT Class E | Subordinated Series 2021-VOLT Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.114% <br>Floor 2.000% <br>09/15/2036<br>| &nbsp;&nbsp; 6.073% | 484414 | &nbsp;&nbsp; 484114 |
| Subordinated Series 2022-LP2 Class C | Subordinated Series 2022-LP2 Class C | Subordinated Series 2022-LP2 Class C | Subordinated Series 2022-LP2 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.560% <br>Floor 1.562% <br>02/15/2039<br>| &nbsp;&nbsp; 5.521% | 318500 | &nbsp;&nbsp; 318103 |
| Subordinated Series 2025-SPOT Class E | Subordinated Series 2025-SPOT Class E | Subordinated Series 2025-SPOT Class E | Subordinated Series 2025-SPOT Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 3.690% <br>Floor 3.690% <br>04/15/2040<br>| &nbsp;&nbsp; 7.649% | 430655 | &nbsp;&nbsp; 432088 |
| BX Trust<sup>(a),(c)</sup>  | BX Trust<sup>(a),(c)</sup>  | BX Trust<sup>(a),(c)</sup>  | BX Trust<sup>(a),(c)</sup>  |
| &nbsp;&nbsp; 1-month Term SOFR + 2.090% <br>Floor 2.090% <br>03/15/2041<br>| &nbsp;&nbsp; 6.049% | 356000 | &nbsp;&nbsp; 356000 |
| Series 2025-VLT6 Class E | Series 2025-VLT6 Class E | Series 2025-VLT6 Class E | Series 2025-VLT6 Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 3.191% <br>Floor 3.191% <br>03/15/2042<br>| &nbsp;&nbsp; 7.150% | 406000 | &nbsp;&nbsp; 402955 |
| Subordinated Series 2021-LBA Class DJV | Subordinated Series 2021-LBA Class DJV | Subordinated Series 2021-LBA Class DJV | Subordinated Series 2021-LBA Class DJV |
| &nbsp;&nbsp; 1-month Term SOFR + 1.714% <br>Floor 1.600% <br>02/15/2036<br>| &nbsp;&nbsp; 5.673% | 550000 | &nbsp;&nbsp; 548638 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Subordinated Series 2021-LBA Class EJV | Subordinated Series 2021-LBA Class EJV | Subordinated Series 2021-LBA Class EJV | Subordinated Series 2021-LBA Class EJV |
| &nbsp;&nbsp; 1-month Term SOFR + 2.114% <br>Floor 2.000% <br>02/15/2036<br>| &nbsp;&nbsp; 6.073% | 240000 | &nbsp;&nbsp; 239705 |
| Subordinated Series 2024-BIO Class D | Subordinated Series 2024-BIO Class D | Subordinated Series 2024-BIO Class D | Subordinated Series 2024-BIO Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 3.639% <br>02/15/2041<br>| &nbsp;&nbsp; 7.598% | 463000 | &nbsp;&nbsp; 457212 |
| Subordinated Series 2025-TAIL Class D | Subordinated Series 2025-TAIL Class D | Subordinated Series 2025-TAIL Class D | Subordinated Series 2025-TAIL Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.450% <br>Floor 2.450% <br>06/15/2035<br>| &nbsp;&nbsp; 6.482% | 315000 | &nbsp;&nbsp; 315000 |
| BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  | BX Trust<sup>(a)</sup>  |
| Series 2019-OC11 Class E | Series 2019-OC11 Class E | Series 2019-OC11 Class E | Series 2019-OC11 Class E |
| 12/09/2041 | &nbsp;&nbsp; 4.076% | 250000 | &nbsp;&nbsp; 230833 |
| Series 2022-CLS Class A | Series 2022-CLS Class A | Series 2022-CLS Class A | Series 2022-CLS Class A |
| 10/13/2027 | &nbsp;&nbsp; 5.760% | 150000 | &nbsp;&nbsp; 150788 |
| BX Trust<sup>(a),(c),(e)</sup>  | BX Trust<sup>(a),(c),(e)</sup>  | BX Trust<sup>(a),(c),(e)</sup>  | BX Trust<sup>(a),(c),(e)</sup>  |
| Subordinated Series 2025-VOLT Class D | Subordinated Series 2025-VOLT Class D | Subordinated Series 2025-VOLT Class D | Subordinated Series 2025-VOLT Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>Floor 2.750% <br>12/15/2044<br>| &nbsp;&nbsp; 6.750% | 145000 | &nbsp;&nbsp; 145046 |
| BXHPP Trust<sup>(a),(c)</sup>  | BXHPP Trust<sup>(a),(c)</sup>  | BXHPP Trust<sup>(a),(c)</sup>  | BXHPP Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2021-FILM Class C | Subordinated Series 2021-FILM Class C | Subordinated Series 2021-FILM Class C | Subordinated Series 2021-FILM Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.214% <br>Floor 1.100% <br>08/15/2036<br>| &nbsp;&nbsp; 5.173% | 600000 | &nbsp;&nbsp; 557029 |
| BXP Trust<sup>(a),(b)</sup>  | BXP Trust<sup>(a),(b)</sup>  | BXP Trust<sup>(a),(b)</sup>  | BXP Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2017-GM Class D | Subordinated Series 2017-GM Class D | Subordinated Series 2017-GM Class D | Subordinated Series 2017-GM Class D |
| 06/13/2039 | &nbsp;&nbsp; 3.539% | 630000 | &nbsp;&nbsp; 609891 |
| CHI Commercial Mortgage Trust<sup>(a),(b)</sup>  | CHI Commercial Mortgage Trust<sup>(a),(b)</sup>  | CHI Commercial Mortgage Trust<sup>(a),(b)</sup>  | CHI Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-SFT Class D | Series 2025-SFT Class D | Series 2025-SFT Class D | Series 2025-SFT Class D |
| 04/15/2042 | &nbsp;&nbsp; 7.325% | 560000 | &nbsp;&nbsp; 577215 |
| Citigroup Commercial Mortgage Trust<sup>(b),(f)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(f)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(f)</sup>  | Citigroup Commercial Mortgage Trust<sup>(b),(f)</sup>  |
| Series 2016-P3 Class XA | Series 2016-P3 Class XA | Series 2016-P3 Class XA | Series 2016-P3 Class XA |
| 04/15/2049 | &nbsp;&nbsp; 1.636% | 5958036 | &nbsp;&nbsp; 9473 |
| 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 2023-SMRT Class A | Series 2023-SMRT Class A | Series 2023-SMRT Class A | Series 2023-SMRT Class A |
| 06/10/2028 | &nbsp;&nbsp; 6.015% | 135000 | &nbsp;&nbsp; 138999 |
| Commercial Mortgage Trust<sup>(b),(f)</sup>  | Commercial Mortgage Trust<sup>(b),(f)</sup>  | Commercial Mortgage Trust<sup>(b),(f)</sup>  | Commercial Mortgage Trust<sup>(b),(f)</sup>  |
| Series 2012-CR4 Class XA | Series 2012-CR4 Class XA | Series 2012-CR4 Class XA | Series 2012-CR4 Class XA |
| 10/15/2045 | &nbsp;&nbsp; 1.144% | 672393 | &nbsp;&nbsp; 12526 |
| Commercial Mortgage Trust<sup>(a)</sup>  | Commercial Mortgage Trust<sup>(a)</sup>  | Commercial Mortgage Trust<sup>(a)</sup>  | Commercial Mortgage Trust<sup>(a)</sup>  |
| Series 2016-787S Class A | Series 2016-787S Class A | Series 2016-787S Class A | Series 2016-787S Class A |
| 02/10/2036 | &nbsp;&nbsp; 3.545% | 500000 | &nbsp;&nbsp; 497864 |
| CoreVest American Finance Trust<sup>(a),(b),(f)</sup>  | CoreVest American Finance Trust<sup>(a),(b),(f)</sup>  | CoreVest American Finance Trust<sup>(a),(b),(f)</sup>  | CoreVest American Finance Trust<sup>(a),(b),(f)</sup>  |
| Series 2019-3 Class XA | Series 2019-3 Class XA | Series 2019-3 Class XA | Series 2019-3 Class XA |
| 10/15/2052 | &nbsp;&nbsp; 1.993% | 22073 | &nbsp;&nbsp; 102 |
| Series 2020-1 Class XA | Series 2020-1 Class XA | Series 2020-1 Class XA | Series 2020-1 Class XA |
| 03/15/2050 | &nbsp;&nbsp; 2.264% | 129142 | &nbsp;&nbsp; 4617 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  | CoreVest American Finance Trust<sup>(a)</sup>  |
| Series 2020-1 Class A2 | Series 2020-1 Class A2 | Series 2020-1 Class A2 | Series 2020-1 Class A2 |
| 03/15/2050 | &nbsp;&nbsp; 2.296% | 108644 | &nbsp;&nbsp; 103516 |
| CRSNT Trust<sup>(a),(c)</sup>  | CRSNT Trust<sup>(a),(c)</sup>  | CRSNT Trust<sup>(a),(c)</sup>  | CRSNT Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2021-MOON Class C | Subordinated Series 2021-MOON Class C | Subordinated Series 2021-MOON Class C | Subordinated Series 2021-MOON Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.664% <br>Floor 1.550% <br>04/15/2036<br>| &nbsp;&nbsp; 5.625% | 492000 | &nbsp;&nbsp; 484773 |
| CSAIL Commercial Mortgage Trust<sup>(b),(f)</sup>  | CSAIL Commercial Mortgage Trust<sup>(b),(f)</sup>  | CSAIL Commercial Mortgage Trust<sup>(b),(f)</sup>  | CSAIL Commercial Mortgage Trust<sup>(b),(f)</sup>  |
| Series 2015-C3 Class XA | Series 2015-C3 Class XA | Series 2015-C3 Class XA | Series 2015-C3 Class XA |
| 08/15/2048 | &nbsp;&nbsp; 0.155% | 883832 | &nbsp;&nbsp; 9 |
| CSMC Trust<sup>(a),(b)</sup>  | CSMC Trust<sup>(a),(b)</sup>  | CSMC Trust<sup>(a),(b)</sup>  | CSMC Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2021-B33 Class B | Subordinated Series 2021-B33 Class B | Subordinated Series 2021-B33 Class B | Subordinated Series 2021-B33 Class B |
| 10/10/2043 | &nbsp;&nbsp; 3.645% | 423000 | &nbsp;&nbsp; 380352 |
| DBGS Mortgage Trust<sup>(a),(c)</sup>  | DBGS Mortgage Trust<sup>(a),(c)</sup>  | DBGS Mortgage Trust<sup>(a),(c)</sup>  | DBGS Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2021-W52 Class C | Series 2021-W52 Class C | Series 2021-W52 Class C | Series 2021-W52 Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 1.650% <br>Floor 2.300% <br>10/15/2036<br>| &nbsp;&nbsp; 6.373% | 520000 | &nbsp;&nbsp; 512388 |
| DBGS Mortgage Trust<sup>(b)</sup>  | DBGS Mortgage Trust<sup>(b)</sup>  | DBGS Mortgage Trust<sup>(b)</sup>  | DBGS Mortgage Trust<sup>(b)</sup>  |
| Subordinated Series 2018-C1 Class AM | Subordinated Series 2018-C1 Class AM | Subordinated Series 2018-C1 Class AM | Subordinated Series 2018-C1 Class AM |
| 10/15/2051 | &nbsp;&nbsp; 4.615% | 542000 | &nbsp;&nbsp; 526590 |
| Del Amo Fashion Center Trust<sup>(a),(b)</sup>  | Del Amo Fashion Center Trust<sup>(a),(b)</sup>  | Del Amo Fashion Center Trust<sup>(a),(b)</sup>  | Del Amo Fashion Center Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2017-AMO Class C | Subordinated Series 2017-AMO Class C | Subordinated Series 2017-AMO Class C | Subordinated Series 2017-AMO Class C |
| 06/05/2035 | &nbsp;&nbsp; 3.636% | 420000 | &nbsp;&nbsp; 399732 |
| DOLP Trust<sup>(a),(b)</sup>  | DOLP Trust<sup>(a),(b)</sup>  | DOLP Trust<sup>(a),(b)</sup>  | DOLP Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2021-NYC Class D | Subordinated Series 2021-NYC Class D | Subordinated Series 2021-NYC Class D | Subordinated Series 2021-NYC Class D |
| 05/10/2041 | &nbsp;&nbsp; 3.704% | 500000 | &nbsp;&nbsp; 429267 |
| DROP Mortgage Trust<sup>(a),(c)</sup>  | DROP Mortgage Trust<sup>(a),(c)</sup>  | DROP Mortgage Trust<sup>(a),(c)</sup>  | DROP Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2021-FILE Class B | Subordinated Series 2021-FILE Class B | Subordinated Series 2021-FILE Class B | Subordinated Series 2021-FILE Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.814% <br>Floor 1.700% <br>10/15/2043<br>| &nbsp;&nbsp; 5.773% | 311000 | &nbsp;&nbsp; 295440 |
| 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 2021-SFR2 Class F2 | Series 2021-SFR2 Class F2 | Series 2021-SFR2 Class F2 | Series 2021-SFR2 Class F2 |
| 09/17/2038 | &nbsp;&nbsp; 3.157% | 850000 | &nbsp;&nbsp; 829106 |
| Series 2021-SFR3 Class F2 | Series 2021-SFR3 Class F2 | Series 2021-SFR3 Class F2 | Series 2021-SFR3 Class F2 |
| 12/17/2038 | &nbsp;&nbsp; 3.832% | 820000 | &nbsp;&nbsp; 807918 |
| Grace Trust<sup>(a)</sup>  | Grace Trust<sup>(a)</sup>  | Grace Trust<sup>(a)</sup>  | Grace Trust<sup>(a)</sup>  |
| Subordinated Series 2020-GRCE Class B | Subordinated Series 2020-GRCE Class B | Subordinated Series 2020-GRCE Class B | Subordinated Series 2020-GRCE Class B |
| 12/10/2040 | &nbsp;&nbsp; 2.600% | 500000 | &nbsp;&nbsp; 448378 |
| Great Wolf Trust<sup>(a),(c)</sup>  | Great Wolf Trust<sup>(a),(c)</sup>  | Great Wolf Trust<sup>(a),(c)</sup>  | Great Wolf Trust<sup>(a),(c)</sup>  |
| Series 2024-WOLF Class B | Series 2024-WOLF Class B | Series 2024-WOLF Class B | Series 2024-WOLF Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.091% <br>Floor 2.091% <br>03/15/2039<br>| &nbsp;&nbsp; 6.050% | 540000 | &nbsp;&nbsp; 540337 |
| Series 2024-WOLF Class C | Series 2024-WOLF Class C | Series 2024-WOLF Class C | Series 2024-WOLF Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.391% <br>Floor 2.391% <br>03/15/2039<br>| &nbsp;&nbsp; 6.350% | 360000 | &nbsp;&nbsp; 360673 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Series 2024-WOLF Class F | Series 2024-WOLF Class F | Series 2024-WOLF Class F | Series 2024-WOLF Class F |
| &nbsp;&nbsp; 1-month Term SOFR + 4.438% <br>Floor 4.438% <br>03/15/2039<br>| &nbsp;&nbsp; 8.397% | 430000 | &nbsp;&nbsp; 431609 |
| GS Mortgage Securities Corp II<sup>(a),(b)</sup>  | GS Mortgage Securities Corp II<sup>(a),(b)</sup>  | GS Mortgage Securities Corp II<sup>(a),(b)</sup>  | GS Mortgage Securities Corp II<sup>(a),(b)</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% | 460000 | &nbsp;&nbsp; 447029 |
| Hilton USA Trust<sup>(a),(b)</sup>  | Hilton USA Trust<sup>(a),(b)</sup>  | Hilton USA Trust<sup>(a),(b)</sup>  | Hilton USA Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2016-HHV Class F | Subordinated Series 2016-HHV Class F | Subordinated Series 2016-HHV Class F | Subordinated Series 2016-HHV Class F |
| 11/05/2038 | &nbsp;&nbsp; 4.194% | 450000 | &nbsp;&nbsp; 440321 |
| Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  | Home Partners of America Trust<sup>(a)</sup>  |
| Series 2019-1 Class B | Series 2019-1 Class B | Series 2019-1 Class B | Series 2019-1 Class B |
| 09/17/2039 | &nbsp;&nbsp; 3.157% | 76218 | &nbsp;&nbsp; 74507 |
| Hudson Yards Mortgage Trust<sup>(a),(b)</sup>  | Hudson Yards Mortgage Trust<sup>(a),(b)</sup>  | Hudson Yards Mortgage Trust<sup>(a),(b)</sup>  | Hudson Yards Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2019-55HY Class F | Series 2019-55HY Class F | Series 2019-55HY Class F | Series 2019-55HY Class F |
| 12/10/2041 | &nbsp;&nbsp; 2.943% | 85000 | &nbsp;&nbsp; 73456 |
| 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 2025-LPF2 Class E | Series 2025-LPF2 Class E | Series 2025-LPF2 Class E | Series 2025-LPF2 Class E |
| 07/15/2042 | &nbsp;&nbsp; 8.199% | 550000 | &nbsp;&nbsp; 565306 |
| INTOWN Mortgage Trust<sup>(a),(c)</sup>  | INTOWN Mortgage Trust<sup>(a),(c)</sup>  | INTOWN Mortgage Trust<sup>(a),(c)</sup>  | INTOWN Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2025-STAY Class B | Series 2025-STAY Class B | Series 2025-STAY Class B | Series 2025-STAY Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>Floor 1.750% <br>03/15/2042<br>| &nbsp;&nbsp; 5.709% | 245000 | &nbsp;&nbsp; 244388 |
| Series 2025-STAY Class C | Series 2025-STAY Class C | Series 2025-STAY Class C | Series 2025-STAY Class C |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>Floor 2.250% <br>03/15/2042<br>| &nbsp;&nbsp; 6.209% | 105000 | &nbsp;&nbsp; 105000 |
| JPMBB Commercial Mortgage Securities Trust<sup>(b),(f)</sup>  | JPMBB Commercial Mortgage Securities Trust<sup>(b),(f)</sup>  | JPMBB Commercial Mortgage Securities Trust<sup>(b),(f)</sup>  | JPMBB Commercial Mortgage Securities Trust<sup>(b),(f)</sup>  |
| Series 2014-C23 Class XA | Series 2014-C23 Class XA | Series 2014-C23 Class XA | Series 2014-C23 Class XA |
| 09/15/2047 | &nbsp;&nbsp; 0.335% | 169455 | &nbsp;&nbsp; 5 |
| 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 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% | 375000 | &nbsp;&nbsp; 353989 |
| JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup>  | JPMorgan Chase Commercial Mortgage Securities Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2022-NLP Class H | Subordinated Series 2022-NLP Class H | Subordinated Series 2022-NLP Class H | Subordinated Series 2022-NLP Class H |
| &nbsp;&nbsp; 1-month Term SOFR + 5.010% <br>Floor 5.010% <br>04/15/2037<br>| &nbsp;&nbsp; 9.219% | 216033 | &nbsp;&nbsp; 192370 |
| Life Mortgage Trust<sup>(a),(c)</sup>  | Life Mortgage Trust<sup>(a),(c)</sup>  | Life Mortgage Trust<sup>(a),(c)</sup>  | Life Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 | Series 2022-BMR2 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.295% <br>Floor 1.295% <br>05/15/2039<br>| &nbsp;&nbsp; 5.254% | 530000 | &nbsp;&nbsp; 510787 |
| Series 2022-BMR2 Class B | Series 2022-BMR2 Class B | Series 2022-BMR2 Class B | Series 2022-BMR2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.794% <br>Floor 1.794% <br>05/15/2039<br>| &nbsp;&nbsp; 5.753% | 605000 | &nbsp;&nbsp; 547794 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| MAD Commercial Mortgage Trust<sup>(a),(b)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(b)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(b)</sup>  | MAD Commercial Mortgage Trust<sup>(a),(b)</sup>  |
| Series 2025-11MD Class D | Series 2025-11MD Class D | Series 2025-11MD Class D | Series 2025-11MD Class D |
| 10/15/2042 | &nbsp;&nbsp; 6.359% | 580000 | &nbsp;&nbsp; 585002 |
| MHC Commercial Mortgage Trust<sup>(a),(c)</sup>  | MHC Commercial Mortgage Trust<sup>(a),(c)</sup>  | MHC Commercial Mortgage Trust<sup>(a),(c)</sup>  | MHC Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2021-MHC Class B | Subordinated Series 2021-MHC Class B | Subordinated Series 2021-MHC Class B | Subordinated Series 2021-MHC Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.215% <br>Floor 1.101% <br>04/15/2038<br>| &nbsp;&nbsp; 5.174% | 432000 | &nbsp;&nbsp; 431866 |
| MHC Trust<sup>(a),(c)</sup>  | MHC Trust<sup>(a),(c)</sup>  | MHC Trust<sup>(a),(c)</sup>  | MHC Trust<sup>(a),(c)</sup>  |
| Series 2021-MHC2 Class E | Series 2021-MHC2 Class E | Series 2021-MHC2 Class E | Series 2021-MHC2 Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.064% <br>Floor 1.950% <br>05/15/2038<br>| &nbsp;&nbsp; 6.023% | 600000 | &nbsp;&nbsp; 600000 |
| Morgan Stanley Bank of America Merrill Lynch Trust<sup>(b),(f)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(b),(f)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(b),(f)</sup>  | Morgan Stanley Bank of America Merrill Lynch Trust<sup>(b),(f)</sup>  |
| Series 2016-C31 Class XA | Series 2016-C31 Class XA | Series 2016-C31 Class XA | Series 2016-C31 Class XA |
| 11/15/2049 | &nbsp;&nbsp; 1.242% | 1871172 | &nbsp;&nbsp; 9236 |
| Natixis Commercial Mortgage Securities Trust<sup>(a),(b),(f)</sup>  | Natixis Commercial Mortgage Securities Trust<sup>(a),(b),(f)</sup>  | Natixis Commercial Mortgage Securities Trust<sup>(a),(b),(f)</sup>  | Natixis Commercial Mortgage Securities Trust<sup>(a),(b),(f)</sup>  |
| Series 2020-2PAC Class XA | Series 2020-2PAC Class XA | Series 2020-2PAC Class XA | Series 2020-2PAC Class XA |
| 12/15/2038 | &nbsp;&nbsp; 1.395% | 704874 | &nbsp;&nbsp; 10733 |
| Series 2020-2PAC Class XB | Series 2020-2PAC Class XB | Series 2020-2PAC Class XB | Series 2020-2PAC Class XB |
| 12/15/2038 | &nbsp;&nbsp; 0.957% | 2665000 | &nbsp;&nbsp; 28413 |
| Natixis Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | Natixis Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | Natixis Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | Natixis Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  |
| Subordinated Series 2018-ALXA Class E | Subordinated Series 2018-ALXA Class E | Subordinated Series 2018-ALXA Class E | Subordinated Series 2018-ALXA Class E |
| 01/15/2043 | &nbsp;&nbsp; 4.316% | 60000 | &nbsp;&nbsp; 51634 |
| NYC Commercial Mortgage Trust<sup>(a),(c)</sup>  | NYC Commercial Mortgage Trust<sup>(a),(c)</sup>  | NYC Commercial Mortgage Trust<sup>(a),(c)</sup>  | NYC Commercial Mortgage Trust<sup>(a),(c)</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; 5.245% | 270000 | &nbsp;&nbsp; 268155 |
| Series 2025-3BP Class D | Series 2025-3BP Class D | Series 2025-3BP Class D | Series 2025-3BP Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 2.441% <br>02/15/2042<br>| &nbsp;&nbsp; 6.473% | 425000 | &nbsp;&nbsp; 422981 |
| One New York Plaza Trust<sup>(a),(c)</sup>  | One New York Plaza Trust<sup>(a),(c)</sup>  | One New York Plaza Trust<sup>(a),(c)</sup>  | One New York Plaza Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2020-1NYP Class AJ | Subordinated Series 2020-1NYP Class AJ | Subordinated Series 2020-1NYP Class AJ | Subordinated Series 2020-1NYP Class AJ |
| &nbsp;&nbsp; 1-month Term SOFR + 1.364% <br>Floor 1.250% <br>01/15/2036<br>| &nbsp;&nbsp; 5.323% | 372000 | &nbsp;&nbsp; 350258 |
| PGA Trust<sup>(a),(c)</sup>  | PGA Trust<sup>(a),(c)</sup>  | PGA Trust<sup>(a),(c)</sup>  | PGA Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2024-RSR2 Class B | Subordinated Series 2024-RSR2 Class B | Subordinated Series 2024-RSR2 Class B | Subordinated Series 2024-RSR2 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 2.390% <br>Floor 2.390% <br>06/15/2039<br>| &nbsp;&nbsp; 6.409% | 670000 | &nbsp;&nbsp; 670210 |
| Progress Residential Trust<sup>(a),(b)</sup>  | Progress Residential Trust<sup>(a),(b)</sup>  | Progress Residential Trust<sup>(a),(b)</sup>  | Progress Residential Trust<sup>(a),(b)</sup>  |
| Series 2024-SFR5 Class E2 | Series 2024-SFR5 Class E2 | Series 2024-SFR5 Class E2 | Series 2024-SFR5 Class E2 |
| 08/09/2029 | &nbsp;&nbsp; 3.625% | 740000 | &nbsp;&nbsp; 689484 |
| Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  | Progress Residential Trust<sup>(a)</sup>  |
| Series 2025-SFR1 Class E2 | Series 2025-SFR1 Class E2 | Series 2025-SFR1 Class E2 | Series 2025-SFR1 Class E2 |
| 02/17/2042 | &nbsp;&nbsp; 3.750% | 631000 | &nbsp;&nbsp; 587724 |
| Subordinated Series 2021-SFR7 Class E2 | Subordinated Series 2021-SFR7 Class E2 | Subordinated Series 2021-SFR7 Class E2 | Subordinated Series 2021-SFR7 Class E2 |
| 08/17/2040 | &nbsp;&nbsp; 2.640% | 788000 | &nbsp;&nbsp; 739986 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Subordinated Series 2021-SFR9 Class E1 | Subordinated Series 2021-SFR9 Class E1 | Subordinated Series 2021-SFR9 Class E1 | Subordinated Series 2021-SFR9 Class E1 | Subordinated Series 2021-SFR9 Class E1 |
| 11/17/2040 | &nbsp;&nbsp; 2.811% |  | 910000 | &nbsp;&nbsp; 853789 |
| Subordinated Series 2024-SFR3 Class D | Subordinated Series 2024-SFR3 Class D | Subordinated Series 2024-SFR3 Class D | Subordinated Series 2024-SFR3 Class D | Subordinated Series 2024-SFR3 Class D |
| 06/17/2041 | &nbsp;&nbsp; 3.500% |  | 450000 | &nbsp;&nbsp; 427805 |
| RIDE<sup>(a),(b)</sup>  | RIDE<sup>(a),(b)</sup>  | RIDE<sup>(a),(b)</sup>  | RIDE<sup>(a),(b)</sup>  | RIDE<sup>(a),(b)</sup>  |
| Series 2025-SHRE Class D | Series 2025-SHRE Class D | Series 2025-SHRE Class D | Series 2025-SHRE Class D | Series 2025-SHRE Class D |
| 02/14/2035 | &nbsp;&nbsp; 6.972% |  | 400000 | &nbsp;&nbsp; 409556 |
| ROCK Trust<sup>(a)</sup>  | ROCK Trust<sup>(a)</sup>  | ROCK Trust<sup>(a)</sup>  | ROCK Trust<sup>(a)</sup>  | ROCK Trust<sup>(a)</sup>  |
| Series 2024-CNTR Class E | Series 2024-CNTR Class E | Series 2024-CNTR Class E | Series 2024-CNTR Class E | Series 2024-CNTR Class E |
| 11/13/2041 | &nbsp;&nbsp; 8.819% |  | 570000 | &nbsp;&nbsp; 601689 |
| SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  | SCOTT Trust<sup>(a)</sup>  |
| Subordinated Series 2023-SFS Class AS | Subordinated Series 2023-SFS Class AS | Subordinated Series 2023-SFS Class AS | Subordinated Series 2023-SFS Class AS | Subordinated Series 2023-SFS Class AS |
| 03/15/2040 | &nbsp;&nbsp; 6.204% |  | 100000 | &nbsp;&nbsp; 102574 |
| Sequoia Logistics DAC<sup>(a),(c)</sup>  | Sequoia Logistics DAC<sup>(a),(c)</sup>  | Sequoia Logistics DAC<sup>(a),(c)</sup>  | Sequoia Logistics DAC<sup>(a),(c)</sup>  | Sequoia Logistics DAC<sup>(a),(c)</sup>  |
| Series 2025-1A Class E | Series 2025-1A Class E | Series 2025-1A Class E | Series 2025-1A Class E | Series 2025-1A Class E |
| &nbsp;&nbsp; 3-month EURIBOR + 3.800% <br>02/17/2037<br>| &nbsp;&nbsp; 5.834% | EUR | 260000 | &nbsp;&nbsp; 301619 |
| SFAVE Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | SFAVE Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | SFAVE Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | SFAVE Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  | SFAVE Commercial Mortgage Securities Trust<sup>(a),(b)</sup>  |
| Series 2015-5AVE Class A2A | Series 2015-5AVE Class A2A | Series 2015-5AVE Class A2A | Series 2015-5AVE Class A2A | Series 2015-5AVE Class A2A |
| 01/05/2043 | &nbsp;&nbsp; 3.659% |  | 425000 | &nbsp;&nbsp; 360605 |
| Series 2015-5AVE Class A2B | Series 2015-5AVE Class A2B | Series 2015-5AVE Class A2B | Series 2015-5AVE Class A2B | Series 2015-5AVE Class A2B |
| 01/05/2043 | &nbsp;&nbsp; 4.144% |  | 35000 | &nbsp;&nbsp; 30506 |
| Subordinated Series 2015-5AVE Class C | Subordinated Series 2015-5AVE Class C | Subordinated Series 2015-5AVE Class C | Subordinated Series 2015-5AVE Class C | Subordinated Series 2015-5AVE Class C |
| 01/05/2043 | &nbsp;&nbsp; 4.388% |  | 345000 | &nbsp;&nbsp; 278482 |
| SMRT Commercial Mortgage Trust<sup>(a),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(c)</sup>  | SMRT Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Subordinated Series 2022-MINI Class B | Subordinated Series 2022-MINI Class B | Subordinated Series 2022-MINI Class B | Subordinated Series 2022-MINI Class B | Subordinated Series 2022-MINI Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.350% <br>Floor 1.350% <br>01/15/2039<br>| &nbsp;&nbsp; 5.309% |  | 350000 | &nbsp;&nbsp; 348479 |
| Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D | Subordinated Series 2022-MINI Class D |
| &nbsp;&nbsp; 1-month Term SOFR + 1.950% <br>Floor 1.950% <br>01/15/2039<br>| &nbsp;&nbsp; 5.909% |  | 430000 | &nbsp;&nbsp; 427860 |
| Subordinated Series 2022-MINI Class E | Subordinated Series 2022-MINI Class E | Subordinated Series 2022-MINI Class E | Subordinated Series 2022-MINI Class E | Subordinated Series 2022-MINI Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 2.700% <br>Floor 2.700% <br>01/15/2039<br>| &nbsp;&nbsp; 6.659% |  | 350000 | &nbsp;&nbsp; 347605 |
| SWCH Commercial Mortgage Trust<sup>(a),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(c)</sup>  | SWCH Commercial Mortgage Trust<sup>(a),(c)</sup>  |
| Series 2025-DATA Class E | Series 2025-DATA Class E | Series 2025-DATA Class E | Series 2025-DATA Class E | Series 2025-DATA Class E |
| &nbsp;&nbsp; 1-month Term SOFR + 3.340% <br>Floor 3.290% <br>03/15/2042<br>| &nbsp;&nbsp; 7.490% |  | 625000 | &nbsp;&nbsp; 614036 |
| Tricon Residential Trust<sup>(a)</sup>  | Tricon Residential Trust<sup>(a)</sup>  | Tricon Residential Trust<sup>(a)</sup>  | Tricon Residential Trust<sup>(a)</sup>  | Tricon Residential Trust<sup>(a)</sup>  |
| Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F | Subordinated Series 2021-SFR1 Class F |
| 07/17/2038 | &nbsp;&nbsp; 3.692% |  | 670000 | &nbsp;&nbsp; 661733 |
| UK Logistics DAC<sup>(a),(c)</sup>  | UK Logistics DAC<sup>(a),(c)</sup>  | UK Logistics DAC<sup>(a),(c)</sup>  | UK Logistics DAC<sup>(a),(c)</sup>  | UK Logistics DAC<sup>(a),(c)</sup>  |
| Series 2025-1A Class E | Series 2025-1A Class E | Series 2025-1A Class E | Series 2025-1A Class E | Series 2025-1A Class E |
| &nbsp;&nbsp; SONIA + 5.500% <br>05/17/2035<br>| &nbsp;&nbsp; 9.469% | GBP | 179469 | &nbsp;&nbsp; 244282 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** | **Commercial Mortgage-Backed Securities - Non-Agency**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| VMC Finance LLC<sup>(a),(c)</sup>  | VMC Finance LLC<sup>(a),(c)</sup>  | VMC Finance LLC<sup>(a),(c)</sup>  | VMC Finance LLC<sup>(a),(c)</sup>  |
| Series 2021-FL4 Class B | Series 2021-FL4 Class B | Series 2021-FL4 Class B | Series 2021-FL4 Class B |
| &nbsp;&nbsp; 1-month Term SOFR + 1.914% <br>Floor 1.800% <br>06/18/2036<br>| &nbsp;&nbsp; 5.873% | 281653 | &nbsp;&nbsp; 279302 |
| 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 2024-SVEN Class D | Series 2024-SVEN Class D | Series 2024-SVEN Class D | Series 2024-SVEN Class D |
| 06/10/2037 | &nbsp;&nbsp; 6.323% | 667000 | &nbsp;&nbsp; 681210 |
| Wells Fargo Commercial Mortgage Trust<sup>(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b)</sup>  | Wells Fargo Commercial Mortgage Trust<sup>(b)</sup>  |
| Subordinated Series 2018-C47 Class AS | Subordinated Series 2018-C47 Class AS | Subordinated Series 2018-C47 Class AS | Subordinated Series 2018-C47 Class AS |
| 09/15/2061 | &nbsp;&nbsp; 4.673% | 560000 | &nbsp;&nbsp; 558222 |
| &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $33,593,614) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $33,593,614) | &nbsp;&nbsp; Total Commercial Mortgage-Backed Securities - Non-Agency <br>(Cost $33,593,614) | &nbsp;&nbsp; **33988784** |

---

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

---

| | | |
|:---|:---|:---|
| **Common Stocks 0.0%** | **Common Stocks 0.0%** | **Common Stocks 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** |
| **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** | **Containers & Packaging 0.0%** |
| Yeoman Capital SA<sup>(a),(h),(i),(j)</sup> <br>| &nbsp;&nbsp; 8977 | &nbsp;&nbsp; 44885 |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **44885** |
| **Real Estate 0.0%** | **Real Estate 0.0%** | **Real Estate 0.0%** |
| **Real Estate Management & Development 0.0%** | **Real Estate Management & Development 0.0%** | **Real Estate Management & Development 0.0%** |
| China Aoyuan Group Ltd.<sup>(i)</sup> <br>| &nbsp;&nbsp; 30741 | &nbsp;&nbsp; 373 |
| **Total Real Estate** | **Total Real Estate** | &nbsp;&nbsp; **373** |
| &nbsp;&nbsp; Total Common Stocks <br>(Cost $41,016) | &nbsp;&nbsp; Total Common Stocks <br>(Cost $41,016) | &nbsp;&nbsp; **45258** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Bonds**<sup>(g)</sup> **1.1%** | **Convertible Bonds**<sup>(g)</sup> **1.1%** | **Convertible Bonds**<sup>(g)</sup> **1.1%** | **Convertible Bonds**<sup>(g)</sup> **1.1%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Banking 0.5%** | **Banking 0.5%** | **Banking 0.5%** | **Banking 0.5%** |
| Barclays PLC<sup>(k),(l)</sup>  | Barclays PLC<sup>(k),(l)</sup>  | Barclays PLC<sup>(k),(l)</sup>  | Barclays PLC<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.625% | 408000 | &nbsp;&nbsp; 429515 |
| BNP Paribas SA<sup>(a),(k),(l)</sup>  | BNP Paribas SA<sup>(a),(k),(l)</sup>  | BNP Paribas SA<sup>(a),(k),(l)</sup>  | BNP Paribas SA<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.375% | 500000 | &nbsp;&nbsp; 518499 |
| HSBC Holdings PLC<sup>(k),(l)</sup>  | HSBC Holdings PLC<sup>(k),(l)</sup>  | HSBC Holdings PLC<sup>(k),(l)</sup>  | HSBC Holdings PLC<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 6.950% | 555000 | &nbsp;&nbsp; 574564 |
| Societe Generale SA<sup>(a),(k),(l)</sup>  | Societe Generale SA<sup>(a),(k),(l)</sup>  | Societe Generale SA<sup>(a),(k),(l)</sup>  | Societe Generale SA<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 8.125% | 700000 | &nbsp;&nbsp; 733109 |
| UBS Group AG<sup>(a),(k),(l)</sup>  | UBS Group AG<sup>(a),(k),(l)</sup>  | UBS Group AG<sup>(a),(k),(l)</sup>  | UBS Group AG<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.125% | 370000 | &nbsp;&nbsp; 377492 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2633179** |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Convertible Bonds**<sup>(g)</sup> **(continued)** | **Convertible Bonds**<sup>(g)</sup> **(continued)** | **Convertible Bonds**<sup>(g)</sup> **(continued)** | **Convertible Bonds**<sup>(g)</sup> **(continued)** | **Convertible Bonds**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Electric 0.5%** | **Electric 0.5%** | **Electric 0.5%** | **Electric 0.5%** | **Electric 0.5%** |
| CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. |
| 08/15/2026 | &nbsp;&nbsp; 4.250% |  | 430000 | &nbsp;&nbsp; 485454 |
| CenterPoint Energy, Inc.<sup>(a)</sup>  | CenterPoint Energy, Inc.<sup>(a)</sup>  | CenterPoint Energy, Inc.<sup>(a)</sup>  | CenterPoint Energy, Inc.<sup>(a)</sup>  | CenterPoint Energy, Inc.<sup>(a)</sup>  |
| 08/01/2028 | &nbsp;&nbsp; 3.000% |  | 325000 | &nbsp;&nbsp; 332962 |
| CMS Energy Corp.<sup>(a)</sup>  | CMS Energy Corp.<sup>(a)</sup>  | CMS Energy Corp.<sup>(a)</sup>  | CMS Energy Corp.<sup>(a)</sup>  | CMS Energy Corp.<sup>(a)</sup>  |
| 05/01/2031 | &nbsp;&nbsp; 3.125% |  | 250000 | &nbsp;&nbsp; 253250 |
| FirstEnergy Corp.<sup>(a)</sup>  | FirstEnergy Corp.<sup>(a)</sup>  | FirstEnergy Corp.<sup>(a)</sup>  | FirstEnergy Corp.<sup>(a)</sup>  | FirstEnergy Corp.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 3.875% |  | 420000 | &nbsp;&nbsp; 467130 |
| Southern Co. (The)<sup>(a)</sup>  | Southern Co. (The)<sup>(a)</sup>  | Southern Co. (The)<sup>(a)</sup>  | Southern Co. (The)<sup>(a)</sup>  | Southern Co. (The)<sup>(a)</sup>  |
| 06/15/2028 | &nbsp;&nbsp; 3.250% |  | 245000 | &nbsp;&nbsp; 247331 |
| TXNM Energy, Inc. | TXNM Energy, Inc. | TXNM Energy, Inc. | TXNM Energy, Inc. | TXNM Energy, Inc. |
| 06/01/2054 | &nbsp;&nbsp; 5.750% |  | 265000 | &nbsp;&nbsp; 353351 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2139478** |
| **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 | 100000 | &nbsp;&nbsp; 112817 |
| **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** |
| Burlington Stores, Inc. | Burlington Stores, Inc. | Burlington Stores, Inc. | Burlington Stores, Inc. | Burlington Stores, Inc. |
| 12/15/2027 | &nbsp;&nbsp; 1.250% |  | 235000 | &nbsp;&nbsp; 315017 |
| **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** | **Technology 0.0%** |
| Worldline SA<sup>(a),(d)</sup>  | Worldline SA<sup>(a),(d)</sup>  | Worldline SA<sup>(a),(d)</sup>  | Worldline SA<sup>(a),(d)</sup>  | Worldline SA<sup>(a),(d)</sup>  |
| 07/30/2026 | &nbsp;&nbsp; 0.000% | EUR | 110011 | &nbsp;&nbsp; 123950 |
| &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $4,866,573) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $4,866,573) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $4,866,573) | &nbsp;&nbsp; Total Convertible Bonds <br>(Cost $4,866,573) | &nbsp;&nbsp; **5324441** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Preferred Stocks 0.6%** | **Convertible Preferred Stocks 0.6%** | **Convertible Preferred Stocks 0.6%** | **Convertible Preferred Stocks 0.6%** |
| **Issuer** |  | **Shares** | **Value ($)** |
| **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** | **Industrials 0.2%** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| Boeing Co. (The) | &nbsp;&nbsp; 6.000% | &nbsp;&nbsp; 4300 | &nbsp;&nbsp; 268952 |
| **Trading Companies & Distributors 0.1%** | **Trading Companies & Distributors 0.1%** | **Trading Companies & Distributors 0.1%** | **Trading Companies & Distributors 0.1%** |
| QXO, Inc. | &nbsp;&nbsp; 5.500% | &nbsp;&nbsp; 13350 | &nbsp;&nbsp; 720158 |
| **Total Industrials** | **Total Industrials** | **Total Industrials** | &nbsp;&nbsp; **989110** |
| **Information Technology 0.1%** | **Information Technology 0.1%** | **Information Technology 0.1%** | **Information Technology 0.1%** |
| **Technology Hardware, Storage & Peripherals 0.1%** | **Technology Hardware, Storage & Peripherals 0.1%** | **Technology Hardware, Storage & Peripherals 0.1%** | **Technology Hardware, Storage & Peripherals 0.1%** |
| Hewlett Packard Enterprise Co. | &nbsp;&nbsp; 7.625% | &nbsp;&nbsp; 5750 | &nbsp;&nbsp; 350276 |
| **Total Information Technology** | **Total Information Technology** | **Total Information Technology** | &nbsp;&nbsp; **350276** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Convertible Preferred Stocks (continued)** | **Convertible Preferred Stocks (continued)** | **Convertible Preferred Stocks (continued)** | **Convertible Preferred Stocks (continued)** |
| **Issuer** |  | **Shares** | **Value ($)** |
| **Utilities 0.3%** | **Utilities 0.3%** | **Utilities 0.3%** | **Utilities 0.3%** |
| **Electric Utilities 0.3%** | **Electric Utilities 0.3%** | **Electric Utilities 0.3%** | **Electric Utilities 0.3%** |
| Nextera Energy, Inc. | &nbsp;&nbsp; 7.234% | &nbsp;&nbsp; 20400 | &nbsp;&nbsp; 1037748 |
| Southern Co. (The) | &nbsp;&nbsp; 7.125% | &nbsp;&nbsp; 10150 | &nbsp;&nbsp; 510800 |
| Total |  |  | &nbsp;&nbsp; 1548548 |
| **Total Utilities** | **Total Utilities** | **Total Utilities** | &nbsp;&nbsp; **1548548** |
| &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $2,613,766) | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $2,613,766) | &nbsp;&nbsp; Total Convertible Preferred Stocks <br>(Cost $2,613,766) | &nbsp;&nbsp; **2887934** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **22.4%** | **Corporate Bonds & Notes**<sup>(g)</sup> **22.4%** | **Corporate Bonds & Notes**<sup>(g)</sup> **22.4%** | **Corporate Bonds & Notes**<sup>(g)</sup> **22.4%** | **Corporate Bonds & Notes**<sup>(g)</sup> **22.4%** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **ABS Other 0.1%** | **ABS Other 0.1%** | **ABS Other 0.1%** | **ABS Other 0.1%** | **ABS Other 0.1%** |
| American Tower Trust #1<sup>(a)</sup>  | American Tower Trust #1<sup>(a)</sup>  | American Tower Trust #1<sup>(a)</sup>  | American Tower Trust #1<sup>(a)</sup>  | American Tower Trust #1<sup>(a)</sup>  |
| 03/15/2028 | &nbsp;&nbsp; 5.490% |  | 410000 | &nbsp;&nbsp; 416251 |
| SBA Tower Trust<sup>(a)</sup>  | SBA Tower Trust<sup>(a)</sup>  | SBA Tower Trust<sup>(a)</sup>  | SBA Tower Trust<sup>(a)</sup>  | SBA Tower Trust<sup>(a)</sup>  |
| 01/15/2028 | &nbsp;&nbsp; 6.599% |  | 240000 | &nbsp;&nbsp; 245430 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **661681** |
| **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** | **Aerospace & Defense 0.4%** |
| Airbus SE<sup>(a)</sup>  | Airbus SE<sup>(a)</sup>  | Airbus SE<sup>(a)</sup>  | Airbus SE<sup>(a)</sup>  | Airbus SE<sup>(a)</sup>  |
| 06/09/2030 | &nbsp;&nbsp; 1.625% | EUR | 100000 | &nbsp;&nbsp; 110526 |
| ATI, Inc. | ATI, Inc. | ATI, Inc. | ATI, Inc. | ATI, Inc. |
| 08/15/2030 | &nbsp;&nbsp; 7.250% |  | 92000 | &nbsp;&nbsp; 97089 |
| Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) | Boeing Co. (The) |
| 05/01/2050 | &nbsp;&nbsp; 5.805% |  | 290000 | &nbsp;&nbsp; 288934 |
| TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  | TransDigm, Inc.<sup>(a)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 7.125% |  | 730000 | &nbsp;&nbsp; 766246 |
| 01/15/2033 | &nbsp;&nbsp; 6.000% |  | 260000 | &nbsp;&nbsp; 265944 |
| 05/31/2033 | &nbsp;&nbsp; 6.375% |  | 268000 | &nbsp;&nbsp; 275314 |
| 01/31/2034 | &nbsp;&nbsp; 6.250% |  | 115000 | &nbsp;&nbsp; 119452 |
| 01/31/2034 | &nbsp;&nbsp; 6.750% |  | 250000 | &nbsp;&nbsp; 261477 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2184982** |
| **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** |
| American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust | American Airlines Pass-Through Trust |
| Series 2016-2 Class AA | 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% |  | 151750 | &nbsp;&nbsp; 147570 |
| 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>  | American Airlines, Inc./AAdvantage Loyalty IP Ltd.<sup>(a)</sup>  |
| 04/20/2029 | &nbsp;&nbsp; 5.750% |  | 715000 | &nbsp;&nbsp; 721998 |
| JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  | JetBlue Airways Corp./Loyalty LP<sup>(a)</sup>  |
| 09/20/2031 | &nbsp;&nbsp; 9.875% |  | 345000 | &nbsp;&nbsp; 340682 |
| JetBlue Pass-Through Trust | JetBlue Pass-Through Trust | JetBlue Pass-Through Trust | JetBlue Pass-Through Trust | JetBlue Pass-Through Trust |
| Series 2020-1 Class A | Series 2020-1 Class A | Series 2020-1 Class A | Series 2020-1 Class A | Series 2020-1 Class A |
| 11/15/2032 | &nbsp;&nbsp; 4.000% |  | 269126 | &nbsp;&nbsp; 254719 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  | United Airlines, Inc.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 4.625% |  | 190000 | &nbsp;&nbsp; 189184 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1654153** |
| **Automotive 0.4%** | **Automotive 0.4%** | **Automotive 0.4%** | **Automotive 0.4%** | **Automotive 0.4%** |
| Allison Transmission. Inc.<sup>(a)</sup>  | Allison Transmission. Inc.<sup>(a)</sup>  | Allison Transmission. Inc.<sup>(a)</sup>  | Allison Transmission. Inc.<sup>(a)</sup>  | Allison Transmission. Inc.<sup>(a)</sup>  |
| 01/30/2031 | &nbsp;&nbsp; 3.750% |  | 100000 | &nbsp;&nbsp; 93233 |
| Ford Motor Co. | Ford Motor Co. | Ford Motor Co. | Ford Motor Co. | Ford Motor Co. |
| 02/12/2032 | &nbsp;&nbsp; 3.250% |  | 610000 | &nbsp;&nbsp; 535990 |
| Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC | Ford Motor Credit Co. LLC |
| 02/16/2028 | &nbsp;&nbsp; 2.900% |  | 200000 | &nbsp;&nbsp; 191802 |
| 10/09/2028 | &nbsp;&nbsp; 5.625% | GBP | 215000 | &nbsp;&nbsp; 287536 |
| General Motors Financial Co., Inc.<sup>(k),(l)</sup>  | General Motors Financial Co., Inc.<sup>(k),(l)</sup>  | General Motors Financial Co., Inc.<sup>(k),(l)</sup>  | General Motors Financial Co., Inc.<sup>(k),(l)</sup>  | General Motors Financial Co., Inc.<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 6.500% |  | 200000 | &nbsp;&nbsp; 201190 |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
|  | &nbsp;&nbsp; 5.700% |  | 110000 | &nbsp;&nbsp; 109992 |
| 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>  |
| 03/25/2032 | &nbsp;&nbsp; 5.650% |  | 60000 | &nbsp;&nbsp; 62335 |
| 03/27/2035 | &nbsp;&nbsp; 5.800% |  | 60000 | &nbsp;&nbsp; 62310 |
| Volkswagen International Finance NV<sup>(a),(k),(l)</sup>  | Volkswagen International Finance NV<sup>(a),(k),(l)</sup>  | Volkswagen International Finance NV<sup>(a),(k),(l)</sup>  | Volkswagen International Finance NV<sup>(a),(k),(l)</sup>  | Volkswagen International Finance NV<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.875% | EUR | 200000 | &nbsp;&nbsp; 268613 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1813001** |
| **Banking 3.5%** | **Banking 3.5%** | **Banking 3.5%** | **Banking 3.5%** | **Banking 3.5%** |
| American Express Co.<sup>(k),(l)</sup>  | American Express Co.<sup>(k),(l)</sup>  | American Express Co.<sup>(k),(l)</sup>  | American Express Co.<sup>(k),(l)</sup>  | American Express Co.<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 3.550% |  | 85000 | &nbsp;&nbsp; 83459 |
| American Express Co.<sup>(l)</sup>  | American Express Co.<sup>(l)</sup>  | American Express Co.<sup>(l)</sup>  | American Express Co.<sup>(l)</sup>  | American Express Co.<sup>(l)</sup>  |
| 07/20/2033 | &nbsp;&nbsp; 4.918% |  | 170000 | &nbsp;&nbsp; 174129 |
| Bank of America Corp.<sup>(k),(l)</sup>  | Bank of America Corp.<sup>(k),(l)</sup>  | Bank of America Corp.<sup>(k),(l)</sup>  | Bank of America Corp.<sup>(k),(l)</sup>  | Bank of America Corp.<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 4.375% |  | 80000 | &nbsp;&nbsp; 78782 |
| Bank of America Corp.<sup>(l)</sup>  | Bank of America Corp.<sup>(l)</sup>  | Bank of America Corp.<sup>(l)</sup>  | Bank of America Corp.<sup>(l)</sup>  | Bank of America Corp.<sup>(l)</sup>  |
| 02/04/2028 | &nbsp;&nbsp; 2.551% |  | 110000 | &nbsp;&nbsp; 108056 |
| 10/24/2031 | &nbsp;&nbsp; 1.922% |  | 475000 | &nbsp;&nbsp; 425508 |
| 03/11/2032 | &nbsp;&nbsp; 2.651% |  | 135000 | &nbsp;&nbsp; 124480 |
| 04/22/2032 | &nbsp;&nbsp; 2.687% |  | 40000 | &nbsp;&nbsp; 36829 |
| Bank of Montreal<sup>(k),(l)</sup>  | Bank of Montreal<sup>(k),(l)</sup>  | Bank of Montreal<sup>(k),(l)</sup>  | Bank of Montreal<sup>(k),(l)</sup>  | Bank of Montreal<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 6.875% |  | 355000 | &nbsp;&nbsp; 364393 |
| Bank of Montreal<sup>(l)</sup>  | Bank of Montreal<sup>(l)</sup>  | Bank of Montreal<sup>(l)</sup>  | Bank of Montreal<sup>(l)</sup>  | Bank of Montreal<sup>(l)</sup>  |
| 11/26/2082 | &nbsp;&nbsp; 7.325% | CAD | 580000 | &nbsp;&nbsp; 440056 |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 11/26/2084 | &nbsp;&nbsp; 7.300% |  | 785000 | &nbsp;&nbsp; 833601 |
| Bank of Nova Scotia (The)<sup>(l)</sup>  | Bank of Nova Scotia (The)<sup>(l)</sup>  | Bank of Nova Scotia (The)<sup>(l)</sup>  | Bank of Nova Scotia (The)<sup>(l)</sup>  | Bank of Nova Scotia (The)<sup>(l)</sup>  |
| 10/27/2082 | &nbsp;&nbsp; 8.625% |  | 415000 | &nbsp;&nbsp; 439906 |
| 10/27/2085 | &nbsp;&nbsp; 6.875% |  | 595000 | &nbsp;&nbsp; 598334 |
| Canadian Imperial Bank of Commerce<sup>(l)</sup>  | Canadian Imperial Bank of Commerce<sup>(l)</sup>  | Canadian Imperial Bank of Commerce<sup>(l)</sup>  | Canadian Imperial Bank of Commerce<sup>(l)</sup>  | Canadian Imperial Bank of Commerce<sup>(l)</sup>  |
| 10/28/2085 | &nbsp;&nbsp; 7.000% |  | 445000 | &nbsp;&nbsp; 458025 |
| Citibank NA | Citibank NA | Citibank NA | Citibank NA | Citibank NA |
| 05/29/2030 | &nbsp;&nbsp; 4.914% |  | 100000 | &nbsp;&nbsp; 103120 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Citigroup, Inc.<sup>(l)</sup>  | Citigroup, Inc.<sup>(l)</sup>  | Citigroup, Inc.<sup>(l)</sup>  | Citigroup, Inc.<sup>(l)</sup>  |
| 05/01/2032 | &nbsp;&nbsp; 2.561% | 195000 | &nbsp;&nbsp; 177425 |
| ConnectOne Bancorp, Inc.<sup>(l)</sup>  | ConnectOne Bancorp, Inc.<sup>(l)</sup>  | ConnectOne Bancorp, Inc.<sup>(l)</sup>  | ConnectOne Bancorp, Inc.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/01/2035 | &nbsp;&nbsp; 8.125% | 270000 | &nbsp;&nbsp; 280800 |
| First Citizens BancShares, Inc.<sup>(k),(l)</sup>  | First Citizens BancShares, Inc.<sup>(k),(l)</sup>  | First Citizens BancShares, Inc.<sup>(k),(l)</sup>  | First Citizens BancShares, Inc.<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.000% | 750000 | &nbsp;&nbsp; 761057 |
| First Citizens BancShares, Inc.<sup>(l)</sup>  | First Citizens BancShares, Inc.<sup>(l)</sup>  | First Citizens BancShares, Inc.<sup>(l)</sup>  | First Citizens BancShares, Inc.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 03/12/2040 | &nbsp;&nbsp; 6.254% | 395000 | &nbsp;&nbsp; 402813 |
| First Financial Bancorp<sup>(l)</sup>  | First Financial Bancorp<sup>(l)</sup>  | First Financial Bancorp<sup>(l)</sup>  | First Financial Bancorp<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 12/01/2035 | &nbsp;&nbsp; 6.375% | 245000 | &nbsp;&nbsp; 247049 |
| First Interstate BancSystem, Inc.<sup>(l)</sup>  | First Interstate BancSystem, Inc.<sup>(l)</sup>  | First Interstate BancSystem, Inc.<sup>(l)</sup>  | First Interstate BancSystem, Inc.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 06/15/2035 | &nbsp;&nbsp; 7.625% | 180000 | &nbsp;&nbsp; 183433 |
| Five Star Bancorp<sup>(a),(l)</sup>  | Five Star Bancorp<sup>(a),(l)</sup>  | Five Star Bancorp<sup>(a),(l)</sup>  | Five Star Bancorp<sup>(a),(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 09/01/2032 | &nbsp;&nbsp; 6.000% | 95000 | &nbsp;&nbsp; 92549 |
| Goldman Sachs Group, Inc. (The)<sup>(l)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(l)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(l)</sup>  | Goldman Sachs Group, Inc. (The)<sup>(l)</sup>  |
| 01/27/2032 | &nbsp;&nbsp; 1.992% | 200000 | &nbsp;&nbsp; 178129 |
| HSBC Holdings PLC<sup>(c)</sup>  | HSBC Holdings PLC<sup>(c)</sup>  | HSBC Holdings PLC<sup>(c)</sup>  | HSBC Holdings PLC<sup>(c)</sup>  |
| &nbsp;&nbsp; SOFR + 1.570% <br>05/13/2031<br>| &nbsp;&nbsp; 5.620% | 580000 | &nbsp;&nbsp; 590359 |
| Huntington Bancshares, Inc.<sup>(k),(l)</sup>  | Huntington Bancshares, Inc.<sup>(k),(l)</sup>  | Huntington Bancshares, Inc.<sup>(k),(l)</sup>  | Huntington Bancshares, Inc.<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 6.250% | 822000 | &nbsp;&nbsp; 810838 |
| Independent Bank Group, Inc.<sup>(l)</sup>  | Independent Bank Group, Inc.<sup>(l)</sup>  | Independent Bank Group, Inc.<sup>(l)</sup>  | Independent Bank Group, Inc.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated |
| 08/15/2034 | &nbsp;&nbsp; 8.375% | 140000 | &nbsp;&nbsp; 146616 |
| ING Groep NV<sup>(k),(l)</sup>  | ING Groep NV<sup>(k),(l)</sup>  | ING Groep NV<sup>(k),(l)</sup>  | ING Groep NV<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.000% | 355000 | &nbsp;&nbsp; 366449 |
| JPMorgan Chase & Co.<sup>(k),(l)</sup>  | JPMorgan Chase & Co.<sup>(k),(l)</sup>  | JPMorgan Chase & Co.<sup>(k),(l)</sup>  | JPMorgan Chase & Co.<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 3.650% | 85000 | &nbsp;&nbsp; 84169 |
| JPMorgan Chase & Co.<sup>(l)</sup>  | JPMorgan Chase & Co.<sup>(l)</sup>  | JPMorgan Chase & Co.<sup>(l)</sup>  | JPMorgan Chase & Co.<sup>(l)</sup>  |
| 04/22/2027 | &nbsp;&nbsp; 1.578% | 285000 | &nbsp;&nbsp; 282123 |
| 04/26/2028 | &nbsp;&nbsp; 4.323% | 90000 | &nbsp;&nbsp; 90382 |
| 06/01/2029 | &nbsp;&nbsp; 2.069% | 615000 | &nbsp;&nbsp; 586608 |
| 11/19/2031 | &nbsp;&nbsp; 1.764% | 305000 | &nbsp;&nbsp; 271534 |
| Lloyds Banking Group PLC<sup>(k),(l)</sup>  | Lloyds Banking Group PLC<sup>(k),(l)</sup>  | Lloyds Banking Group PLC<sup>(k),(l)</sup>  | Lloyds Banking Group PLC<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 6.625% | 330000 | &nbsp;&nbsp; 327775 |
| Morgan Stanley<sup>(l)</sup>  | Morgan Stanley<sup>(l)</sup>  | Morgan Stanley<sup>(l)</sup>  | Morgan Stanley<sup>(l)</sup>  |
| 07/20/2029 | &nbsp;&nbsp; 5.449% | 250000 | &nbsp;&nbsp; 258337 |
| Morgan Stanley Private Bank<sup>(l)</sup>  | Morgan Stanley Private Bank<sup>(l)</sup>  | Morgan Stanley Private Bank<sup>(l)</sup>  | Morgan Stanley Private Bank<sup>(l)</sup>  |
| 11/17/2028 | &nbsp;&nbsp; 4.204% | 510000 | &nbsp;&nbsp; 510964 |
| Morgan Stanley Private Bank NA<sup>(l)</sup>  | Morgan Stanley Private Bank NA<sup>(l)</sup>  | Morgan Stanley Private Bank NA<sup>(l)</sup>  | Morgan Stanley Private Bank NA<sup>(l)</sup>  |
| 07/18/2031 | &nbsp;&nbsp; 4.734% | 235000 | &nbsp;&nbsp; 239003 |
| PNC Financial Services Group, Inc. (The)<sup>(k),(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(k),(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(k),(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 3.400% | 305000 | &nbsp;&nbsp; 296066 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| PNC Financial Services Group, Inc. (The)<sup>(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(l)</sup>  | PNC Financial Services Group, Inc. (The)<sup>(l)</sup>  |
| 10/20/2034 | &nbsp;&nbsp; 6.875% |  | 45000 | &nbsp;&nbsp; 51145 |
| Popular, Inc. | Popular, Inc. | Popular, Inc. | Popular, Inc. | Popular, Inc. |
| 03/13/2028 | &nbsp;&nbsp; 7.250% |  | 215000 | &nbsp;&nbsp; 225396 |
| Provident Financial Services, Inc.<sup>(l)</sup>  | Provident Financial Services, Inc.<sup>(l)</sup>  | Provident Financial Services, Inc.<sup>(l)</sup>  | Provident Financial Services, Inc.<sup>(l)</sup>  | Provident Financial Services, Inc.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 05/15/2034 | &nbsp;&nbsp; 9.000% |  | 210000 | &nbsp;&nbsp; 216300 |
| Royal Bank of Canada<sup>(k),(l)</sup>  | Royal Bank of Canada<sup>(k),(l)</sup>  | Royal Bank of Canada<sup>(k),(l)</sup>  | Royal Bank of Canada<sup>(k),(l)</sup>  | Royal Bank of Canada<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 4.200% | CAD | 800000 | &nbsp;&nbsp; 545570 |
| Royal Bank of Canada<sup>(l)</sup>  | Royal Bank of Canada<sup>(l)</sup>  | Royal Bank of Canada<sup>(l)</sup>  | Royal Bank of Canada<sup>(l)</sup>  | Royal Bank of Canada<sup>(l)</sup>  |
| 05/02/2084 | &nbsp;&nbsp; 7.500% |  | 610000 | &nbsp;&nbsp; 645531 |
| 11/24/2084 | &nbsp;&nbsp; 6.350% |  | 515000 | &nbsp;&nbsp; 505638 |
| Santander UK Group Holdings PLC<sup>(l)</sup>  | Santander UK Group Holdings PLC<sup>(l)</sup>  | Santander UK Group Holdings PLC<sup>(l)</sup>  | Santander UK Group Holdings PLC<sup>(l)</sup>  | Santander UK Group Holdings PLC<sup>(l)</sup>  |
| 06/14/2027 | &nbsp;&nbsp; 1.673% |  | 110000 | &nbsp;&nbsp; 108454 |
| Simmons First National Corp.<sup>(l)</sup>  | Simmons First National Corp.<sup>(l)</sup>  | Simmons First National Corp.<sup>(l)</sup>  | Simmons First National Corp.<sup>(l)</sup>  | Simmons First National Corp.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 10/01/2035 | &nbsp;&nbsp; 6.250% |  | 325000 | &nbsp;&nbsp; 328493 |
| Southside Bancshares, Inc.<sup>(l)</sup>  | Southside Bancshares, Inc.<sup>(l)</sup>  | Southside Bancshares, Inc.<sup>(l)</sup>  | Southside Bancshares, Inc.<sup>(l)</sup>  | Southside Bancshares, Inc.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 08/15/2035 | &nbsp;&nbsp; 7.000% |  | 365000 | &nbsp;&nbsp; 370268 |
| Standard Chartered PLC<sup>(a),(k),(l)</sup>  | Standard Chartered PLC<sup>(a),(k),(l)</sup>  | Standard Chartered PLC<sup>(a),(k),(l)</sup>  | Standard Chartered PLC<sup>(a),(k),(l)</sup>  | Standard Chartered PLC<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.000% |  | 315000 | &nbsp;&nbsp; 322087 |
| Toronto-Dominion Bank (The)<sup>(l)</sup>  | Toronto-Dominion Bank (The)<sup>(l)</sup>  | Toronto-Dominion Bank (The)<sup>(l)</sup>  | Toronto-Dominion Bank (The)<sup>(l)</sup>  | Toronto-Dominion Bank (The)<sup>(l)</sup>  |
| 10/31/2082 | &nbsp;&nbsp; 8.125% |  | 630000 | &nbsp;&nbsp; 661671 |
| US Bancorp<sup>(k),(l)</sup>  | US Bancorp<sup>(k),(l)</sup>  | US Bancorp<sup>(k),(l)</sup>  | US Bancorp<sup>(k),(l)</sup>  | US Bancorp<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 3.700% |  | 345000 | &nbsp;&nbsp; 334825 |
| US Bancorp<sup>(l)</sup>  | US Bancorp<sup>(l)</sup>  | US Bancorp<sup>(l)</sup>  | US Bancorp<sup>(l)</sup>  | US Bancorp<sup>(l)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 5.083% |  | 305000 | &nbsp;&nbsp; 314938 |
| Wells Fargo & Co.<sup>(l)</sup>  | Wells Fargo & Co.<sup>(l)</sup>  | Wells Fargo & Co.<sup>(l)</sup>  | Wells Fargo & Co.<sup>(l)</sup>  | Wells Fargo & Co.<sup>(l)</sup>  |
| 06/02/2028 | &nbsp;&nbsp; 2.393% |  | 140000 | &nbsp;&nbsp; 136575 |
| 07/25/2029 | &nbsp;&nbsp; 5.574% |  | 230000 | &nbsp;&nbsp; 238359 |
| 02/11/2031 | &nbsp;&nbsp; 2.572% |  | 555000 | &nbsp;&nbsp; 519829 |
| 01/23/2035 | &nbsp;&nbsp; 5.499% |  | 5000 | &nbsp;&nbsp; 5257 |
| Wells Fargo & Co.<sup>(a),(l)</sup>  | Wells Fargo & Co.<sup>(a),(l)</sup>  | Wells Fargo & Co.<sup>(a),(l)</sup>  | Wells Fargo & Co.<sup>(a),(l)</sup>  | Wells Fargo & Co.<sup>(a),(l)</sup>  |
| 07/22/2032 | &nbsp;&nbsp; 3.900% | EUR | 205000 | &nbsp;&nbsp; 245394 |
| Western Alliance Ban corp.<sup>(l)</sup>  | Western Alliance Ban corp.<sup>(l)</sup>  | Western Alliance Ban corp.<sup>(l)</sup>  | Western Alliance Ban corp.<sup>(l)</sup>  | Western Alliance Ban corp.<sup>(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 06/15/2031 | &nbsp;&nbsp; 3.000% |  | 490000 | &nbsp;&nbsp; 470820 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **17699706** |
| **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** | **Brokerage/Asset Managers/Exchanges 0.2%** |
| 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>  | Jane Street Group/Finance, Inc.<sup>(a)</sup>  |
| 11/01/2032 | &nbsp;&nbsp; 6.125% |  | 30000 | &nbsp;&nbsp; 30505 |
| 05/01/2033 | &nbsp;&nbsp; 6.750% |  | 105000 | &nbsp;&nbsp; 109663 |
| 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>  | Jane Street Group/JSG Finance, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 4.500% |  | 95000 | &nbsp;&nbsp; 93336 |
| 04/30/2031 | &nbsp;&nbsp; 7.125% |  | 80000 | &nbsp;&nbsp; 84274 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| OMERS Finance Trust<sup>(a)</sup>  | OMERS Finance Trust<sup>(a)</sup>  | OMERS Finance Trust<sup>(a)</sup>  | OMERS Finance Trust<sup>(a)</sup>  | OMERS Finance Trust<sup>(a)</sup>  |
| 03/26/2031 | &nbsp;&nbsp; 4.750% |  | 250000 | &nbsp;&nbsp; 259959 |
| 01/28/2035 | &nbsp;&nbsp; 3.250% | EUR | 260000 | &nbsp;&nbsp; 298805 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **876542** |
| **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** |
| Quikrete Holdings, Inc.<sup>(a)</sup>  | 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% |  | 150000 | &nbsp;&nbsp; 155988 |
| 03/01/2033 | &nbsp;&nbsp; 6.750% |  | 189000 | &nbsp;&nbsp; 197141 |
| Stanley Black & Decker, Inc.<sup>(c)</sup>  | Stanley Black & Decker, Inc.<sup>(c)</sup>  | Stanley Black & Decker, Inc.<sup>(c)</sup>  | Stanley Black & Decker, Inc.<sup>(c)</sup>  | Stanley Black & Decker, Inc.<sup>(c)</sup>  |
| &nbsp;&nbsp; 5-year CMT + 6.707% <br>03/15/2060<br>| &nbsp;&nbsp; 6.707% |  | 870000 | &nbsp;&nbsp; 870708 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1223837** |
| **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** | **Cable and Satellite 0.7%** |
| 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>  | CCO Holdings LLC/Capital Corp.<sup>(a)</sup>  |
| 03/01/2030 | &nbsp;&nbsp; 4.750% |  | 15000 | &nbsp;&nbsp; 14293 |
| 02/01/2031 | &nbsp;&nbsp; 4.250% |  | 170000 | &nbsp;&nbsp; 156647 |
| CCO Holdings LLC/Capital Corp. | 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% |  | 55000 | &nbsp;&nbsp; 49637 |
| Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC | Charter Communications Operating LLC |
| 06/01/2034 | &nbsp;&nbsp; 6.550% |  | 150000 | &nbsp;&nbsp; 158196 |
| Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital | Charter Communications Operating LLC/Capital |
| 02/01/2032 | &nbsp;&nbsp; 2.300% |  | 20000 | &nbsp;&nbsp; 17178 |
| 02/01/2034 | &nbsp;&nbsp; 6.650% |  | 40000 | &nbsp;&nbsp; 42309 |
| 03/01/2042 | &nbsp;&nbsp; 3.500% |  | 255000 | &nbsp;&nbsp; 178866 |
| 04/01/2048 | &nbsp;&nbsp; 5.750% |  | 340000 | &nbsp;&nbsp; 297832 |
| 07/01/2049 | &nbsp;&nbsp; 5.125% |  | 690000 | &nbsp;&nbsp; 554213 |
| 04/01/2051 | &nbsp;&nbsp; 3.700% |  | 255000 | &nbsp;&nbsp; 164255 |
| CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  | CSC Holdings LLC<sup>(a)</sup>  |
| 01/31/2029 | &nbsp;&nbsp; 11.750% |  | 317000 | &nbsp;&nbsp; 220996 |
| 02/01/2029 | &nbsp;&nbsp; 6.500% |  | 145000 | &nbsp;&nbsp; 90763 |
| 01/15/2030 | &nbsp;&nbsp; 5.750% |  | 36000 | &nbsp;&nbsp; 13316 |
| 12/01/2030 | &nbsp;&nbsp; 4.625% |  | 55000 | &nbsp;&nbsp; 19621 |
| DISH Network Corp.<sup>(a)</sup>  | 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% |  | 127000 | &nbsp;&nbsp; 132721 |
| EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. | EchoStar Corp. |
| 11/30/2029 | &nbsp;&nbsp; 10.750% |  | 68000 | &nbsp;&nbsp; 74970 |
| 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>  | Sirius XM Radio, Inc.<sup>(a)</sup>  |
| 08/01/2027 | &nbsp;&nbsp; 5.000% |  | 135000 | &nbsp;&nbsp; 135230 |
| 07/01/2030 | &nbsp;&nbsp; 4.125% |  | 635000 | &nbsp;&nbsp; 603328 |
| Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  | Virgin Media Secured Finance PLC<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 5.500% |  | 80000 | &nbsp;&nbsp; 78587 |
| 01/15/2030 | &nbsp;&nbsp; 4.250% | GBP | 150000 | &nbsp;&nbsp; 182173 |
| 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>  | VZ Secured Financing BV<sup>(a)</sup>  |
| 01/15/2032 | &nbsp;&nbsp; 5.000% |  | 340000 | &nbsp;&nbsp; 305288 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3490419** |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |
| EverArc Escrow Sarl<sup>(a)</sup>  | EverArc Escrow Sarl<sup>(a)</sup>  | EverArc Escrow Sarl<sup>(a)</sup>  | EverArc Escrow Sarl<sup>(a)</sup>  | EverArc Escrow Sarl<sup>(a)</sup>  |
| 10/30/2029 | &nbsp;&nbsp; 5.000% |  | 212000 | &nbsp;&nbsp; 208770 |
| 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>  | International Flavors & Fragrances, Inc.<sup>(a)</sup>  |
| 11/01/2030 | &nbsp;&nbsp; 2.300% |  | 455000 | &nbsp;&nbsp; 410320 |
| 11/15/2040 | &nbsp;&nbsp; 3.268% |  | 5000 | &nbsp;&nbsp; 3886 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **622976** |
| **Construction Machinery 0.1%** | **Construction Machinery 0.1%** | **Construction Machinery 0.1%** | **Construction Machinery 0.1%** | **Construction Machinery 0.1%** |
| United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. | United Rentals North America, Inc. |
| 07/15/2030 | &nbsp;&nbsp; 4.000% |  | 285000 | &nbsp;&nbsp; 275098 |
| 02/15/2031 | &nbsp;&nbsp; 3.875% |  | 475000 | &nbsp;&nbsp; 454281 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **729379** |
| **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** | **Consumer Cyclical Services 0.2%** |
| Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  | Match Group, Inc.<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 4.125% |  | 150000 | &nbsp;&nbsp; 142266 |
| Rentokil Terminix Funding LLC<sup>(a)</sup>  | Rentokil Terminix Funding LLC<sup>(a)</sup>  | Rentokil Terminix Funding LLC<sup>(a)</sup>  | Rentokil Terminix Funding LLC<sup>(a)</sup>  | Rentokil Terminix Funding LLC<sup>(a)</sup>  |
| 04/28/2030 | &nbsp;&nbsp; 5.000% |  | 205000 | &nbsp;&nbsp; 209061 |
| Rollins, Inc. | Rollins, Inc. | Rollins, Inc. | Rollins, Inc. | Rollins, Inc. |
| 02/24/2035 | &nbsp;&nbsp; 5.250% |  | 315000 | &nbsp;&nbsp; 322738 |
| Staples, Inc.<sup>(a)</sup>  | Staples, Inc.<sup>(a)</sup>  | Staples, Inc.<sup>(a)</sup>  | Staples, Inc.<sup>(a)</sup>  | Staples, Inc.<sup>(a)</sup>  |
| 09/01/2029 | &nbsp;&nbsp; 10.750% |  | 45000 | &nbsp;&nbsp; 44441 |
| Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. | Uber Technologies, Inc. |
| 09/15/2034 | &nbsp;&nbsp; 4.800% |  | 210000 | &nbsp;&nbsp; 211034 |
| VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  | VT Topco, Inc.<sup>(a)</sup>  |
| 08/15/2030 | &nbsp;&nbsp; 8.500% |  | 125000 | &nbsp;&nbsp; 130186 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1059726** |
| **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** | **Consumer Products 0.2%** |
| Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  | Edgewell Personal Care Co.<sup>(a)</sup>  |
| 06/01/2028 | &nbsp;&nbsp; 5.500% |  | 94000 | &nbsp;&nbsp; 93831 |
| 04/01/2029 | &nbsp;&nbsp; 4.125% |  | 10000 | &nbsp;&nbsp; 9430 |
| Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  | Energizer Holdings, Inc.<sup>(a)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 6.000% |  | 155000 | &nbsp;&nbsp; 146256 |
| Opal Bidco SAS<sup>(a)</sup>  | 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% |  | 105000 | &nbsp;&nbsp; 108218 |
| Prestige Brands, Inc.<sup>(a)</sup>  | Prestige Brands, Inc.<sup>(a)</sup>  | Prestige Brands, Inc.<sup>(a)</sup>  | Prestige Brands, Inc.<sup>(a)</sup>  | Prestige Brands, Inc.<sup>(a)</sup>  |
| 04/01/2031 | &nbsp;&nbsp; 3.750% |  | 207000 | &nbsp;&nbsp; 192734 |
| Spectrum Brands, Inc.<sup>(a)</sup>  | 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% |  | 272000 | &nbsp;&nbsp; 222156 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **772625** |
| **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** | **Diversified Manufacturing 0.0%** |
| Johnson Controls International PLC/Tyco Fire & Security Finance SCA | Johnson Controls International PLC/Tyco Fire & Security Finance SCA | Johnson Controls International PLC/Tyco Fire & Security Finance SCA | Johnson Controls International PLC/Tyco Fire & Security Finance SCA | Johnson Controls International PLC/Tyco Fire & Security Finance SCA |
| 09/15/2027 | &nbsp;&nbsp; 0.375% | EUR | 100000 | &nbsp;&nbsp; 111702 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  | Vertical US Newco, Inc.<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 5.250% |  | 100000 | &nbsp;&nbsp; 100241 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **211943** |
| **Electric 2.3%** | **Electric 2.3%** | **Electric 2.3%** | **Electric 2.3%** | **Electric 2.3%** |
| AES Corp. (The)<sup>(l)</sup>  | AES Corp. (The)<sup>(l)</sup>  | AES Corp. (The)<sup>(l)</sup>  | AES Corp. (The)<sup>(l)</sup>  | AES Corp. (The)<sup>(l)</sup>  |
| 01/15/2055 | &nbsp;&nbsp; 7.600% |  | 1350000 | &nbsp;&nbsp; 1380923 |
| Alliant Energy Corp.<sup>(l)</sup>  | Alliant Energy Corp.<sup>(l)</sup>  | Alliant Energy Corp.<sup>(l)</sup>  | Alliant Energy Corp.<sup>(l)</sup>  | Alliant Energy Corp.<sup>(l)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.750% |  | 435000 | &nbsp;&nbsp; 433478 |
| 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>  | Alliant Energy Finance LLC<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 3.600% |  | 405000 | &nbsp;&nbsp; 377808 |
| 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% |  | 205000 | &nbsp;&nbsp; 210932 |
| American Electric Power Co, Inc.<sup>(l)</sup>  | American Electric Power Co, Inc.<sup>(l)</sup>  | American Electric Power Co, Inc.<sup>(l)</sup>  | American Electric Power Co, Inc.<sup>(l)</sup>  | American Electric Power Co, Inc.<sup>(l)</sup>  |
| 03/15/2056 | &nbsp;&nbsp; 5.800% |  | 655000 | &nbsp;&nbsp; 649507 |
| American Electric Power Co., Inc.<sup>(l)</sup>  | American Electric Power Co., Inc.<sup>(l)</sup>  | American Electric Power Co., Inc.<sup>(l)</sup>  | American Electric Power Co., Inc.<sup>(l)</sup>  | American Electric Power Co., Inc.<sup>(l)</sup>  |
| 12/15/2054 | &nbsp;&nbsp; 6.950% |  | 670000 | &nbsp;&nbsp; 722560 |
| Black Hills Corp. | Black Hills Corp. | Black Hills Corp. | Black Hills Corp. | Black Hills Corp. |
| 05/15/2034 | &nbsp;&nbsp; 6.150% |  | 360000 | &nbsp;&nbsp; 387914 |
| CenterPoint Energy, Inc.<sup>(l)</sup>  | CenterPoint Energy, Inc.<sup>(l)</sup>  | CenterPoint Energy, Inc.<sup>(l)</sup>  | CenterPoint Energy, Inc.<sup>(l)</sup>  | CenterPoint Energy, Inc.<sup>(l)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 5.950% |  | 175000 | &nbsp;&nbsp; 176902 |
| CMS Energy Corp.<sup>(l)</sup>  | CMS Energy Corp.<sup>(l)</sup>  | CMS Energy Corp.<sup>(l)</sup>  | CMS Energy Corp.<sup>(l)</sup>  | CMS Energy Corp.<sup>(l)</sup>  |
| 06/01/2055 | &nbsp;&nbsp; 6.500% |  | 140000 | &nbsp;&nbsp; 144738 |
| Dominion Energy, Inc.<sup>(l)</sup>  | Dominion Energy, Inc.<sup>(l)</sup>  | Dominion Energy, Inc.<sup>(l)</sup>  | Dominion Energy, Inc.<sup>(l)</sup>  | Dominion Energy, Inc.<sup>(l)</sup>  |
| 06/01/2054 | &nbsp;&nbsp; 7.000% |  | 435000 | &nbsp;&nbsp; 473845 |
| 02/01/2055 | &nbsp;&nbsp; 6.875% |  | 335000 | &nbsp;&nbsp; 350724 |
| 05/15/2055 | &nbsp;&nbsp; 6.625% |  | 355000 | &nbsp;&nbsp; 367331 |
| 02/15/2056 | &nbsp;&nbsp; 6.000% |  | 600000 | &nbsp;&nbsp; 605554 |
| Duke Energy Corp.<sup>(l)</sup>  | Duke Energy Corp.<sup>(l)</sup>  | Duke Energy Corp.<sup>(l)</sup>  | Duke Energy Corp.<sup>(l)</sup>  | Duke Energy Corp.<sup>(l)</sup>  |
| 09/01/2054 | &nbsp;&nbsp; 6.450% |  | 90000 | &nbsp;&nbsp; 94394 |
| 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>  |
| 11/07/2031 | &nbsp;&nbsp; 0.625% | EUR | 170000 | &nbsp;&nbsp; 172195 |
| Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  | Electricite de France SA<sup>(a)</sup>  |
| 06/17/2044 | &nbsp;&nbsp; 4.750% | EUR | 400000 | &nbsp;&nbsp; 465648 |
| Emera, Inc.<sup>(l)</sup>  | Emera, Inc.<sup>(l)</sup>  | Emera, Inc.<sup>(l)</sup>  | Emera, Inc.<sup>(l)</sup>  | Emera, Inc.<sup>(l)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 06/15/2076 | &nbsp;&nbsp; 6.750% |  | 700000 | &nbsp;&nbsp; 704524 |
| Entergy Corp.<sup>(l)</sup>  | Entergy Corp.<sup>(l)</sup>  | Entergy Corp.<sup>(l)</sup>  | Entergy Corp.<sup>(l)</sup>  | Entergy Corp.<sup>(l)</sup>  |
| 06/15/2056 | &nbsp;&nbsp; 5.875% |  | 260000 | &nbsp;&nbsp; 260808 |
| EUSHI Finance, Inc.<sup>(l)</sup>  | EUSHI Finance, Inc.<sup>(l)</sup>  | EUSHI Finance, Inc.<sup>(l)</sup>  | EUSHI Finance, Inc.<sup>(l)</sup>  | EUSHI Finance, Inc.<sup>(l)</sup>  |
| 04/01/2056 | &nbsp;&nbsp; 6.250% |  | 365000 | &nbsp;&nbsp; 363751 |
| 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% |  | 480000 | &nbsp;&nbsp; 500652 |
| Exelon Corp.<sup>(l)</sup>  | Exelon Corp.<sup>(l)</sup>  | Exelon Corp.<sup>(l)</sup>  | Exelon Corp.<sup>(l)</sup>  | Exelon Corp.<sup>(l)</sup>  |
| 03/15/2055 | &nbsp;&nbsp; 6.500% |  | 525000 | &nbsp;&nbsp; 547743 |
| 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% |  | 229000 | &nbsp;&nbsp; 221311 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Long Ridge Energy LLC<sup>(a)</sup>  | Long Ridge Energy LLC<sup>(a)</sup>  | Long Ridge Energy LLC<sup>(a)</sup>  | Long Ridge Energy LLC<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.750% | 170000 | &nbsp;&nbsp; 178088 |
| NextEra Energy Capital Holdings, Inc.<sup>(l)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(l)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(l)</sup>  | NextEra Energy Capital Holdings, Inc.<sup>(l)</sup>  |
| 08/15/2055 | &nbsp;&nbsp; 6.500% | 190000 | &nbsp;&nbsp; 201140 |
| NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  | NRG Energy, Inc.<sup>(a)</sup>  |
| 01/15/2036 | &nbsp;&nbsp; 6.000% | 310000 | &nbsp;&nbsp; 314555 |
| NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. | NSTAR Electric Co. |
| 05/15/2027 | &nbsp;&nbsp; 3.200% | 520000 | &nbsp;&nbsp; 514373 |
| Southern Co. (The) | Southern Co. (The) | Southern Co. (The) | Southern Co. (The) |
| 07/01/2026 | &nbsp;&nbsp; 3.250% | 184000 | &nbsp;&nbsp; 183117 |
| Southern Co. (The)<sup>(l)</sup>  | Southern Co. (The)<sup>(l)</sup>  | Southern Co. (The)<sup>(l)</sup>  | Southern Co. (The)<sup>(l)</sup>  |
| 09/15/2051 | &nbsp;&nbsp; 3.750% | 380000 | &nbsp;&nbsp; 374744 |
| 03/15/2055 | &nbsp;&nbsp; 6.750% | 340000 | &nbsp;&nbsp; 359315 |
| Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. | Southwestern Electric Power Co. |
| 11/01/2051 | &nbsp;&nbsp; 3.250% | 85000 | &nbsp;&nbsp; 56944 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **11795518** |
| **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** | **Finance Companies 0.3%** |
| AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust | AerCap Ireland Capital DAC/Global Aviation Trust |
| 10/29/2028 | &nbsp;&nbsp; 3.000% | 250000 | &nbsp;&nbsp; 242072 |
| AerCap Ireland Capital DAC/Global Aviation Trust<sup>(l)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(l)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(l)</sup>  | AerCap Ireland Capital DAC/Global Aviation Trust<sup>(l)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 6.950% | 330000 | &nbsp;&nbsp; 346261 |
| 01/31/2056 | &nbsp;&nbsp; 6.500% | 320000 | &nbsp;&nbsp; 329246 |
| 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% | 176000 | &nbsp;&nbsp; 170263 |
| FirstCash, Inc.<sup>(a)</sup>  | FirstCash, Inc.<sup>(a)</sup>  | FirstCash, Inc.<sup>(a)</sup>  | FirstCash, Inc.<sup>(a)</sup>  |
| 03/01/2032 | &nbsp;&nbsp; 6.875% | 100000 | &nbsp;&nbsp; 103966 |
| GGAM Finance Ltd.<sup>(a)</sup>  | GGAM Finance Ltd.<sup>(a)</sup>  | GGAM Finance Ltd.<sup>(a)</sup>  | GGAM Finance Ltd.<sup>(a)</sup>  |
| 02/15/2027 | &nbsp;&nbsp; 8.000% | 260000 | &nbsp;&nbsp; 265952 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1457760** |
| **Food and Beverage 1.2%** | **Food and Beverage 1.2%** | **Food and Beverage 1.2%** | **Food and Beverage 1.2%** |
| Becle SAB de CV<sup>(a)</sup>  | Becle SAB de CV<sup>(a)</sup>  | Becle SAB de CV<sup>(a)</sup>  | Becle SAB de CV<sup>(a)</sup>  |
| 10/14/2031 | &nbsp;&nbsp; 2.500% | 335000 | &nbsp;&nbsp; 291561 |
| Bimbo Bakeries USA, Inc.<sup>(a)</sup>  | Bimbo Bakeries USA, Inc.<sup>(a)</sup>  | Bimbo Bakeries USA, Inc.<sup>(a)</sup>  | Bimbo Bakeries USA, Inc.<sup>(a)</sup>  |
| 01/09/2036 | &nbsp;&nbsp; 5.375% | 440000 | &nbsp;&nbsp; 449226 |
| Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  | Darling Ingredients, Inc.<sup>(a)</sup>  |
| 06/15/2030 | &nbsp;&nbsp; 6.000% | 630000 | &nbsp;&nbsp; 639934 |
| JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. | JBS SA/Food Co./Finance, Inc. |
| 04/01/2033 | &nbsp;&nbsp; 5.750% | 124000 | &nbsp;&nbsp; 129841 |
| 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% | 82000 | &nbsp;&nbsp; 90987 |
| 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% | 390000 | &nbsp;&nbsp; 370627 |
| 01/15/2032 | &nbsp;&nbsp; 3.625% | 320000 | &nbsp;&nbsp; 300291 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. | Kraft Heinz Foods Co. |
| 03/15/2033 | &nbsp;&nbsp; 3.250% | EUR | 345000 | &nbsp;&nbsp; 391659 |
| 01/26/2039 | &nbsp;&nbsp; 6.875% |  | 200000 | &nbsp;&nbsp; 224383 |
| 06/01/2046 | &nbsp;&nbsp; 4.375% |  | 620000 | &nbsp;&nbsp; 520899 |
| Kraft Heinz Foods Co.<sup>(a)</sup>  | Kraft Heinz Foods Co.<sup>(a)</sup>  | Kraft Heinz Foods Co.<sup>(a)</sup>  | Kraft Heinz Foods Co.<sup>(a)</sup>  | Kraft Heinz Foods Co.<sup>(a)</sup>  |
| 08/01/2039 | &nbsp;&nbsp; 7.125% |  | 240000 | &nbsp;&nbsp; 273630 |
| MARB BondCo PLC<sup>(a)</sup>  | MARB BondCo PLC<sup>(a)</sup>  | MARB BondCo PLC<sup>(a)</sup>  | MARB BondCo PLC<sup>(a)</sup>  | MARB BondCo PLC<sup>(a)</sup>  |
| 01/29/2031 | &nbsp;&nbsp; 3.950% |  | 400000 | &nbsp;&nbsp; 360113 |
| 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>  |
| 03/01/2035 | &nbsp;&nbsp; 5.200% |  | 415000 | &nbsp;&nbsp; 429051 |
| Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  | Performance Food Group, Inc.<sup>(a)</sup>  |
| 08/01/2029 | &nbsp;&nbsp; 4.250% |  | 220000 | &nbsp;&nbsp; 215989 |
| Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. | Pilgrim's Pride Corp. |
| 07/01/2033 | &nbsp;&nbsp; 6.250% |  | 275000 | &nbsp;&nbsp; 295471 |
| 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% |  | 225000 | &nbsp;&nbsp; 225642 |
| 09/15/2031 | &nbsp;&nbsp; 4.500% |  | 65000 | &nbsp;&nbsp; 61452 |
| 03/01/2033 | &nbsp;&nbsp; 6.375% |  | 575000 | &nbsp;&nbsp; 582834 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5853590** |
| **Gaming 0.6%** | **Gaming 0.6%** | **Gaming 0.6%** | **Gaming 0.6%** | **Gaming 0.6%** |
| 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>  |
| 02/15/2032 | &nbsp;&nbsp; 6.500% |  | 105000 | &nbsp;&nbsp; 106867 |
| 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 | 100000 | &nbsp;&nbsp; 114450 |
| 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. |
| 06/01/2028 | &nbsp;&nbsp; 5.750% |  | 80000 | &nbsp;&nbsp; 82179 |
| 01/15/2029 | &nbsp;&nbsp; 5.300% |  | 20000 | &nbsp;&nbsp; 20391 |
| 01/15/2031 | &nbsp;&nbsp; 4.000% |  | 105000 | &nbsp;&nbsp; 100661 |
| 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% |  | 53000 | &nbsp;&nbsp; 53380 |
| 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% |  | 405000 | &nbsp;&nbsp; 414188 |
| Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  | Light & Wonder International, Inc.<sup>(a)</sup>  |
| 10/01/2033 | &nbsp;&nbsp; 6.250% |  | 60000 | &nbsp;&nbsp; 60368 |
| MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International | MGM Resorts International |
| 10/15/2028 | &nbsp;&nbsp; 4.750% |  | 20000 | &nbsp;&nbsp; 19926 |
| 04/15/2032 | &nbsp;&nbsp; 6.500% |  | 65000 | &nbsp;&nbsp; 66745 |
| Ontario Gaming GTA LP<sup>(a)</sup>  | Ontario Gaming GTA LP<sup>(a)</sup>  | Ontario Gaming GTA LP<sup>(a)</sup>  | Ontario Gaming GTA LP<sup>(a)</sup>  | Ontario Gaming GTA LP<sup>(a)</sup>  |
| 08/01/2030 | &nbsp;&nbsp; 8.000% |  | 27000 | &nbsp;&nbsp; 26499 |
| Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  | Penn National Gaming, Inc.<sup>(a)</sup>  |
| 07/01/2029 | &nbsp;&nbsp; 4.125% |  | 185000 | &nbsp;&nbsp; 171392 |
| Rivers Enterprise Lender LLC/Corp.<sup>(a)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(a)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(a)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(a)</sup>  | Rivers Enterprise Lender LLC/Corp.<sup>(a)</sup>  |
| 10/15/2030 | &nbsp;&nbsp; 6.250% |  | 110000 | &nbsp;&nbsp; 111693 |
| VICI Properties LP | VICI Properties LP | VICI Properties LP | VICI Properties LP | VICI Properties LP |
| 05/15/2032 | &nbsp;&nbsp; 5.125% |  | 395000 | &nbsp;&nbsp; 398390 |
| 04/01/2035 | &nbsp;&nbsp; 5.625% |  | 360000 | &nbsp;&nbsp; 368098 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 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>  |
| 01/15/2028 | &nbsp;&nbsp; 4.500% |  | 29000 | &nbsp;&nbsp; 29065 |
| 08/15/2030 | &nbsp;&nbsp; 4.125% |  | 450000 | &nbsp;&nbsp; 436627 |
| 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% |  | 163000 | &nbsp;&nbsp; 172706 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2753625** |
| **Health Care 0.8%** | **Health Care 0.8%** | **Health Care 0.8%** | **Health Care 0.8%** | **Health Care 0.8%** |
| Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  | Bausch & Lomb Escrow Corp.<sup>(a)</sup>  |
| 10/01/2028 | &nbsp;&nbsp; 8.375% |  | 60000 | &nbsp;&nbsp; 62633 |
| Baylor Scott & White Holdings | Baylor Scott & White Holdings | Baylor Scott & White Holdings | Baylor Scott & White Holdings | Baylor Scott & White Holdings |
| 11/15/2026 | &nbsp;&nbsp; 2.650% |  | 500000 | &nbsp;&nbsp; 493246 |
| CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. | CVS Health Corp. |
| 03/25/2038 | &nbsp;&nbsp; 4.780% |  | 35000 | &nbsp;&nbsp; 33252 |
| CVS Health Corp.<sup>(l)</sup>  | CVS Health Corp.<sup>(l)</sup>  | CVS Health Corp.<sup>(l)</sup>  | CVS Health Corp.<sup>(l)</sup>  | CVS Health Corp.<sup>(l)</sup>  |
| 03/10/2055 | &nbsp;&nbsp; 7.000% |  | 305000 | &nbsp;&nbsp; 321692 |
| Hackensack Meridian Health, Inc. | Hackensack Meridian Health, Inc. | Hackensack Meridian Health, Inc. | Hackensack Meridian Health, Inc. | Hackensack Meridian Health, Inc. |
| 07/01/2057 | &nbsp;&nbsp; 4.500% |  | 300000 | &nbsp;&nbsp; 258203 |
| HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. | HCA, Inc. |
| 12/01/2027 | &nbsp;&nbsp; 7.050% |  | 115000 | &nbsp;&nbsp; 120781 |
| 09/01/2028 | &nbsp;&nbsp; 5.625% |  | 100000 | &nbsp;&nbsp; 103257 |
| 04/01/2034 | &nbsp;&nbsp; 5.600% |  | 680000 | &nbsp;&nbsp; 712169 |
| ModivCare, Inc.<sup>(a),(m),(n)</sup>  | ModivCare, Inc.<sup>(a),(m),(n)</sup>  | ModivCare, Inc.<sup>(a),(m),(n)</sup>  | ModivCare, Inc.<sup>(a),(m),(n)</sup>  | ModivCare, Inc.<sup>(a),(m),(n)</sup>  |
| 10/01/2029 | &nbsp;&nbsp; 5.000% |  | 390600 | &nbsp;&nbsp; 3906 |
| 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>  |
| 10/01/2029 | &nbsp;&nbsp; 5.250% |  | 25000 | &nbsp;&nbsp; 25052 |
| 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) |
| 08/01/2036 | &nbsp;&nbsp; 3.563% |  | 390000 | &nbsp;&nbsp; 351187 |
| Option Care Health, Inc.<sup>(a)</sup>  | Option Care Health, Inc.<sup>(a)</sup>  | Option Care Health, Inc.<sup>(a)</sup>  | Option Care Health, Inc.<sup>(a)</sup>  | Option Care Health, Inc.<sup>(a)</sup>  |
| 10/31/2029 | &nbsp;&nbsp; 4.375% |  | 160000 | &nbsp;&nbsp; 157096 |
| Rede D'or Finance SARL<sup>(a)</sup>  | Rede D'or Finance SARL<sup>(a)</sup>  | Rede D'or Finance SARL<sup>(a)</sup>  | Rede D'or Finance SARL<sup>(a)</sup>  | Rede D'or Finance SARL<sup>(a)</sup>  |
| 01/22/2030 | &nbsp;&nbsp; 4.500% |  | 200000 | &nbsp;&nbsp; 193452 |
| 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>  |
| 09/14/2035 | &nbsp;&nbsp; 4.875% | EUR | 200000 | &nbsp;&nbsp; 246894 |
| Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  | Star Parent, Inc.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 9.000% |  | 215000 | &nbsp;&nbsp; 230717 |
| Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. | Stryker Corp. |
| 02/10/2028 | &nbsp;&nbsp; 4.700% |  | 510000 | &nbsp;&nbsp; 517902 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3831439** |
| **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** | **Healthcare Insurance 0.4%** |
| Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. | Centene Corp. |
| 12/15/2029 | &nbsp;&nbsp; 4.625% |  | 135000 | &nbsp;&nbsp; 130648 |
| 02/15/2030 | &nbsp;&nbsp; 3.375% |  | 470000 | &nbsp;&nbsp; 431697 |
| 10/15/2030 | &nbsp;&nbsp; 3.000% |  | 585000 | &nbsp;&nbsp; 521542 |
| 03/01/2031 | &nbsp;&nbsp; 2.500% |  | 445000 | &nbsp;&nbsp; 383704 |
| Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. | Humana, Inc. |
| 05/01/2035 | &nbsp;&nbsp; 5.550% |  | 170000 | &nbsp;&nbsp; 174382 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Molina Healthcare, Inc.<sup>(a)</sup>  | 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% |  | 205000 | &nbsp;&nbsp; 205496 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1847469** |
| **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** | **Healthcare REIT 0.0%** |
| Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP | Healthcare Realty Holdings LP |
| 01/15/2028 | &nbsp;&nbsp; 3.625% |  | 63000 | &nbsp;&nbsp; 62115 |
| 03/15/2031 | &nbsp;&nbsp; 2.050% |  | 16000 | &nbsp;&nbsp; 13930 |
| Healthcare Trust of America Holdings LP | 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% |  | 10000 | &nbsp;&nbsp; 9477 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **85522** |
| **Independent Energy 1.1%** | **Independent Energy 1.1%** | **Independent Energy 1.1%** | **Independent Energy 1.1%** | **Independent Energy 1.1%** |
| Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  | Aker BP ASA<sup>(a)</sup>  |
| 10/01/2034 | &nbsp;&nbsp; 5.125% |  | 310000 | &nbsp;&nbsp; 306353 |
| Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  | Civitas Resources, Inc.<sup>(a)</sup>  |
| 07/01/2031 | &nbsp;&nbsp; 8.750% |  | 470000 | &nbsp;&nbsp; 489817 |
| Continental Resources, Inc.<sup>(a)</sup>  | Continental Resources, Inc.<sup>(a)</sup>  | Continental Resources, Inc.<sup>(a)</sup>  | Continental Resources, Inc.<sup>(a)</sup>  | Continental Resources, Inc.<sup>(a)</sup>  |
| 01/15/2031 | &nbsp;&nbsp; 5.750% |  | 476000 | &nbsp;&nbsp; 490633 |
| 04/01/2032 | &nbsp;&nbsp; 2.875% |  | 888000 | &nbsp;&nbsp; 776092 |
| Encana Corp. | Encana Corp. | Encana Corp. | Encana Corp. | Encana Corp. |
| 08/15/2034 | &nbsp;&nbsp; 6.500% |  | 495000 | &nbsp;&nbsp; 531081 |
| 02/01/2038 | &nbsp;&nbsp; 6.500% |  | 450000 | &nbsp;&nbsp; 473442 |
| EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  | EQT Corp.<sup>(a)</sup>  |
| 05/15/2031 | &nbsp;&nbsp; 3.625% |  | 870000 | &nbsp;&nbsp; 820045 |
| EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. | EQT Corp. |
| 02/01/2034 | &nbsp;&nbsp; 5.750% |  | 175000 | &nbsp;&nbsp; 184190 |
| Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. | Occidental Petroleum Corp. |
| 01/01/2031 | &nbsp;&nbsp; 6.125% |  | 285000 | &nbsp;&nbsp; 301512 |
| 05/01/2031 | &nbsp;&nbsp; 7.500% |  | 195000 | &nbsp;&nbsp; 219809 |
| 10/01/2034 | &nbsp;&nbsp; 5.550% |  | 550000 | &nbsp;&nbsp; 561321 |
| 09/15/2036 | &nbsp;&nbsp; 6.450% |  | 90000 | &nbsp;&nbsp; 96096 |
| Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  | Var Energi ASA<sup>(a)</sup>  |
| 05/22/2035 | &nbsp;&nbsp; 6.500% |  | 340000 | &nbsp;&nbsp; 362769 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **5613160** |
| **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** | **Integrated Energy 0.3%** |
| Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. | Cenovus Energy, Inc. |
| 02/07/2028 | &nbsp;&nbsp; 3.500% | CAD | 215000 | &nbsp;&nbsp; 154781 |
| 11/15/2039 | &nbsp;&nbsp; 6.750% |  | 983000 | &nbsp;&nbsp; 1094781 |
| 06/15/2047 | &nbsp;&nbsp; 5.400% |  | 310000 | &nbsp;&nbsp; 286744 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1536306** |
| **Leisure 0.3%** | **Leisure 0.3%** | **Leisure 0.3%** | **Leisure 0.3%** | **Leisure 0.3%** |
| Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  | Carnival Corp.<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 5.750% | EUR | 160000 | &nbsp;&nbsp; 199798 |
| Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  | Live Nation Entertainment, Inc.<sup>(a)</sup>  |
| 10/15/2027 | &nbsp;&nbsp; 4.750% |  | 89000 | &nbsp;&nbsp; 88858 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</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>  |
| 02/01/2032 | &nbsp;&nbsp; 6.750% | 380000 | &nbsp;&nbsp; 385948 |
| 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>  |
| 02/01/2033 | &nbsp;&nbsp; 6.000% | 575000 | &nbsp;&nbsp; 592166 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1266770** |
| **Life Insurance 0.0%** | **Life Insurance 0.0%** | **Life Insurance 0.0%** | **Life Insurance 0.0%** |
| Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  | Athene Global Funding<sup>(a)</sup>  |
| 03/08/2027 | &nbsp;&nbsp; 3.205% | 95000 | &nbsp;&nbsp; 93456 |
| 08/19/2028 | &nbsp;&nbsp; 1.985% | 10000 | &nbsp;&nbsp; 9372 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **102828** |
| **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** |
| Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. | Hilton Domestic Operating Co., Inc. |
| 01/15/2030 | &nbsp;&nbsp; 4.875% | 351000 | &nbsp;&nbsp; 351714 |
| Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 3.625% | 165000 | &nbsp;&nbsp; 153356 |
| 09/15/2033 | &nbsp;&nbsp; 5.750% | 220000 | &nbsp;&nbsp; 225440 |
| Travel + Leisure Co.<sup>(a)</sup>  | Travel + Leisure Co.<sup>(a)</sup>  | Travel + Leisure Co.<sup>(a)</sup>  | Travel + Leisure Co.<sup>(a)</sup>  |
| 12/01/2029 | &nbsp;&nbsp; 4.500% | 250000 | &nbsp;&nbsp; 243889 |
| 09/01/2033 | &nbsp;&nbsp; 6.125% | 140000 | &nbsp;&nbsp; 142181 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1116580** |
| **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** | **Media and Entertainment 0.5%** |
| AMC Networks, Inc.<sup>(a)</sup>  | AMC Networks, Inc.<sup>(a)</sup>  | AMC Networks, Inc.<sup>(a)</sup>  | AMC Networks, Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 10.250% | 100000 | &nbsp;&nbsp; 104973 |
| Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  | Getty Images, Inc.<sup>(a)</sup>  |
| 11/15/2030 | &nbsp;&nbsp; 10.500% | 115000 | &nbsp;&nbsp; 117292 |
| Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. | Meta Platforms, Inc. |
| 11/15/2032 | &nbsp;&nbsp; 4.600% | 870000 | &nbsp;&nbsp; 883122 |
| 11/15/2055 | &nbsp;&nbsp; 5.625% | 160000 | &nbsp;&nbsp; 159470 |
| News Corp.<sup>(a)</sup>  | News Corp.<sup>(a)</sup>  | News Corp.<sup>(a)</sup>  | News Corp.<sup>(a)</sup>  |
| 05/15/2029 | &nbsp;&nbsp; 3.875% | 745000 | &nbsp;&nbsp; 718880 |
| Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  | Scripps Escrow II, Inc.<sup>(a)</sup>  |
| 01/15/2029 | &nbsp;&nbsp; 3.875% | 62000 | &nbsp;&nbsp; 57805 |
| 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% | 65000 | &nbsp;&nbsp; 67687 |
| 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% | 170000 | &nbsp;&nbsp; 175120 |
| 03/15/2034 | &nbsp;&nbsp; 6.875% | 100000 | &nbsp;&nbsp; 102483 |
| WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. | WarnerMedia Holdings, Inc. |
| 03/15/2042 | &nbsp;&nbsp; 5.050% | 64000 | &nbsp;&nbsp; 51150 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **2437982** |
| **Metals and Mining 0.7%** | **Metals and Mining 0.7%** | **Metals and Mining 0.7%** | **Metals and Mining 0.7%** |
| Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  | Cleveland-Cliffs, Inc.<sup>(a)</sup>  |
| 04/15/2030 | &nbsp;&nbsp; 6.750% | 985000 | &nbsp;&nbsp; 1005324 |
| 05/01/2033 | &nbsp;&nbsp; 7.375% | 385000 | &nbsp;&nbsp; 399014 |
| 01/15/2034 | &nbsp;&nbsp; 7.625% | 330000 | &nbsp;&nbsp; 342223 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| CSN Islands XI Corp.<sup>(a)</sup>  | CSN Islands XI Corp.<sup>(a)</sup>  | CSN Islands XI Corp.<sup>(a)</sup>  | CSN Islands XI Corp.<sup>(a)</sup>  |
| 01/28/2028 | &nbsp;&nbsp; 6.750% | 280000 | &nbsp;&nbsp; 249191 |
| CSN Resources SA<sup>(a)</sup>  | CSN Resources SA<sup>(a)</sup>  | CSN Resources SA<sup>(a)</sup>  | CSN Resources SA<sup>(a)</sup>  |
| 04/08/2032 | &nbsp;&nbsp; 5.875% | 220000 | &nbsp;&nbsp; 166278 |
| Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. | Freeport-McMoRan, Inc. |
| 03/15/2043 | &nbsp;&nbsp; 5.450% | 1190000 | &nbsp;&nbsp; 1158074 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **3320104** |
| **Midstream 1.4%** | **Midstream 1.4%** | **Midstream 1.4%** | **Midstream 1.4%** |
| 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% | 238000 | &nbsp;&nbsp; 247179 |
| 06/01/2030 | &nbsp;&nbsp; 9.500% | 81000 | &nbsp;&nbsp; 85817 |
| 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% | 275000 | &nbsp;&nbsp; 295066 |
| Enbridge, Inc.<sup>(l)</sup>  | Enbridge, Inc.<sup>(l)</sup>  | Enbridge, Inc.<sup>(l)</sup>  | Enbridge, Inc.<sup>(l)</sup>  |
| 06/27/2054 | &nbsp;&nbsp; 7.200% | 360000 | &nbsp;&nbsp; 385733 |
| 01/15/2084 | &nbsp;&nbsp; 8.500% | 465000 | &nbsp;&nbsp; 533409 |
| Energy Transfer LP<sup>(k),(l)</sup>  | Energy Transfer LP<sup>(k),(l)</sup>  | Energy Transfer LP<sup>(k),(l)</sup>  | Energy Transfer LP<sup>(k),(l)</sup>  |
|  | &nbsp;&nbsp; 6.625% | 336000 | &nbsp;&nbsp; 336291 |
|  | &nbsp;&nbsp; 7.125% | 420000 | &nbsp;&nbsp; 430733 |
| Energy Transfer LP<sup>(l)</sup>  | Energy Transfer LP<sup>(l)</sup>  | Energy Transfer LP<sup>(l)</sup>  | Energy Transfer LP<sup>(l)</sup>  |
| 05/15/2054 | &nbsp;&nbsp; 8.000% | 485000 | &nbsp;&nbsp; 517029 |
| 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>  |
| 04/01/2029 | &nbsp;&nbsp; 5.875% | 219000 | &nbsp;&nbsp; 209249 |
| 01/15/2031 | &nbsp;&nbsp; 9.250% | 145000 | &nbsp;&nbsp; 146605 |
| Global Partners LP/Finance Corp. | Global Partners LP/Finance Corp. | Global Partners LP/Finance Corp. | Global Partners LP/Finance Corp. |
| 01/15/2029 | &nbsp;&nbsp; 6.875% | 150000 | &nbsp;&nbsp; 151903 |
| Global Partners LP/GLP Finance Corp.<sup>(a)</sup>  | Global Partners LP/GLP Finance Corp.<sup>(a)</sup>  | Global Partners LP/GLP Finance Corp.<sup>(a)</sup>  | Global Partners LP/GLP Finance Corp.<sup>(a)</sup>  |
| 07/01/2033 | &nbsp;&nbsp; 7.125% | 84000 | &nbsp;&nbsp; 85294 |
| NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  | NGL Energy Operating LLC/Finance Corp.<sup>(a)</sup>  |
| 02/15/2032 | &nbsp;&nbsp; 8.375% | 105000 | &nbsp;&nbsp; 109007 |
| South Bow Canadian Infrastructure Holdings Ltd.<sup>(l)</sup>  | South Bow Canadian Infrastructure Holdings Ltd.<sup>(l)</sup>  | South Bow Canadian Infrastructure Holdings Ltd.<sup>(l)</sup>  | South Bow Canadian Infrastructure Holdings Ltd.<sup>(l)</sup>  |
| 03/01/2055 | &nbsp;&nbsp; 7.500% | 265000 | &nbsp;&nbsp; 281221 |
| Sunoco LP<sup>(a),(k),(l)</sup>  | Sunoco LP<sup>(a),(k),(l)</sup>  | Sunoco LP<sup>(a),(k),(l)</sup>  | Sunoco LP<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 7.875% | 675000 | &nbsp;&nbsp; 688116 |
| TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. | TransCanada PipeLines Ltd. |
| 03/01/2034 | &nbsp;&nbsp; 4.625% | 5000 | &nbsp;&nbsp; 4904 |
| TransCanada PipeLines Ltd.<sup>(l)</sup>  | TransCanada PipeLines Ltd.<sup>(l)</sup>  | TransCanada PipeLines Ltd.<sup>(l)</sup>  | TransCanada PipeLines Ltd.<sup>(l)</sup>  |
| 06/01/2065 | &nbsp;&nbsp; 7.000% | 250000 | &nbsp;&nbsp; 256023 |
| Transcanada Trust<sup>(l)</sup>  | Transcanada Trust<sup>(l)</sup>  | Transcanada Trust<sup>(l)</sup>  | Transcanada Trust<sup>(l)</sup>  |
| Junior Subordinated | Junior Subordinated | Junior Subordinated | Junior Subordinated |
| 03/07/2082 | &nbsp;&nbsp; 5.600% | 455000 | &nbsp;&nbsp; 448144 |
| 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% | 115000 | &nbsp;&nbsp; 108099 |
| Venture Global LNG, Inc.<sup>(a),(k),(l)</sup>  | Venture Global LNG, Inc.<sup>(a),(k),(l)</sup>  | Venture Global LNG, Inc.<sup>(a),(k),(l)</sup>  | Venture Global LNG, Inc.<sup>(a),(k),(l)</sup>  |
|  | &nbsp;&nbsp; 9.000% | 829000 | &nbsp;&nbsp; 704585 |
| 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>  |
| 02/01/2032 | &nbsp;&nbsp; 9.875% | 177000 | &nbsp;&nbsp; 184260 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 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>  | Venture Global Plaquemines LNG LLC<sup>(a)</sup>  |
| 01/15/2036 | &nbsp;&nbsp; 6.750% |  | 290000 | &nbsp;&nbsp; 304119 |
| Western Midstream Operating LP<sup>(l)</sup>  | Western Midstream Operating LP<sup>(l)</sup>  | Western Midstream Operating LP<sup>(l)</sup>  | Western Midstream Operating LP<sup>(l)</sup>  | Western Midstream Operating LP<sup>(l)</sup>  |
| 02/01/2030 | &nbsp;&nbsp; 4.050% |  | 285000 | &nbsp;&nbsp; 279938 |
| Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) | Williams Cos, Inc. (The) |
| 09/30/2035 | &nbsp;&nbsp; 5.300% |  | 342000 | &nbsp;&nbsp; 350305 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7143029** |
| **Natural Gas 0.3%** | **Natural Gas 0.3%** | **Natural Gas 0.3%** | **Natural Gas 0.3%** | **Natural Gas 0.3%** |
| 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% |  | 225000 | &nbsp;&nbsp; 238949 |
| 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 | 200000 | &nbsp;&nbsp; 242669 |
| Northwest Natural Holding Co.<sup>(l)</sup>  | Northwest Natural Holding Co.<sup>(l)</sup>  | Northwest Natural Holding Co.<sup>(l)</sup>  | Northwest Natural Holding Co.<sup>(l)</sup>  | Northwest Natural Holding Co.<sup>(l)</sup>  |
| 09/15/2055 | &nbsp;&nbsp; 7.000% |  | 415000 | &nbsp;&nbsp; 430984 |
| Sempra<sup>(l)</sup>  | Sempra<sup>(l)</sup>  | Sempra<sup>(l)</sup>  | Sempra<sup>(l)</sup>  | Sempra<sup>(l)</sup>  |
| 04/01/2055 | &nbsp;&nbsp; 6.550% |  | 310000 | &nbsp;&nbsp; 313979 |
| Spire, Inc.<sup>(l)</sup>  | Spire, Inc.<sup>(l)</sup>  | Spire, Inc.<sup>(l)</sup>  | Spire, Inc.<sup>(l)</sup>  | Spire, Inc.<sup>(l)</sup>  |
| 06/01/2056 | &nbsp;&nbsp; 6.450% |  | 185000 | &nbsp;&nbsp; 184939 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1411520** |
| **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** | **Office REIT 0.1%** |
| 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% |  | 272000 | &nbsp;&nbsp; 259719 |
| 02/15/2028 | &nbsp;&nbsp; 5.950% |  | 5000 | &nbsp;&nbsp; 4879 |
| 01/15/2030 | &nbsp;&nbsp; 3.250% |  | 65000 | &nbsp;&nbsp; 54784 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **319382** |
| **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%** |
| 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% |  | 77714 | &nbsp;&nbsp; 79869 |
| 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>  |
| 02/15/2030 | &nbsp;&nbsp; 8.750% |  | 63750 | &nbsp;&nbsp; 66481 |
| 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% |  | 180000 | &nbsp;&nbsp; 187067 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **333417** |
| **Other Financial Institutions 0.1%** | **Other Financial Institutions 0.1%** | **Other Financial Institutions 0.1%** | **Other Financial Institutions 0.1%** | **Other Financial Institutions 0.1%** |
| 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% |  | 101000 | &nbsp;&nbsp; 101802 |
| 06/15/2030 | &nbsp;&nbsp; 9.000% |  | 230000 | &nbsp;&nbsp; 222118 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **323920** |
| **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** | **Other Industry 0.1%** |
| Adtalem Global Education, Inc.<sup>(a)</sup>  | Adtalem Global Education, Inc.<sup>(a)</sup>  | Adtalem Global Education, Inc.<sup>(a)</sup>  | Adtalem Global Education, Inc.<sup>(a)</sup>  | Adtalem Global Education, Inc.<sup>(a)</sup>  |
| 03/01/2028 | &nbsp;&nbsp; 5.500% |  | 103000 | &nbsp;&nbsp; 102909 |
| AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  | AECOM<sup>(a)</sup>  |
| 08/01/2033 | &nbsp;&nbsp; 6.000% |  | 432000 | &nbsp;&nbsp; 443323 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University | Grand Canyon University |
| 10/01/2028 | &nbsp;&nbsp; 5.125% |  | 110000 | &nbsp;&nbsp; 109217 |
| Pike Corp.<sup>(a)</sup>  | Pike Corp.<sup>(a)</sup>  | Pike Corp.<sup>(a)</sup>  | Pike Corp.<sup>(a)</sup>  | Pike Corp.<sup>(a)</sup>  |
| 01/31/2031 | &nbsp;&nbsp; 8.625% |  | 60000 | &nbsp;&nbsp; 63664 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **719113** |
| **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% |  | 155000 | &nbsp;&nbsp; 141993 |
| BW Real Estate, Inc.<sup>(a),(l)</sup>  | BW Real Estate, Inc.<sup>(a),(l)</sup>  | BW Real Estate, Inc.<sup>(a),(l)</sup>  | BW Real Estate, Inc.<sup>(a),(l)</sup>  | BW Real Estate, Inc.<sup>(a),(l)</sup>  |
| 12/31/2079 | &nbsp;&nbsp; 9.500% |  | 120000 | &nbsp;&nbsp; 122400 |
| 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>  |
| 03/15/2035 | &nbsp;&nbsp; 3.875% | EUR | 220000 | &nbsp;&nbsp; 252087 |
| Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP | Extra Space Storage LP |
| 10/15/2031 | &nbsp;&nbsp; 2.400% |  | 30000 | &nbsp;&nbsp; 26646 |
| Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP | Host Hotels & Resorts LP |
| 12/15/2029 | &nbsp;&nbsp; 3.375% |  | 155000 | &nbsp;&nbsp; 148438 |
| 09/15/2030 | &nbsp;&nbsp; 3.500% |  | 115000 | &nbsp;&nbsp; 109336 |
| 06/15/2032 | &nbsp;&nbsp; 5.700% |  | 155000 | &nbsp;&nbsp; 161598 |
| Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust | Lexington Realty Trust |
| 09/15/2030 | &nbsp;&nbsp; 2.700% |  | 135000 | &nbsp;&nbsp; 124130 |
| Lineage OP LP<sup>(a)</sup>  | Lineage OP LP<sup>(a)</sup>  | Lineage OP LP<sup>(a)</sup>  | Lineage OP LP<sup>(a)</sup>  | Lineage OP LP<sup>(a)</sup>  |
| 07/15/2030 | &nbsp;&nbsp; 5.250% |  | 195000 | &nbsp;&nbsp; 198000 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1284628** |
| **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** | **Other Utility 0.1%** |
| 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 | 100000 | &nbsp;&nbsp; 108196 |
| Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  | Yorkshire Water Finance PLC<sup>(a)</sup>  |
| 11/18/2034 | &nbsp;&nbsp; 6.375% | GBP | 155000 | &nbsp;&nbsp; 212816 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **321012** |
| **Packaging 0.4%** | **Packaging 0.4%** | **Packaging 0.4%** | **Packaging 0.4%** | **Packaging 0.4%** |
| Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. | Amcor Flexibles North America, Inc. |
| 03/17/2028 | &nbsp;&nbsp; 4.800% |  | 315000 | &nbsp;&nbsp; 319340 |
| 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% |  | 190000 | &nbsp;&nbsp; 196722 |
| Ardagh Group SA<sup>(a),(m)</sup>  | Ardagh Group SA<sup>(a),(m)</sup>  | Ardagh Group SA<sup>(a),(m)</sup>  | Ardagh Group SA<sup>(a),(m)</sup>  | Ardagh Group SA<sup>(a),(m)</sup>  |
| 12/01/2030 | &nbsp;&nbsp; 12.000% |  | 60000 | &nbsp;&nbsp; 53663 |
| Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. | Ball Corp. |
| 03/15/2026 | &nbsp;&nbsp; 4.875% |  | 86000 | &nbsp;&nbsp; 85824 |
| 08/15/2030 | &nbsp;&nbsp; 2.875% |  | 775000 | &nbsp;&nbsp; 715228 |
| 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>  | Berry Global Escrow Corp.<sup>(a)</sup>  |
| 07/15/2026 | &nbsp;&nbsp; 4.875% |  | 24000 | &nbsp;&nbsp; 24005 |
| Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. | Berry Global, Inc. |
| 04/15/2028 | &nbsp;&nbsp; 5.500% |  | 360000 | &nbsp;&nbsp; 370348 |
| 01/15/2034 | &nbsp;&nbsp; 5.650% |  | 120000 | &nbsp;&nbsp; 125699 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  | Sealed Air Corp.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 5.000% |  | 175000 | &nbsp;&nbsp; 176158 |
| 07/15/2032 | &nbsp;&nbsp; 6.500% |  | 60000 | &nbsp;&nbsp; 62145 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2129132** |
| **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** | **Paper 0.0%** |
| Clearwater Paper Corp.<sup>(a)</sup>  | Clearwater Paper Corp.<sup>(a)</sup>  | Clearwater Paper Corp.<sup>(a)</sup>  | Clearwater Paper Corp.<sup>(a)</sup>  | Clearwater Paper Corp.<sup>(a)</sup>  |
| 08/15/2028 | &nbsp;&nbsp; 4.750% |  | 100000 | &nbsp;&nbsp; 93045 |
| Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  | Graphic Packaging International LLC<sup>(a)</sup>  |
| 07/15/2027 | &nbsp;&nbsp; 4.750% |  | 93000 | &nbsp;&nbsp; 92833 |
| 07/15/2032 | &nbsp;&nbsp; 6.375% |  | 35000 | &nbsp;&nbsp; 35635 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **221513** |
| **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** | **Pharmaceuticals 0.5%** |
| 1261229 BC Ltd.<sup>(a)</sup>  | 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% |  | 200000 | &nbsp;&nbsp; 207003 |
| Allergan Funding SCS | Allergan Funding SCS | Allergan Funding SCS | Allergan Funding SCS | Allergan Funding SCS |
| 11/15/2028 | &nbsp;&nbsp; 2.625% | EUR | 100000 | &nbsp;&nbsp; 113061 |
| 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% |  | 174000 | &nbsp;&nbsp; 173598 |
| 06/25/2038 | &nbsp;&nbsp; 4.625% |  | 520000 | &nbsp;&nbsp; 473174 |
| 07/15/2044 | &nbsp;&nbsp; 4.400% |  | 86000 | &nbsp;&nbsp; 69408 |
| 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>  |
| 11/21/2053 | &nbsp;&nbsp; 6.875% |  | 120000 | &nbsp;&nbsp; 129879 |
| 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 | 296000 | &nbsp;&nbsp; 360346 |
| 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% |  | 321000 | &nbsp;&nbsp; 314578 |
| 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 |
| 05/09/2030 | &nbsp;&nbsp; 4.375% | EUR | 335000 | &nbsp;&nbsp; 399972 |
| 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% |  | 172000 | &nbsp;&nbsp; 180180 |
| 10/01/2046 | &nbsp;&nbsp; 4.100% |  | 194000 | &nbsp;&nbsp; 147313 |
| 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% |  | 39000 | &nbsp;&nbsp; 40476 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2608988** |
| **Property & Casualty 0.2%** | **Property & Casualty 0.2%** | **Property & Casualty 0.2%** | **Property & Casualty 0.2%** | **Property & Casualty 0.2%** |
| 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>  |
| 04/15/2028 | &nbsp;&nbsp; 6.750% |  | 185000 | &nbsp;&nbsp; 188363 |
| Aon Corp. | Aon Corp. | Aon Corp. | Aon Corp. | Aon Corp. |
| 05/15/2030 | &nbsp;&nbsp; 2.800% |  | 230000 | &nbsp;&nbsp; 216843 |
| Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. | Berkshire Hathaway Finance Corp. |
| 06/19/2039 | &nbsp;&nbsp; 2.375% | GBP | 250000 | &nbsp;&nbsp; 234930 |
| Farmers Exchange Capital III<sup>(a),(l)</sup>  | Farmers Exchange Capital III<sup>(a),(l)</sup>  | Farmers Exchange Capital III<sup>(a),(l)</sup>  | Farmers Exchange Capital III<sup>(a),(l)</sup>  | Farmers Exchange Capital III<sup>(a),(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 10/15/2054 | &nbsp;&nbsp; 5.454% |  | 300000 | &nbsp;&nbsp; 283814 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Farmers Insurance Exchange<sup>(a),(l)</sup>  | Farmers Insurance Exchange<sup>(a),(l)</sup>  | Farmers Insurance Exchange<sup>(a),(l)</sup>  | Farmers Insurance Exchange<sup>(a),(l)</sup>  | Farmers Insurance Exchange<sup>(a),(l)</sup>  |
| Subordinated | Subordinated | Subordinated | Subordinated | Subordinated |
| 11/01/2057 | &nbsp;&nbsp; 4.747% |  | 100000 | &nbsp;&nbsp; 86095 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1010045** |
| **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** | **Railroads 0.0%** |
| Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. | Pacific National Finance Pty Ltd. |
| 09/24/2029 | &nbsp;&nbsp; 3.700% | AUD | 240000 | &nbsp;&nbsp; 145161 |
| **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** | **Refining 0.1%** |
| MC Brazil Downstream Trading SARL<sup>(a)</sup>  | MC Brazil Downstream Trading SARL<sup>(a)</sup>  | MC Brazil Downstream Trading SARL<sup>(a)</sup>  | MC Brazil Downstream Trading SARL<sup>(a)</sup>  | MC Brazil Downstream Trading SARL<sup>(a)</sup>  |
| 06/30/2031 | &nbsp;&nbsp; 7.250% |  | 200686 | &nbsp;&nbsp; 167987 |
| Phillips 66 Co.<sup>(l)</sup>  | Phillips 66 Co.<sup>(l)</sup>  | Phillips 66 Co.<sup>(l)</sup>  | Phillips 66 Co.<sup>(l)</sup>  | Phillips 66 Co.<sup>(l)</sup>  |
| 03/15/2056 | &nbsp;&nbsp; 6.200% |  | 210000 | &nbsp;&nbsp; 210018 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **378005** |
| **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** | **Restaurants 0.4%** |
| 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>  |
| 01/15/2028 | &nbsp;&nbsp; 3.875% |  | 335000 | &nbsp;&nbsp; 331213 |
| 02/15/2029 | &nbsp;&nbsp; 3.500% |  | 260000 | &nbsp;&nbsp; 251524 |
| BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  | BCPE Flavor Debt Merger Sub LLC/Issuer, Inc.<sup>(a)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 9.500% |  | 165000 | &nbsp;&nbsp; 160838 |
| 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% |  | 110000 | &nbsp;&nbsp; 105878 |
| Yum! Brands, Inc.<sup>(a)</sup>  | Yum! Brands, Inc.<sup>(a)</sup>  | Yum! Brands, Inc.<sup>(a)</sup>  | Yum! Brands, Inc.<sup>(a)</sup>  | Yum! Brands, Inc.<sup>(a)</sup>  |
| 01/15/2030 | &nbsp;&nbsp; 4.750% |  | 290000 | &nbsp;&nbsp; 291074 |
| Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. | Yum! Brands, Inc. |
| 03/15/2031 | &nbsp;&nbsp; 3.625% |  | 760000 | &nbsp;&nbsp; 720696 |
| 01/31/2032 | &nbsp;&nbsp; 4.625% |  | 300000 | &nbsp;&nbsp; 295643 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2156866** |
| **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** | **Retailers 0.1%** |
| Crocs, Inc.<sup>(a)</sup>  | Crocs, Inc.<sup>(a)</sup>  | Crocs, Inc.<sup>(a)</sup>  | Crocs, Inc.<sup>(a)</sup>  | Crocs, Inc.<sup>(a)</sup>  |
| 08/15/2031 | &nbsp;&nbsp; 4.125% |  | 110000 | &nbsp;&nbsp; 101558 |
| 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% |  | 235000 | &nbsp;&nbsp; 222950 |
| 05/01/2029 | &nbsp;&nbsp; 7.875% |  | 51000 | &nbsp;&nbsp; 46239 |
| Rent-A-Center, Inc.<sup>(a)</sup>  | Rent-A-Center, Inc.<sup>(a)</sup>  | Rent-A-Center, Inc.<sup>(a)</sup>  | Rent-A-Center, Inc.<sup>(a)</sup>  | Rent-A-Center, Inc.<sup>(a)</sup>  |
| 02/15/2029 | &nbsp;&nbsp; 6.375% |  | 225000 | &nbsp;&nbsp; 220865 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **591612** |
| **Supranational 0.4%** | **Supranational 0.4%** | **Supranational 0.4%** | **Supranational 0.4%** | **Supranational 0.4%** |
| Asian Infrastructure Investment Bank (The)<sup>(a)</sup>  | Asian Infrastructure Investment Bank (The)<sup>(a)</sup>  | Asian Infrastructure Investment Bank (The)<sup>(a)</sup>  | Asian Infrastructure Investment Bank (The)<sup>(a)</sup>  | Asian Infrastructure Investment Bank (The)<sup>(a)</sup>  |
| 12/15/2025 | &nbsp;&nbsp; 0.200% | GBP | 245000 | &nbsp;&nbsp; 323726 |
| European Bank for Reconstruction & Development | European Bank for Reconstruction & Development | European Bank for Reconstruction & Development | European Bank for Reconstruction & Development | European Bank for Reconstruction & Development |
| 10/26/2027 | &nbsp;&nbsp; 6.300% | INR | 15300000 | &nbsp;&nbsp; 170841 |
| Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank | Inter-American Development Bank |
| 10/06/2030 | &nbsp;&nbsp; 7.350% | INR | 27000000 | &nbsp;&nbsp; 309314 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development | International Bank for Reconstruction & Development |
| 03/16/2026 | &nbsp;&nbsp; 1.250% | NOK | 1410000 | &nbsp;&nbsp; 138179 |
| 04/24/2028 | &nbsp;&nbsp; 6.850% | INR | 30500000 | &nbsp;&nbsp; 343580 |
| 04/17/2030 | &nbsp;&nbsp; 6.500% | INR | 24400000 | &nbsp;&nbsp; 270727 |
| 08/08/2034 | &nbsp;&nbsp; 1.200% | EUR | 289000 | &nbsp;&nbsp; 291819 |
| International Development Association<sup>(a)</sup>  | International Development Association<sup>(a)</sup>  | International Development Association<sup>(a)</sup>  | International Development Association<sup>(a)</sup>  | International Development Association<sup>(a)</sup>  |
| 02/17/2027 | &nbsp;&nbsp; 1.750% | NOK | 900000 | &nbsp;&nbsp; 86495 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1934681** |
| **Technology 1.5%** | **Technology 1.5%** | **Technology 1.5%** | **Technology 1.5%** | **Technology 1.5%** |
| Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. | Alphabet, Inc. |
| 05/06/2033 | &nbsp;&nbsp; 3.000% | EUR | 244000 | &nbsp;&nbsp; 281785 |
| 11/06/2038 | &nbsp;&nbsp; 3.500% | EUR | 100000 | &nbsp;&nbsp; 114572 |
| 11/06/2044 | &nbsp;&nbsp; 4.000% | EUR | 135000 | &nbsp;&nbsp; 156152 |
| Block, Inc. | Block, Inc. | Block, Inc. | Block, Inc. | Block, Inc. |
| 05/15/2032 | &nbsp;&nbsp; 6.500% |  | 85000 | &nbsp;&nbsp; 88872 |
| CACI International, Inc.<sup>(a)</sup>  | CACI International, Inc.<sup>(a)</sup>  | CACI International, Inc.<sup>(a)</sup>  | CACI International, Inc.<sup>(a)</sup>  | CACI International, Inc.<sup>(a)</sup>  |
| 06/15/2033 | &nbsp;&nbsp; 6.375% |  | 215000 | &nbsp;&nbsp; 224084 |
| 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>  |
| 08/15/2033 | &nbsp;&nbsp; 6.625% |  | 545000 | &nbsp;&nbsp; 545439 |
| 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% |  | 200000 | &nbsp;&nbsp; 211246 |
| 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% |  | 85000 | &nbsp;&nbsp; 74280 |
| 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% |  | 640000 | &nbsp;&nbsp; 590589 |
| 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. |
| 04/01/2028 | &nbsp;&nbsp; 4.750% |  | 315000 | &nbsp;&nbsp; 319340 |
| 07/15/2046 | &nbsp;&nbsp; 8.350% |  | 275000 | &nbsp;&nbsp; 353936 |
| 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 | 130000 | &nbsp;&nbsp; 146867 |
| Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. | Fiserv, Inc. |
| 02/15/2031 | &nbsp;&nbsp; 4.550% |  | 110000 | &nbsp;&nbsp; 109211 |
| 08/21/2033 | &nbsp;&nbsp; 5.625% |  | 75000 | &nbsp;&nbsp; 77534 |
| 03/15/2034 | &nbsp;&nbsp; 5.450% |  | 170000 | &nbsp;&nbsp; 173090 |
| 08/11/2035 | &nbsp;&nbsp; 5.250% |  | 185000 | &nbsp;&nbsp; 185632 |
| 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>  | Foundry JV Holdco LLC<sup>(a)</sup>  |
| 01/25/2031 | &nbsp;&nbsp; 5.500% |  | 60000 | &nbsp;&nbsp; 62310 |
| Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  | Gartner, Inc.<sup>(a)</sup>  |
| 10/01/2030 | &nbsp;&nbsp; 3.750% |  | 300000 | &nbsp;&nbsp; 284439 |
| Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. | Global Payments, Inc. |
| 11/15/2028 | &nbsp;&nbsp; 4.500% |  | 330000 | &nbsp;&nbsp; 331107 |
| Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. | Intel Corp. |
| 08/12/2031 | &nbsp;&nbsp; 2.000% |  | 50000 | &nbsp;&nbsp; 44010 |
| 02/10/2053 | &nbsp;&nbsp; 5.700% |  | 45000 | &nbsp;&nbsp; 43144 |
| ION Platform Finance US Inc./SARL<sup>(a)</sup>  | ION Platform Finance US Inc./SARL<sup>(a)</sup>  | ION Platform Finance US Inc./SARL<sup>(a)</sup>  | ION Platform Finance US Inc./SARL<sup>(a)</sup>  | ION Platform Finance US Inc./SARL<sup>(a)</sup>  |
| 05/01/2029 | &nbsp;&nbsp; 8.750% |  | 200000 | &nbsp;&nbsp; 198954 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| MSCI, Inc.<sup>(a)</sup>  | 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% |  | 400000 | &nbsp;&nbsp; 383170 |
| 02/15/2031 | &nbsp;&nbsp; 3.875% |  | 170000 | &nbsp;&nbsp; 163120 |
| 11/01/2031 | &nbsp;&nbsp; 3.625% |  | 345000 | &nbsp;&nbsp; 325324 |
| 08/15/2033 | &nbsp;&nbsp; 3.250% |  | 90000 | &nbsp;&nbsp; 80872 |
| MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. | MSCI, Inc. |
| 03/15/2036 | &nbsp;&nbsp; 5.150% |  | 355000 | &nbsp;&nbsp; 354417 |
| NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  | NCR Corp.<sup>(a)</sup>  |
| 04/15/2029 | &nbsp;&nbsp; 5.125% |  | 110000 | &nbsp;&nbsp; 109057 |
| Open Text Corp.<sup>(a)</sup>  | 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% |  | 70000 | &nbsp;&nbsp; 72584 |
| 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>  | Open Text Holdings, Inc.<sup>(a)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 4.125% |  | 35000 | &nbsp;&nbsp; 32625 |
| Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. | Oracle Corp. |
| 04/01/2027 | &nbsp;&nbsp; 2.800% |  | 100000 | &nbsp;&nbsp; 98032 |
| 08/03/2028 | &nbsp;&nbsp; 4.800% |  | 215000 | &nbsp;&nbsp; 217168 |
| 04/01/2050 | &nbsp;&nbsp; 3.600% |  | 95000 | &nbsp;&nbsp; 62827 |
| 03/25/2051 | &nbsp;&nbsp; 3.950% |  | 295000 | &nbsp;&nbsp; 204930 |
| 09/26/2055 | &nbsp;&nbsp; 5.950% |  | 385000 | &nbsp;&nbsp; 360001 |
| Sabre GLBL, Inc.<sup>(a)</sup>  | Sabre GLBL, Inc.<sup>(a)</sup>  | Sabre GLBL, Inc.<sup>(a)</sup>  | Sabre GLBL, Inc.<sup>(a)</sup>  | Sabre GLBL, Inc.<sup>(a)</sup>  |
| 11/15/2029 | &nbsp;&nbsp; 10.750% |  | 40000 | &nbsp;&nbsp; 35226 |
| 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% |  | 215000 | &nbsp;&nbsp; 220552 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7336498** |
| **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** | **Tobacco 0.1%** |
| Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. | Altria Group, Inc. |
| 02/04/2028 | &nbsp;&nbsp; 4.875% |  | 165000 | &nbsp;&nbsp; 167812 |
| 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>  |
| 06/30/2028 | &nbsp;&nbsp; 4.500% |  | 540000 | &nbsp;&nbsp; 544879 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **712691** |
| **Transportation Services 0.0%** | **Transportation Services 0.0%** | **Transportation Services 0.0%** | **Transportation Services 0.0%** | **Transportation Services 0.0%** |
| Aurizon Network Pty Ltd.<sup>(a)</sup>  | Aurizon Network Pty Ltd.<sup>(a)</sup>  | Aurizon Network Pty Ltd.<sup>(a)</sup>  | Aurizon Network Pty Ltd.<sup>(a)</sup>  | Aurizon Network Pty Ltd.<sup>(a)</sup>  |
| 09/02/2030 | &nbsp;&nbsp; 2.900% | AUD | 250000 | &nbsp;&nbsp; 146285 |
| **Wireless 0.9%** | **Wireless 0.9%** | **Wireless 0.9%** | **Wireless 0.9%** | **Wireless 0.9%** |
| Altice France<sup>(a)</sup>  | Altice France<sup>(a)</sup>  | Altice France<sup>(a)</sup>  | Altice France<sup>(a)</sup>  | Altice France<sup>(a)</sup>  |
| 03/15/2032 | &nbsp;&nbsp; 6.500% |  | 61582 | &nbsp;&nbsp; 59891 |
| Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  | Altice France SA<sup>(a)</sup>  |
| 11/01/2029 | &nbsp;&nbsp; 9.500% |  | 45929 | &nbsp;&nbsp; 47295 |
| American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. | American Tower Corp. |
| 03/15/2030 | &nbsp;&nbsp; 4.900% |  | 195000 | &nbsp;&nbsp; 199583 |
| 06/15/2030 | &nbsp;&nbsp; 2.100% |  | 175000 | &nbsp;&nbsp; 158898 |
| 04/15/2031 | &nbsp;&nbsp; 2.700% |  | 75000 | &nbsp;&nbsp; 68809 |
| 05/16/2031 | &nbsp;&nbsp; 4.625% | EUR | 185000 | &nbsp;&nbsp; 229678 |
| 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 | 200000 | &nbsp;&nbsp; 211056 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** | **Corporate Bonds & Notes**<sup>(g)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| 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 | 150000 | &nbsp;&nbsp; 163682 |
| SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. | SBA Communications Corp. |
| 02/15/2027 | &nbsp;&nbsp; 3.875% |  | 140000 | &nbsp;&nbsp; 139344 |
| 02/01/2029 | &nbsp;&nbsp; 3.125% |  | 475000 | &nbsp;&nbsp; 453877 |
| 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% |  | 627500 | &nbsp;&nbsp; 632348 |
| T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. | T-Mobile US, Inc. |
| 04/15/2026 | &nbsp;&nbsp; 2.625% |  | 69000 | &nbsp;&nbsp; 68600 |
| 04/15/2027 | &nbsp;&nbsp; 3.750% |  | 20000 | &nbsp;&nbsp; 19910 |
| 02/01/2028 | &nbsp;&nbsp; 4.750% |  | 118000 | &nbsp;&nbsp; 118089 |
| 04/15/2031 | &nbsp;&nbsp; 3.500% |  | 265000 | &nbsp;&nbsp; 254160 |
| 03/15/2032 | &nbsp;&nbsp; 2.700% |  | 220000 | &nbsp;&nbsp; 198286 |
| 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>  | Vmed O2 UK Financing I PLC<sup>(a)</sup>  |
| 01/31/2031 | &nbsp;&nbsp; 4.250% |  | 630000 | &nbsp;&nbsp; 575635 |
| 07/15/2031 | &nbsp;&nbsp; 4.500% | GBP | 185000 | &nbsp;&nbsp; 219383 |
| 07/15/2031 | &nbsp;&nbsp; 4.750% |  | 231000 | &nbsp;&nbsp; 211850 |
| 04/15/2032 | &nbsp;&nbsp; 5.625% | EUR | 205000 | &nbsp;&nbsp; 240884 |
| 01/15/2033 | &nbsp;&nbsp; 6.750% |  | 305000 | &nbsp;&nbsp; 303456 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **4574714** |
| **Wirelines 0.2%** | **Wirelines 0.2%** | **Wirelines 0.2%** | **Wirelines 0.2%** | **Wirelines 0.2%** |
| Altice Financing SA<sup>(a)</sup>  | 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% |  | 110000 | &nbsp;&nbsp; 90465 |
| 01/15/2028 | &nbsp;&nbsp; 5.000% |  | 17000 | &nbsp;&nbsp; 13082 |
| 08/15/2029 | &nbsp;&nbsp; 5.750% |  | 186000 | &nbsp;&nbsp; 136612 |
| Cogent Communications Group LLC/Finance, Inc.<sup>(a)</sup>  | Cogent Communications Group LLC/Finance, Inc.<sup>(a)</sup>  | Cogent Communications Group LLC/Finance, Inc.<sup>(a)</sup>  | Cogent Communications Group LLC/Finance, Inc.<sup>(a)</sup>  | Cogent Communications Group LLC/Finance, Inc.<sup>(a)</sup>  |
| 07/01/2032 | &nbsp;&nbsp; 6.500% |  | 20000 | &nbsp;&nbsp; 18221 |
| 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>  | Frontier Communications Holdings LLC<sup>(a)</sup>  |
| 03/15/2031 | &nbsp;&nbsp; 8.625% |  | 391000 | &nbsp;&nbsp; 413001 |
| Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  | Windstream Escrow LLC/Finance Corp.<sup>(a)</sup>  |
| 10/01/2031 | &nbsp;&nbsp; 8.250% |  | 145000 | &nbsp;&nbsp; 151074 |
| Zayo Group Holdings, Inc.<sup>(a),(m)</sup>  | Zayo Group Holdings, Inc.<sup>(a),(m)</sup>  | Zayo Group Holdings, Inc.<sup>(a),(m)</sup>  | Zayo Group Holdings, Inc.<sup>(a),(m)</sup>  | Zayo Group Holdings, Inc.<sup>(a),(m)</sup>  |
| 03/09/2030 | &nbsp;&nbsp; 9.250% |  | 151160 | &nbsp;&nbsp; 139290 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **961745** |
| &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $111,256,699) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $111,256,699) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $111,256,699) | &nbsp;&nbsp; Total Corporate Bonds & Notes <br>(Cost $111,256,699) | &nbsp;&nbsp; **112783580** |
| **Foreign Government Obligations**<sup>(g),(o)</sup> **7.8%** | **Foreign Government Obligations**<sup>(g),(o)</sup> **7.8%** | **Foreign Government Obligations**<sup>(g),(o)</sup> **7.8%** | **Foreign Government Obligations**<sup>(g),(o)</sup> **7.8%** | **Foreign Government Obligations**<sup>(g),(o)</sup> **7.8%** |
| **Argentina 0.0%** | **Argentina 0.0%** | **Argentina 0.0%** | **Argentina 0.0%** | **Argentina 0.0%** |
| Argentine Republic Government International Bond<sup>(l)</sup>  | Argentine Republic Government International Bond<sup>(l)</sup>  | Argentine Republic Government International Bond<sup>(l)</sup>  | Argentine Republic Government International Bond<sup>(l)</sup>  | Argentine Republic Government International Bond<sup>(l)</sup>  |
| 07/09/2030 | &nbsp;&nbsp; 1.000% |  | 186400 | &nbsp;&nbsp; 153900 |
| **Australia 1.5%** | **Australia 1.5%** | **Australia 1.5%** | **Australia 1.5%** | **Australia 1.5%** |
| Airservices Australia | Airservices Australia | Airservices Australia | Airservices Australia | Airservices Australia |
| 11/15/2028 | &nbsp;&nbsp; 5.400% | AUD | 480000 | &nbsp;&nbsp; 322100 |
| 05/15/2030 | &nbsp;&nbsp; 2.200% | AUD | 450000 | &nbsp;&nbsp; 265472 |
| Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  | Australia Government Bond<sup>(a)</sup>  |
| 03/21/2036 | &nbsp;&nbsp; 4.250% | AUD | 620000 | &nbsp;&nbsp; 396504 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  | NBN Co., Ltd.<sup>(a)</sup>  |
| 08/28/2031 | &nbsp;&nbsp; 5.000% | AUD | 1070000 | &nbsp;&nbsp; 704714 |
| 03/06/2035 | &nbsp;&nbsp; 5.350% | AUD | 570000 | &nbsp;&nbsp; 375303 |
| New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  | New South Wales Treasury Corp.<sup>(a)</sup>  |
| 09/20/2035 | &nbsp;&nbsp; 4.750% | AUD | 810000 | &nbsp;&nbsp; 516182 |
| 02/20/2036 | &nbsp;&nbsp; 4.250% | AUD | 845000 | &nbsp;&nbsp; 512815 |
| 02/20/2037 | &nbsp;&nbsp; 4.750% | AUD | 855000 | &nbsp;&nbsp; 534278 |
| 02/24/2038 | &nbsp;&nbsp; 5.250% | AUD | 1375000 | &nbsp;&nbsp; 889401 |
| Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  | Queensland Treasury Corp.<sup>(a)</sup>  |
| 05/21/2035 | &nbsp;&nbsp; 3.250% | EUR | 200000 | &nbsp;&nbsp; 231549 |
| 08/22/2035 | &nbsp;&nbsp; 4.500% | AUD | 300000 | &nbsp;&nbsp; 186535 |
| 07/21/2036 | &nbsp;&nbsp; 5.250% | AUD | 360000 | &nbsp;&nbsp; 235372 |
| 08/13/2038 | &nbsp;&nbsp; 5.250% | AUD | 1035000 | &nbsp;&nbsp; 663763 |
| Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria | Treasury Corp. of Victoria |
| 12/20/2032 | &nbsp;&nbsp; 4.250% | AUD | 510000 | &nbsp;&nbsp; 323985 |
| 09/15/2036 | &nbsp;&nbsp; 4.750% | AUD | 500000 | &nbsp;&nbsp; 313037 |
| 11/20/2037 | &nbsp;&nbsp; 2.000% | AUD | 290000 | &nbsp;&nbsp; 132431 |
| 09/15/2038 | &nbsp;&nbsp; 5.250% | AUD | 540000 | &nbsp;&nbsp; 346691 |
| 11/20/2040 | &nbsp;&nbsp; 5.000% | AUD | 430000 | &nbsp;&nbsp; 262055 |
| 11/20/2041 | &nbsp;&nbsp; 2.250% | AUD | 405000 | &nbsp;&nbsp; 167890 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **7380077** |
| **Austria 0.0%** | **Austria 0.0%** | **Austria 0.0%** | **Austria 0.0%** | **Austria 0.0%** |
| Republic of Austria Government Bond<sup>(a)</sup>  | Republic of Austria Government Bond<sup>(a)</sup>  | Republic of Austria Government Bond<sup>(a)</sup>  | Republic of Austria Government Bond<sup>(a)</sup>  | Republic of Austria Government Bond<sup>(a)</sup>  |
| 02/20/2033 | &nbsp;&nbsp; 2.900% | EUR | 175000 | &nbsp;&nbsp; 205105 |
| **Brazil 0.6%** | **Brazil 0.6%** | **Brazil 0.6%** | **Brazil 0.6%** | **Brazil 0.6%** |
| Brazil Notas do Tesouro Nacional Series F | Brazil Notas do Tesouro Nacional Series F | Brazil Notas do Tesouro Nacional Series F | Brazil Notas do Tesouro Nacional Series F | Brazil Notas do Tesouro Nacional Series F |
| 01/01/2027 | &nbsp;&nbsp; 10.000% | BRL | 12370000 | &nbsp;&nbsp; 2336716 |
| Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond | Brazilian Government International Bond |
| 03/15/2034 | &nbsp;&nbsp; 6.125% |  | 200000 | &nbsp;&nbsp; 203262 |
| 03/15/2035 | &nbsp;&nbsp; 6.625% |  | 515000 | &nbsp;&nbsp; 532904 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3072882** |
| **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** | **Canada 0.5%** |
| Canadian Government Bond | Canadian Government Bond | Canadian Government Bond | Canadian Government Bond | Canadian Government Bond |
| 02/01/2026 | &nbsp;&nbsp; 4.500% | CAD | 95000 | &nbsp;&nbsp; 68224 |
| 05/01/2027 | &nbsp;&nbsp; 2.750% | CAD | 595000 | &nbsp;&nbsp; 428062 |
| 09/01/2029 | &nbsp;&nbsp; 3.500% | CAD | 465000 | &nbsp;&nbsp; 343272 |
| 12/01/2030 | &nbsp;&nbsp; 0.500% | CAD | 100000 | &nbsp;&nbsp; 64105 |
| CPPIB Capital, Inc.<sup>(a)</sup>  | CPPIB Capital, Inc.<sup>(a)</sup>  | CPPIB Capital, Inc.<sup>(a)</sup>  | CPPIB Capital, Inc.<sup>(a)</sup>  | CPPIB Capital, Inc.<sup>(a)</sup>  |
| 12/01/2031 | &nbsp;&nbsp; 2.250% | CAD | 155000 | &nbsp;&nbsp; 105832 |
| Ontario Teachers' Finance Trust<sup>(a)</sup>  | Ontario Teachers' Finance Trust<sup>(a)</sup>  | Ontario Teachers' Finance Trust<sup>(a)</sup>  | Ontario Teachers' Finance Trust<sup>(a)</sup>  | Ontario Teachers' Finance Trust<sup>(a)</sup>  |
| 04/16/2031 | &nbsp;&nbsp; 2.000% |  | 465000 | &nbsp;&nbsp; 422425 |
| Province of British Columbia | Province of British Columbia | Province of British Columbia | Province of British Columbia | Province of British Columbia |
| 07/06/2033 | &nbsp;&nbsp; 4.200% |  | 350000 | &nbsp;&nbsp; 351305 |
| Province of Ontario<sup>(a)</sup>  | Province of Ontario<sup>(a)</sup>  | Province of Ontario<sup>(a)</sup>  | Province of Ontario<sup>(a)</sup>  | Province of Ontario<sup>(a)</sup>  |
| 01/31/2034 | &nbsp;&nbsp; 3.100% | EUR | 185000 | &nbsp;&nbsp; 214295 |
| Province of Ontario | Province of Ontario | Province of Ontario | Province of Ontario | Province of Ontario |
| 06/02/2045 | &nbsp;&nbsp; 3.450% | CAD | 500000 | &nbsp;&nbsp; 318707 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| Province of Quebec | Province of Quebec | Province of Quebec | Province of Quebec | Province of Quebec |
| 09/08/2033 | &nbsp;&nbsp; 4.500% |  | 436000 | &nbsp;&nbsp; 445946 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2762173** |
| **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** | **Chile 0.2%** |
| 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>  | Corporación Nacional del Cobre de Chile<sup>(a)</sup>  |
| 02/02/2033 | &nbsp;&nbsp; 5.125% |  | 200000 | &nbsp;&nbsp; 200474 |
| 01/26/2036 | &nbsp;&nbsp; 6.440% |  | 204000 | &nbsp;&nbsp; 220846 |
| 11/04/2044 | &nbsp;&nbsp; 4.875% |  | 490000 | &nbsp;&nbsp; 427562 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **848882** |
| **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** | **Colombia 0.1%** |
| Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond | Colombia Government International Bond |
| 11/07/2036 | &nbsp;&nbsp; 7.750% |  | 262000 | &nbsp;&nbsp; 274788 |
| **Czech Republic 0.3%** | **Czech Republic 0.3%** | **Czech Republic 0.3%** | **Czech Republic 0.3%** | **Czech Republic 0.3%** |
| Czech Republic Government Bond | Czech Republic Government Bond | Czech Republic Government Bond | Czech Republic Government Bond | Czech Republic Government Bond |
| 11/11/2032 | &nbsp;&nbsp; 4.500% | CZK | 5600000 | &nbsp;&nbsp; 269937 |
| 10/24/2034 | &nbsp;&nbsp; 4.250% | CZK | 8440000 | &nbsp;&nbsp; 395578 |
| 05/30/2035 | &nbsp;&nbsp; 3.500% | CZK | 21330000 | &nbsp;&nbsp; 941226 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1606741** |
| **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** | **Finland 0.1%** |
| Finland Government Bond<sup>(a)</sup>  | Finland Government Bond<sup>(a)</sup>  | Finland Government Bond<sup>(a)</sup>  | Finland Government Bond<sup>(a)</sup>  | Finland Government Bond<sup>(a)</sup>  |
| 09/15/2033 | &nbsp;&nbsp; 3.000% | EUR | 445000 | &nbsp;&nbsp; 522254 |
| **Germany 0.2%** | **Germany 0.2%** | **Germany 0.2%** | **Germany 0.2%** | **Germany 0.2%** |
| Bundesrepublik Deutschland Bundesanleihe<sup>(a),(d)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a),(d)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a),(d)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a),(d)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a),(d)</sup>  |
| 08/15/2031 | &nbsp;&nbsp; 0.000% | EUR | 265000 | &nbsp;&nbsp; 269697 |
| 05/15/2035 | &nbsp;&nbsp; 0.000% | EUR | 175000 | &nbsp;&nbsp; 157892 |
| Bundesrepublik Deutschland Bundesanleihe<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a)</sup>  | Bundesrepublik Deutschland Bundesanleihe<sup>(a)</sup>  |
| 02/15/2034 | &nbsp;&nbsp; 2.200% | EUR | 330000 | &nbsp;&nbsp; 372366 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **799955** |
| **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** | **Guatemala 0.1%** |
| Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  | Guatemala Government Bond<sup>(a)</sup>  |
| 08/15/2036 | &nbsp;&nbsp; 6.250% |  | 710000 | &nbsp;&nbsp; 739438 |
| **Hungary 0.0%** | **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>  | Hungary Government International Bond<sup>(a)</sup>  |
| 09/22/2031 | &nbsp;&nbsp; 2.125% |  | 200000 | &nbsp;&nbsp; 171661 |
| **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** | **India 0.3%** |
| India Government Bond | India Government Bond | India Government Bond | India Government Bond | India Government Bond |
| 04/18/2029 | &nbsp;&nbsp; 7.100% | INR | 77000000 | &nbsp;&nbsp; 891814 |
| 10/07/2029 | &nbsp;&nbsp; 6.450% | INR | 11000000 | &nbsp;&nbsp; 124733 |
| 07/21/2030 | &nbsp;&nbsp; 6.010% | INR | 21300000 | &nbsp;&nbsp; 236023 |
| 07/12/2031 | &nbsp;&nbsp; 6.100% | INR | 7990000 | &nbsp;&nbsp; 88294 |
| 05/05/2035 | &nbsp;&nbsp; 6.330% | INR | 29270000 | &nbsp;&nbsp; 322226 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1663090** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Indonesia 0.6%** | **Indonesia 0.6%** | **Indonesia 0.6%** | **Indonesia 0.6%** | **Indonesia 0.6%** |
| Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond | Indonesia Government International Bond |
| 03/12/2033 | &nbsp;&nbsp; 1.100% | EUR | 100000 | &nbsp;&nbsp; 96889 |
| 03/12/2051 | &nbsp;&nbsp; 3.050% |  | 400000 | &nbsp;&nbsp; 269896 |
| Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond | Indonesia Treasury Bond |
| 03/15/2029 | &nbsp;&nbsp; 9.000% | IDR | 2298000000 | &nbsp;&nbsp; 151815 |
| 07/15/2030 | &nbsp;&nbsp; 6.500% | IDR | 6212000000 | &nbsp;&nbsp; 382997 |
| 02/15/2031 | &nbsp;&nbsp; 6.500% | IDR | 11637000000 | &nbsp;&nbsp; 715586 |
| 05/15/2031 | &nbsp;&nbsp; 8.750% | IDR | 5001000000 | &nbsp;&nbsp; 342983 |
| 04/15/2032 | &nbsp;&nbsp; 6.375% | IDR | 13562000000 | &nbsp;&nbsp; 830452 |
| 05/15/2033 | &nbsp;&nbsp; 6.625% | IDR | 2025000000 | &nbsp;&nbsp; 125406 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2916024** |
| **Japan 0.3%** | **Japan 0.3%** | **Japan 0.3%** | **Japan 0.3%** | **Japan 0.3%** |
| Japan Government Twenty-Year Bond | Japan Government Twenty-Year Bond | Japan Government Twenty-Year Bond | Japan Government Twenty-Year Bond | Japan Government Twenty-Year Bond |
| 12/20/2025 | &nbsp;&nbsp; 2.100% | JPY | 207400000 | &nbsp;&nbsp; 1329022 |
| **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** | **Kazakhstan 0.1%** |
| KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  | KazMunayGas National Co. JSC<sup>(a)</sup>  |
| 04/24/2030 | &nbsp;&nbsp; 5.375% |  | 215000 | &nbsp;&nbsp; 219673 |
| 04/14/2033 | &nbsp;&nbsp; 3.500% |  | 430000 | &nbsp;&nbsp; 388297 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **607970** |
| **Mexico 0.2%** | **Mexico 0.2%** | **Mexico 0.2%** | **Mexico 0.2%** | **Mexico 0.2%** |
| Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond | Mexico Government International Bond |
| 05/19/2033 | &nbsp;&nbsp; 4.875% |  | 227000 | &nbsp;&nbsp; 219187 |
| 02/12/2034 | &nbsp;&nbsp; 3.500% |  | 200000 | &nbsp;&nbsp; 173452 |
| 02/09/2035 | &nbsp;&nbsp; 6.350% |  | 200000 | &nbsp;&nbsp; 210705 |
| 09/22/2035 | &nbsp;&nbsp; 5.625% |  | 420000 | &nbsp;&nbsp; 416184 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **1019528** |
| **New Zealand 0.8%** | **New Zealand 0.8%** | **New Zealand 0.8%** | **New Zealand 0.8%** | **New Zealand 0.8%** |
| New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond | New Zealand Government Bond |
| 05/15/2026 | &nbsp;&nbsp; 0.500% | NZD | 845000 | &nbsp;&nbsp; 480807 |
| 05/15/2028 | &nbsp;&nbsp; 0.250% | NZD | 395000 | &nbsp;&nbsp; 211229 |
| 05/15/2032 | &nbsp;&nbsp; 2.000% | NZD | 585000 | &nbsp;&nbsp; 298946 |
| 05/15/2034 | &nbsp;&nbsp; 4.250% | NZD | 1865000 | &nbsp;&nbsp; 1077291 |
| 05/15/2035 | &nbsp;&nbsp; 4.500% | NZD | 446000 | &nbsp;&nbsp; 260688 |
| 05/15/2036 | &nbsp;&nbsp; 4.250% | NZD | 248000 | &nbsp;&nbsp; 140958 |
| 05/15/2041 | &nbsp;&nbsp; 1.750% | NZD | 1020000 | &nbsp;&nbsp; 391664 |
| New Zealand Government Bond<sup>(a)</sup>  | New Zealand Government Bond<sup>(a)</sup>  | New Zealand Government Bond<sup>(a)</sup>  | New Zealand Government Bond<sup>(a)</sup>  | New Zealand Government Bond<sup>(a)</sup>  |
| 04/14/2033 | &nbsp;&nbsp; 3.500% | NZD | 1350000 | &nbsp;&nbsp; 748129 |
| New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond | New Zealand Local Government Funding Agency Bond |
| 08/01/2028 | &nbsp;&nbsp; 4.700% | AUD | 295000 | &nbsp;&nbsp; 195015 |
| 04/14/2033 | &nbsp;&nbsp; 3.500% | NZD | 352000 | &nbsp;&nbsp; 190974 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3995701** |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** | **Foreign Government Obligations**<sup>(g),(o)</sup> **(continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>|  | **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Norway 0.4%** | **Norway 0.4%** | **Norway 0.4%** | **Norway 0.4%** | **Norway 0.4%** |
| Norway Government Bond<sup>(a)</sup>  | Norway Government Bond<sup>(a)</sup>  | Norway Government Bond<sup>(a)</sup>  | Norway Government Bond<sup>(a)</sup>  | Norway Government Bond<sup>(a)</sup>  |
| 09/17/2031 | &nbsp;&nbsp; 1.250% | NOK | 4695000 | &nbsp;&nbsp; 401472 |
| 05/18/2032 | &nbsp;&nbsp; 2.125% | NOK | 11195000 | &nbsp;&nbsp; 994511 |
| 08/15/2033 | &nbsp;&nbsp; 3.000% | NOK | 970000 | &nbsp;&nbsp; 89769 |
| 06/12/2035 | &nbsp;&nbsp; 3.750% | NOK | 6485000 | &nbsp;&nbsp; 625580 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2111332** |
| **Philippines 0.8%** | **Philippines 0.8%** | **Philippines 0.8%** | **Philippines 0.8%** | **Philippines 0.8%** |
| Philippine Government Bond | Philippine Government Bond | Philippine Government Bond | Philippine Government Bond | Philippine Government Bond |
| 02/28/2029 | &nbsp;&nbsp; 6.250% | PHP | 18900000 | &nbsp;&nbsp; 330614 |
| 05/19/2029 | &nbsp;&nbsp; 6.500% | PHP | 49480000 | &nbsp;&nbsp; 872780 |
| 07/27/2030 | &nbsp;&nbsp; 6.375% | PHP | 47150000 | &nbsp;&nbsp; 830420 |
| 09/15/2032 | &nbsp;&nbsp; 6.750% | PHP | 30240000 | &nbsp;&nbsp; 546336 |
| 04/28/2035 | &nbsp;&nbsp; 6.375% | PHP | 17560000 | &nbsp;&nbsp; 310133 |
| 09/30/2035 | &nbsp;&nbsp; 8.000% | PHP | 9720000 | &nbsp;&nbsp; 191033 |
| Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond | Philippine Government International Bond |
| 05/17/2027 | &nbsp;&nbsp; 0.875% | EUR | 535000 | &nbsp;&nbsp; 605396 |
| 01/14/2036 | &nbsp;&nbsp; 6.250% | PHP | 10000000 | &nbsp;&nbsp; 169031 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **3855743** |
| **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** | **Qatar 0.1%** |
| Qatar Government International Bond<sup>(a)</sup>  | Qatar Government International Bond<sup>(a)</sup>  | Qatar Government International Bond<sup>(a)</sup>  | Qatar Government International Bond<sup>(a)</sup>  | Qatar Government International Bond<sup>(a)</sup>  |
| 03/14/2049 | &nbsp;&nbsp; 4.817% |  | 280000 | &nbsp;&nbsp; 270455 |
| **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** | **Romania 0.1%** |
| Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  | Romanian Government International Bond<sup>(a)</sup>  |
| 03/24/2035 | &nbsp;&nbsp; 5.750% |  | 90000 | &nbsp;&nbsp; 88272 |
| 03/24/2035 | &nbsp;&nbsp; 5.750% |  | 64000 | &nbsp;&nbsp; 62772 |
| 05/16/2036 | &nbsp;&nbsp; 6.625% |  | 206000 | &nbsp;&nbsp; 212656 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **363700** |
| **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** | **South Africa 0.1%** |
| 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 |
| 04/20/2032 | &nbsp;&nbsp; 5.875% |  | 250000 | &nbsp;&nbsp; 257752 |
| **United Arab Emirates 0.0%** | **United Arab Emirates 0.0%** | **United Arab Emirates 0.0%** | **United Arab Emirates 0.0%** | **United Arab Emirates 0.0%** |
| Abu Dhabi Government International Bond<sup>(a)</sup>  | Abu Dhabi Government International Bond<sup>(a)</sup>  | Abu Dhabi Government International Bond<sup>(a)</sup>  | Abu Dhabi Government International Bond<sup>(a)</sup>  | Abu Dhabi Government International Bond<sup>(a)</sup>  |
| 04/16/2050 | &nbsp;&nbsp; 3.875% |  | 200000 | &nbsp;&nbsp; 164974 |
| **United Kingdom 0.4%** | **United Kingdom 0.4%** | **United Kingdom 0.4%** | **United Kingdom 0.4%** | **United Kingdom 0.4%** |
| United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  | United Kingdom Gilt<sup>(a)</sup>  |
| 03/07/2027 | &nbsp;&nbsp; 3.750% | GBP | 595000 | &nbsp;&nbsp; 787659 |
| 07/22/2029 | &nbsp;&nbsp; 4.125% | GBP | 317000 | &nbsp;&nbsp; 423921 |
| 10/22/2031 | &nbsp;&nbsp; 4.000% | GBP | 80000 | &nbsp;&nbsp; 105675 |
| 01/31/2033 | &nbsp;&nbsp; 3.250% | GBP | 300000 | &nbsp;&nbsp; 373816 |
| 07/31/2034 | &nbsp;&nbsp; 4.250% | GBP | 300000 | &nbsp;&nbsp; 393373 |
| **Total** | **Total** | **Total** | **Total** | &nbsp;&nbsp; **2084444** |
| &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $39,405,335) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $39,405,335) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $39,405,335) | &nbsp;&nbsp; Total Foreign Government Obligations <br>(Cost $39,405,335) | &nbsp;&nbsp; **39177591** |

---

---

| | | | |
|:---|:---|:---|:---|
| **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** | **Municipal Bonds 0.1%** |
| **Issue Description** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount ($)**<br>| **Value ($)** |
| **Airport 0.0%** | **Airport 0.0%** | **Airport 0.0%** | **Airport 0.0%** |
| County of Miami-Dade Aviation | County of Miami-Dade Aviation | County of Miami-Dade Aviation | County of Miami-Dade Aviation |
| Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds | Refunding Revenue Bonds |
| Taxable | Taxable | Taxable | Taxable |
| Series 2020B | Series 2020B | Series 2020B | Series 2020B |
| 10/01/2035 | &nbsp;&nbsp; 2.857% | 85000 | &nbsp;&nbsp; 73844 |
| **Local General Obligation 0.0%** | **Local General Obligation 0.0%** | **Local General Obligation 0.0%** | **Local General Obligation 0.0%** |
| Medina Valley Independent School District | Medina Valley Independent School District | Medina Valley Independent School District | Medina Valley Independent School District |
| Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds | Unlimited General Obligation Bonds |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 02/15/2050 | &nbsp;&nbsp; 4.750% | 75000 | &nbsp;&nbsp; 76764 |
| **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 |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Subordinated Series 2025E | Subordinated Series 2025E | Subordinated Series 2025E | Subordinated Series 2025E |
| 11/01/2053 | &nbsp;&nbsp; 5.000% | 205000 | &nbsp;&nbsp; 211978 |
| New York State Thruway Authority | New York State Thruway Authority | New York State Thruway Authority | New York State Thruway Authority |
| Revenue Bonds | Revenue Bonds | Revenue Bonds | Revenue Bonds |
| Series 2025 | Series 2025 | Series 2025 | Series 2025 |
| 03/15/2059 | &nbsp;&nbsp; 5.000% | 140000 | &nbsp;&nbsp; 145017 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **356995** |
| &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $506,065) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $506,065) | &nbsp;&nbsp; Total Municipal Bonds <br>(Cost $506,065) | &nbsp;&nbsp; **507603** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Preferred Stocks 0.8%** | **Preferred Stocks 0.8%** | **Preferred Stocks 0.8%** | **Preferred Stocks 0.8%** |
| **Issuer** |  | **Shares** | **Value ($)** |
| **Financials 0.8%** | **Financials 0.8%** | **Financials 0.8%** | **Financials 0.8%** |
| **Banks 0.8%** | **Banks 0.8%** | **Banks 0.8%** | **Banks 0.8%** |
| Bank of Hawaii Corp.<sup>(i)</sup> <br>| &nbsp;&nbsp; 8.000% | &nbsp;&nbsp; 11850 | &nbsp;&nbsp; 314855 |
| Citizens Financial Group, Inc.<sup>(l)</sup> <br>| &nbsp;&nbsp; 6.500% | &nbsp;&nbsp; 31975 | &nbsp;&nbsp; 813444 |
| Comerica, Inc.<sup>(l)</sup> <br>| &nbsp;&nbsp; 6.875% | &nbsp;&nbsp; 27575 | &nbsp;&nbsp; 711435 |
| First Busey Corp. | &nbsp;&nbsp; 8.250% | &nbsp;&nbsp; 12125 | &nbsp;&nbsp; 308824 |
| Huntington Bancshares, Inc. | &nbsp;&nbsp; 4.500% | &nbsp;&nbsp; 25 | &nbsp;&nbsp; 430 |
| Live Oak Bancshares, Inc. | &nbsp;&nbsp; 8.375% | &nbsp;&nbsp; 9100 | &nbsp;&nbsp; 232649 |
| UMB Financial Corp.<sup>(l)</sup> <br>| &nbsp;&nbsp; 7.750% | &nbsp;&nbsp; 18525 | &nbsp;&nbsp; 495173 |
| WesBanco, Inc.<sup>(l)</sup> <br>| &nbsp;&nbsp; 7.375% | &nbsp;&nbsp; 26425 | &nbsp;&nbsp; 681236 |
| Wintrust Financial Corp.<sup>(l)</sup> <br>| &nbsp;&nbsp; 7.875% | &nbsp;&nbsp; 10275 | &nbsp;&nbsp; 269822 |
| Total |  |  | &nbsp;&nbsp; 3827868 |
| **Total Financials** | **Total Financials** | **Total Financials** | &nbsp;&nbsp; **3827868** |
| &nbsp;&nbsp; Total Preferred Stocks <br>(Cost $3,696,693) | &nbsp;&nbsp; Total Preferred Stocks <br>(Cost $3,696,693) | &nbsp;&nbsp; Total Preferred Stocks <br>(Cost $3,696,693) | &nbsp;&nbsp; **3827868** |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

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

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency 10.6%** | **Residential Mortgage-Backed Securities - Agency 10.6%** | **Residential Mortgage-Backed Securities - Agency 10.6%** | **Residential Mortgage-Backed Securities - Agency 10.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Fannie Mae Interest Strip<sup>(f)</sup>  | Fannie Mae Interest Strip<sup>(f)</sup>  | Fannie Mae Interest Strip<sup>(f)</sup>  | Fannie Mae Interest Strip<sup>(f)</sup>  |
| CMO Series 427 Class C21 | CMO Series 427 Class C21 | CMO Series 427 Class C21 | CMO Series 427 Class C21 |
| 03/25/2050 | &nbsp;&nbsp; 2.000% | 719591 | &nbsp;&nbsp; 91857 |
| Fannie Mae REMICS<sup>(c),(f)</sup>  | Fannie Mae REMICS<sup>(c),(f)</sup>  | Fannie Mae REMICS<sup>(c),(f)</sup>  | Fannie Mae REMICS<sup>(c),(f)</sup>  |
| CMO Series 2024-98 Class SC | CMO Series 2024-98 Class SC | CMO Series 2024-98 Class SC | CMO Series 2024-98 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.950% <br>Cap 5.950% <br>12/25/2054<br>| &nbsp;&nbsp; 1.878% | 840430 | &nbsp;&nbsp; 88377 |
| CMO Series 2024-98 Class SE | CMO Series 2024-98 Class SE | CMO Series 2024-98 Class SE | CMO Series 2024-98 Class SE |
| &nbsp;&nbsp; 30-day Average SOFR + 5.980% <br>Cap 5.980% <br>12/25/2054<br>| &nbsp;&nbsp; 1.908% | 574879 | &nbsp;&nbsp; 60160 |
| CMO Series 2024-98 Class SG | CMO Series 2024-98 Class SG | CMO Series 2024-98 Class SG | CMO Series 2024-98 Class SG |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 6.000% <br>Cap 6.000% <br>11/25/2054<br>| &nbsp;&nbsp; 1.928% | 654455 | &nbsp;&nbsp; 68791 |
| CMO Series 2025-49 Class SC | CMO Series 2025-49 Class SC | CMO Series 2025-49 Class SC | CMO Series 2025-49 Class SC |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.200% <br>Cap 5.200% <br>06/25/2055<br>| &nbsp;&nbsp; 1.128% | 1526490 | &nbsp;&nbsp; 89172 |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |
| 03/01/2052 | &nbsp;&nbsp; 2.000% | 762092 | &nbsp;&nbsp; 623666 |
| 05/01/2052 | &nbsp;&nbsp; 2.500% | 1225008 | &nbsp;&nbsp; 1047837 |
| &nbsp;&nbsp; 05/01/2052- <br>10/01/2052<br>| &nbsp;&nbsp; 3.000% | 2359641 | &nbsp;&nbsp; 2101114 |
| &nbsp;&nbsp; 08/01/2052- <br>12/01/2052<br>| &nbsp;&nbsp; 4.000% | 2475093 | &nbsp;&nbsp; 2369888 |
| &nbsp;&nbsp; 09/01/2052- <br>10/01/2052<br>| &nbsp;&nbsp; 4.500% | 3519412 | &nbsp;&nbsp; 3461366 |
| &nbsp;&nbsp; 06/01/2053- <br>01/01/2055<br>| &nbsp;&nbsp; 5.000% | 2636606 | &nbsp;&nbsp; 2645651 |
| 02/01/2055 | &nbsp;&nbsp; 5.500% | 390455 | &nbsp;&nbsp; 400424 |
| 02/01/2055 | &nbsp;&nbsp; 6.000% | 521698 | &nbsp;&nbsp; 541852 |
| Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  |
| STRIPS | STRIPS | STRIPS | STRIPS |
| 03/15/2052 | &nbsp;&nbsp; 2.000% | 2621982 | &nbsp;&nbsp; 342646 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |
| &nbsp;&nbsp; 09/01/2051- <br>05/01/2053<br>| &nbsp;&nbsp; 2.500% | 1937295 | &nbsp;&nbsp; 1653795 |
| &nbsp;&nbsp; 12/01/2051- <br>02/01/2052<br>| &nbsp;&nbsp; 2.000% | 2370694 | &nbsp;&nbsp; 1938959 |
| &nbsp;&nbsp; 06/01/2052- <br>02/01/2053<br>| &nbsp;&nbsp; 4.000% | 3144882 | &nbsp;&nbsp; 3013642 |
| &nbsp;&nbsp; 07/01/2052- <br>08/01/2053<br>| &nbsp;&nbsp; 4.500% | 4502795 | &nbsp;&nbsp; 4418686 |
| &nbsp;&nbsp; 02/01/2054- <br>01/01/2055<br>| &nbsp;&nbsp; 5.500% | 5464359 | &nbsp;&nbsp; 5583711 |
| 12/01/2054 | &nbsp;&nbsp; 5.000% | 531098 | &nbsp;&nbsp; 536055 |
| 01/01/2055 | &nbsp;&nbsp; 6.000% | 518426 | &nbsp;&nbsp; 539266 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  | Federal National Mortgage Association<sup>(c)</sup>  |
| CMO Series 2013-5 Class GF | CMO Series 2013-5 Class GF | CMO Series 2013-5 Class GF | CMO Series 2013-5 Class GF |
| &nbsp;&nbsp; 30-day Average SOFR + 1.214% <br>Floor 1.100%, Cap 5.000% <br>10/25/2042<br>| &nbsp;&nbsp; 5.000% | 172298 | &nbsp;&nbsp; 167450 |
| Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  | Federal National Mortgage Association<sup>(f)</sup>  |
| CMO Series 436 Class C32 | CMO Series 436 Class C32 | CMO Series 436 Class C32 | CMO Series 436 Class C32 |
| 10/25/2052 | &nbsp;&nbsp; 2.000% | 1062972 | &nbsp;&nbsp; 138482 |
| STRIPS | STRIPS | STRIPS | STRIPS |
| &nbsp;&nbsp; 11/25/2050- <br>10/25/2052<br>| &nbsp;&nbsp; 2.000% | 5112126 | &nbsp;&nbsp; 652552 |
| Freddie Mac REMICS<sup>(c),(f)</sup>  | Freddie Mac REMICS<sup>(c),(f)</sup>  | Freddie Mac REMICS<sup>(c),(f)</sup>  | Freddie Mac REMICS<sup>(c),(f)</sup>  |
| CMO Series 5468 Class SE | CMO Series 5468 Class SE | CMO Series 5468 Class SE | CMO Series 5468 Class SE |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.350% <br>Cap 5.350% <br>10/25/2054<br>| &nbsp;&nbsp; 1.278% | 1879125 | &nbsp;&nbsp; 147812 |
| CMO Series 5496 Class S | CMO Series 5496 Class S | CMO Series 5496 Class S | CMO Series 5496 Class S |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.900% <br>Cap 5.900% <br>01/25/2055<br>| &nbsp;&nbsp; 1.828% | 2072523 | &nbsp;&nbsp; 141532 |
| CMO Series 5512 Class LS | CMO Series 5512 Class LS | CMO Series 5512 Class LS | CMO Series 5512 Class LS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.896% <br>Cap 5.896% <br>03/25/2055<br>| &nbsp;&nbsp; 1.824% | 2535382 | &nbsp;&nbsp; 171239 |
| CMO Series 5544 Class SD | CMO Series 5544 Class SD | CMO Series 5544 Class SD | CMO Series 5544 Class SD |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.050% <br>Cap 5.050% <br>06/25/2055<br>| &nbsp;&nbsp; 0.978% | 2886464 | &nbsp;&nbsp; 195771 |
| CMO Series 5578 Class SD | CMO Series 5578 Class SD | CMO Series 5578 Class SD | CMO Series 5578 Class SD |
| &nbsp;&nbsp; 30-day Average SOFR + 5.900% <br>Cap 5.900% <br>09/25/2055<br>| &nbsp;&nbsp; 1.828% | 2122237 | &nbsp;&nbsp; 216490 |
| Freddie Mac REMICS<sup>(c)</sup>  | Freddie Mac REMICS<sup>(c)</sup>  | Freddie Mac REMICS<sup>(c)</sup>  | Freddie Mac REMICS<sup>(c)</sup>  |
| CMO Series 5546B Class AS | CMO Series 5546B Class AS | CMO Series 5546B Class AS | CMO Series 5546B Class AS |
| &nbsp;&nbsp; -1.5 x 30-day Average SOFR + <br> 10.500% <br>Cap 10.500% <br>06/25/2055<br>| &nbsp;&nbsp; 4.392% | 281297 | &nbsp;&nbsp; 273321 |
| CMO Series 5547 Class S | CMO Series 5547 Class S | CMO Series 5547 Class S | CMO Series 5547 Class S |
| &nbsp;&nbsp; -1.5 x 30-day Average SOFR + <br> 10.575% <br>Cap 10.575% <br>06/25/2055<br>| &nbsp;&nbsp; 4.467% | 288076 | &nbsp;&nbsp; 280437 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CMO Series 5548B Class S | CMO Series 5548B Class S | CMO Series 5548B Class S | CMO Series 5548B Class S |
| &nbsp;&nbsp; -1.7 x 30-day Average SOFR + <br> 11.667% <br>Cap 11.667% <br>06/25/2055<br>| &nbsp;&nbsp; 4.880% | 284195 | &nbsp;&nbsp; 280171 |
| CMO Series 5549 Class JS | CMO Series 5549 Class JS | CMO Series 5549 Class JS | CMO Series 5549 Class JS |
| &nbsp;&nbsp; -1.5 x 30-day Average SOFR + <br> 10.500% <br>Cap 10.500% <br>06/25/2055<br>| &nbsp;&nbsp; 4.392% | 86880 | &nbsp;&nbsp; 84614 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |
| &nbsp;&nbsp; 08/20/2052- <br>11/20/2052<br>| &nbsp;&nbsp; 4.000% | 338937 | &nbsp;&nbsp; 324267 |
| &nbsp;&nbsp; 11/20/2052- <br>10/20/2054<br>| &nbsp;&nbsp; 4.500% | 2068179 | &nbsp;&nbsp; 2032121 |
| &nbsp;&nbsp; 06/20/2053- <br>02/20/2054<br>| &nbsp;&nbsp; 5.500% | 2135924 | &nbsp;&nbsp; 2168997 |
| Government National Mortgage Association<sup>(p)</sup>  | Government National Mortgage Association<sup>(p)</sup>  | Government National Mortgage Association<sup>(p)</sup>  | Government National Mortgage Association<sup>(p)</sup>  |
| 10/20/2052 | &nbsp;&nbsp; 4.000% | 596720 | &nbsp;&nbsp; 570600 |
| Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  | Government National Mortgage Association<sup>(f)</sup>  |
| CMO Series 2017-136 Class IO | CMO Series 2017-136 Class IO | CMO Series 2017-136 Class IO | CMO Series 2017-136 Class IO |
| 09/20/2047 | &nbsp;&nbsp; 5.000% | 435313 | &nbsp;&nbsp; 90034 |
| CMO Series 2018-63 Class IO | CMO Series 2018-63 Class IO | CMO Series 2018-63 Class IO | CMO Series 2018-63 Class IO |
| 09/20/2047 | &nbsp;&nbsp; 4.000% | 596918 | &nbsp;&nbsp; 112218 |
| Government National Mortgage Association<sup>(c),(f)</sup>  | Government National Mortgage Association<sup>(c),(f)</sup>  | Government National Mortgage Association<sup>(c),(f)</sup>  | Government National Mortgage Association<sup>(c),(f)</sup>  |
| CMO Series 2024-151 Class ES | CMO Series 2024-151 Class ES | CMO Series 2024-151 Class ES | CMO Series 2024-151 Class ES |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>09/20/2054<br>| &nbsp;&nbsp; 1.301% | 1227495 | &nbsp;&nbsp; 71876 |
| CMO Series 2024-154 Class SB | CMO Series 2024-154 Class SB | CMO Series 2024-154 Class SB | CMO Series 2024-154 Class SB |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.400% <br>Cap 5.400% <br>09/20/2054<br>| &nbsp;&nbsp; 1.301% | 1340981 | &nbsp;&nbsp; 87635 |
| CMO Series 2024-160 Class KS | CMO Series 2024-160 Class KS | CMO Series 2024-160 Class KS | CMO Series 2024-160 Class KS |
| &nbsp;&nbsp; -1.0 x 30-day Average SOFR + <br> 5.480% <br>Cap 5.480% <br>10/20/2054<br>| &nbsp;&nbsp; 1.381% | 2684613 | &nbsp;&nbsp; 170501 |
| Government National Mortgage Association TBA<sup>(e)</sup>  | Government National Mortgage Association TBA<sup>(e)</sup>  | Government National Mortgage Association TBA<sup>(e)</sup>  | Government National Mortgage Association TBA<sup>(e)</sup>  |
| 12/20/2053 | &nbsp;&nbsp; 4.500% | 1025000 | &nbsp;&nbsp; 1002358 |
| 12/20/2053 | &nbsp;&nbsp; 5.000% | 2525000 | &nbsp;&nbsp; 2521964 |
| 12/19/2054 | &nbsp;&nbsp; 4.000% | 1150000 | &nbsp;&nbsp; 1090196 |
| 12/18/2055 | &nbsp;&nbsp; 3.500% | 2225000 | &nbsp;&nbsp; 2039438 |
| 12/18/2055 | &nbsp;&nbsp; 5.500% | 1075000 | &nbsp;&nbsp; 1085618 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** | **Residential Mortgage-Backed Securities - Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Uniform Mortgage-Backed Security TBA<sup>(e)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(e)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(e)</sup>  | Uniform Mortgage-Backed Security TBA<sup>(e)</sup>  |
| 12/13/2053 | &nbsp;&nbsp; 2.000% | 75000 | &nbsp;&nbsp; 61010 |
| 12/13/2053 | &nbsp;&nbsp; 4.000% | 1375000 | &nbsp;&nbsp; 1309462 |
| 12/13/2053 | &nbsp;&nbsp; 4.500% | 1125000 | &nbsp;&nbsp; 1101206 |
| 12/13/2053 | &nbsp;&nbsp; 5.000% | 2950000 | &nbsp;&nbsp; 2943734 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $52,126,924) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $52,126,924) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Agency <br>(Cost $52,126,924) | &nbsp;&nbsp; **53150021** |
| **Residential Mortgage-Backed Securities - Non-Agency 12.5%** | **Residential Mortgage-Backed Securities - Non-Agency 12.5%** | **Residential Mortgage-Backed Securities - Non-Agency 12.5%** | **Residential Mortgage-Backed Securities - Non-Agency 12.5%** |
| ABFC Trust<sup>(c)</sup>  | ABFC Trust<sup>(c)</sup>  | ABFC Trust<sup>(c)</sup>  | ABFC Trust<sup>(c)</sup>  |
| CMO Series 2007-WMC1 Class A1A | CMO Series 2007-WMC1 Class A1A | CMO Series 2007-WMC1 Class A1A | CMO Series 2007-WMC1 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 1.364% <br>Floor 1.250% <br>06/25/2037<br>| &nbsp;&nbsp; 5.319% | 549505 | &nbsp;&nbsp; 395678 |
| ACRA Trust<sup>(a),(b)</sup>  | ACRA Trust<sup>(a),(b)</sup>  | ACRA Trust<sup>(a),(b)</sup>  | ACRA Trust<sup>(a),(b)</sup>  |
| CMO Series 2024-NQM1 Class M1A | CMO Series 2024-NQM1 Class M1A | CMO Series 2024-NQM1 Class M1A | CMO Series 2024-NQM1 Class M1A |
| 10/25/2064 | &nbsp;&nbsp; 6.191% | 640000 | &nbsp;&nbsp; 646038 |
| Alternative Loan Trust<sup>(b)</sup>  | Alternative Loan Trust<sup>(b)</sup>  | Alternative Loan Trust<sup>(b)</sup>  | Alternative Loan Trust<sup>(b)</sup>  |
| CMO Series 2005-43 Class 1A | CMO Series 2005-43 Class 1A | CMO Series 2005-43 Class 1A | CMO Series 2005-43 Class 1A |
| 10/25/2035 | &nbsp;&nbsp; 3.914% | 140890 | &nbsp;&nbsp; 126343 |
| Alternative Loan Trust<sup>(c)</sup>  | Alternative Loan Trust<sup>(c)</sup>  | Alternative Loan Trust<sup>(c)</sup>  | Alternative Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-59 Class 1A1 | CMO Series 2005-59 Class 1A1 | CMO Series 2005-59 Class 1A1 | CMO Series 2005-59 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.774% <br>Floor 0.660%, Cap 11.000% <br>11/20/2035<br>| &nbsp;&nbsp; 4.734% | 583277 | &nbsp;&nbsp; 573295 |
| CMO Series 2007-OH3 Class A1B | CMO Series 2007-OH3 Class A1B | CMO Series 2007-OH3 Class A1B | CMO Series 2007-OH3 Class A1B |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 10.000% <br>09/25/2047<br>| &nbsp;&nbsp; 4.509% | 359838 | &nbsp;&nbsp; 345190 |
| American Home Mortgage Investment Trust<sup>(c)</sup>  | American Home Mortgage Investment Trust<sup>(c)</sup>  | American Home Mortgage Investment Trust<sup>(c)</sup>  | American Home Mortgage Investment Trust<sup>(c)</sup>  |
| CMO Series 2005-1 Class 6A | CMO Series 2005-1 Class 6A | CMO Series 2005-1 Class 6A | CMO Series 2005-1 Class 6A |
| &nbsp;&nbsp; 6-month Term SOFR + 2.428% <br>Floor 2.000%, Cap 11.000% <br>06/25/2045<br>| &nbsp;&nbsp; 6.130% | 3932 | &nbsp;&nbsp; 3916 |
| Arroyo Mortgage Trust<sup>(a),(b)</sup>  | Arroyo Mortgage Trust<sup>(a),(b)</sup>  | Arroyo Mortgage Trust<sup>(a),(b)</sup>  | Arroyo Mortgage Trust<sup>(a),(b)</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 |
| 01/25/2049 | &nbsp;&nbsp; 3.805% | 28926 | &nbsp;&nbsp; 28410 |
| Banc of America Funding Trust<sup>(a),(b)</sup>  | Banc of America Funding Trust<sup>(a),(b)</sup>  | Banc of America Funding Trust<sup>(a),(b)</sup>  | Banc of America Funding Trust<sup>(a),(b)</sup>  |
| Subordinated CMO Series 2014-R6 Class 2A13 | Subordinated CMO Series 2014-R6 Class 2A13 | Subordinated CMO Series 2014-R6 Class 2A13 | Subordinated CMO Series 2014-R6 Class 2A13 |
| 07/26/2036 | &nbsp;&nbsp; 4.447% | 268802 | &nbsp;&nbsp; 267823 |
| Bear Stearns Mortgage Funding Trust<sup>(c)</sup>  | Bear Stearns Mortgage Funding Trust<sup>(c)</sup>  | Bear Stearns Mortgage Funding Trust<sup>(c)</sup>  | Bear Stearns Mortgage Funding Trust<sup>(c)</sup>  |
| CMO Series 2006-AR3 Class 1A1 | CMO Series 2006-AR3 Class 1A1 | CMO Series 2006-AR3 Class 1A1 | CMO Series 2006-AR3 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.294% <br>Floor 0.180%, Cap 10.500% <br>10/25/2036<br>| &nbsp;&nbsp; 4.466% | 227180 | &nbsp;&nbsp; 202939 |
| CMO Series 2006-AR4 Class A1 | CMO Series 2006-AR4 Class A1 | CMO Series 2006-AR4 Class A1 | CMO Series 2006-AR4 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.534% <br>Floor 0.420%, Cap 10.500% <br>12/25/2036<br>| &nbsp;&nbsp; 4.489% | 272786 | &nbsp;&nbsp; 270706 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CMO Series 2007-AR3 Class 21A1 | CMO Series 2007-AR3 Class 21A1 | CMO Series 2007-AR3 Class 21A1 | CMO Series 2007-AR3 Class 21A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300%, Cap 10.500% <br>04/25/2037<br>| &nbsp;&nbsp; 4.369% | 244556 | &nbsp;&nbsp; 227418 |
| CMO Series 2007-AR5 Class 2A2 | CMO Series 2007-AR5 Class 2A2 | CMO Series 2007-AR5 Class 2A2 | CMO Series 2007-AR5 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.344% <br>Floor 0.230%, Cap 10.500% <br>06/25/2037<br>| &nbsp;&nbsp; 4.566% | 706909 | &nbsp;&nbsp; 649597 |
| Carrington Mortgage Loan Trust<sup>(c)</sup>  | Carrington Mortgage Loan Trust<sup>(c)</sup>  | Carrington Mortgage Loan Trust<sup>(c)</sup>  | Carrington Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2007-FRE1 Class A3 | CMO Series 2007-FRE1 Class A3 | CMO Series 2007-FRE1 Class A3 | CMO Series 2007-FRE1 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.374% <br>Floor 0.260%, Cap 14.500% <br>02/25/2037<br>| &nbsp;&nbsp; 4.366% | 520571 | &nbsp;&nbsp; 508001 |
| CIM Trust<sup>(a),(b)</sup>  | CIM Trust<sup>(a),(b)</sup>  | CIM Trust<sup>(a),(b)</sup>  | CIM Trust<sup>(a),(b)</sup>  |
| CMO Series 2020-R6 Class A1 | CMO Series 2020-R6 Class A1 | CMO Series 2020-R6 Class A1 | CMO Series 2020-R6 Class A1 |
| 12/25/2060 | &nbsp;&nbsp; 2.250% | 599542 | &nbsp;&nbsp; 542432 |
| 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% | 755824 | &nbsp;&nbsp; 704036 |
| 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% | 473709 | &nbsp;&nbsp; 464299 |
| CIM Trust<sup>(a),(l)</sup>  | CIM Trust<sup>(a),(l)</sup>  | CIM Trust<sup>(a),(l)</sup>  | CIM Trust<sup>(a),(l)</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% | 586731 | &nbsp;&nbsp; 583985 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(b)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(b)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(b)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(b)</sup>  |
| CMO Series 2006-AR2 Class 1A1 | CMO Series 2006-AR2 Class 1A1 | CMO Series 2006-AR2 Class 1A1 | CMO Series 2006-AR2 Class 1A1 |
| 03/25/2036 | &nbsp;&nbsp; 5.701% | 192997 | &nbsp;&nbsp; 143196 |
| Citigroup Mortgage Loan Trust, Inc.<sup>(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(c)</sup>  | Citigroup Mortgage Loan Trust, Inc.<sup>(c)</sup>  |
| CMO Series 2006-WFH3 Class M2 | CMO Series 2006-WFH3 Class M2 | CMO Series 2006-WFH3 Class M2 | CMO Series 2006-WFH3 Class M2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.564% <br>Floor 0.450% <br>10/25/2036<br>| &nbsp;&nbsp; 4.519% | 18914 | &nbsp;&nbsp; 18907 |
| COLT Mortgage Loan Trust<sup>(a),(l)</sup>  | COLT Mortgage Loan Trust<sup>(a),(l)</sup>  | COLT Mortgage Loan Trust<sup>(a),(l)</sup>  | COLT Mortgage Loan Trust<sup>(a),(l)</sup>  |
| CMO Series 2023-1 Class A1 | CMO Series 2023-1 Class A1 | CMO Series 2023-1 Class A1 | CMO Series 2023-1 Class A1 |
| 04/25/2068 | &nbsp;&nbsp; 6.048% | 254104 | &nbsp;&nbsp; 254525 |
| COLT Mortgage Loan Trust<sup>(a),(b)</sup>  | COLT Mortgage Loan Trust<sup>(a),(b)</sup>  | COLT Mortgage Loan Trust<sup>(a),(b)</sup>  | COLT Mortgage Loan Trust<sup>(a),(b)</sup>  |
| CMO Series 2024-7 Class B1 | CMO Series 2024-7 Class B1 | CMO Series 2024-7 Class B1 | CMO Series 2024-7 Class B1 |
| 12/26/2069 | &nbsp;&nbsp; 7.145% | 360000 | &nbsp;&nbsp; 365202 |
| Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  | Connecticut Avenue Securities Trust<sup>(a),(c)</sup>  |
| CMO Series 2021-R01 Class 1B2 | CMO Series 2021-R01 Class 1B2 | CMO Series 2021-R01 Class 1B2 | CMO Series 2021-R01 Class 1B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.000% <br>10/25/2041<br>| &nbsp;&nbsp; 10.072% | 420000 | &nbsp;&nbsp; 434996 |
| CMO Series 2022-R05 Class 2M2 | CMO Series 2022-R05 Class 2M2 | CMO Series 2022-R05 Class 2M2 | CMO Series 2022-R05 Class 2M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.000% <br>04/25/2042<br>| &nbsp;&nbsp; 7.072% | 645000 | &nbsp;&nbsp; 660156 |
| CMO Series 2022-R09 Class 2M1 | CMO Series 2022-R09 Class 2M1 | CMO Series 2022-R09 Class 2M1 | CMO Series 2022-R09 Class 2M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.500% <br>09/25/2042<br>| &nbsp;&nbsp; 6.572% | 68245 | &nbsp;&nbsp; 69093 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CMO Series 2023-R01 Class 1M1 | CMO Series 2023-R01 Class 1M1 | CMO Series 2023-R01 Class 1M1 | CMO Series 2023-R01 Class 1M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.400% <br>12/25/2042<br>| &nbsp;&nbsp; 6.472% | 76896 | &nbsp;&nbsp; 78494 |
| CMO Series 2023-R03 Class 2M2 | CMO Series 2023-R03 Class 2M2 | CMO Series 2023-R03 Class 2M2 | CMO Series 2023-R03 Class 2M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 3.900% <br>04/25/2043<br>| &nbsp;&nbsp; 7.972% | 285000 | &nbsp;&nbsp; 300774 |
| CMO Series 2023-R06 Class 1M2 | CMO Series 2023-R06 Class 1M2 | CMO Series 2023-R06 Class 1M2 | CMO Series 2023-R06 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.700% <br>07/25/2043<br>| &nbsp;&nbsp; 6.772% | 120000 | &nbsp;&nbsp; 123361 |
| CMO Series 2024-R02 Class 1M1 | CMO Series 2024-R02 Class 1M1 | CMO Series 2024-R02 Class 1M1 | CMO Series 2024-R02 Class 1M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.100% <br>Floor 1.100% <br>02/25/2044<br>| &nbsp;&nbsp; 5.172% | 207713 | &nbsp;&nbsp; 207954 |
| CMO Series 2025-R02 Class 1M2 | CMO Series 2025-R02 Class 1M2 | CMO Series 2025-R02 Class 1M2 | CMO Series 2025-R02 Class 1M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.600% <br>Floor 1.600% <br>02/25/2045<br>| &nbsp;&nbsp; 5.672% | 355000 | &nbsp;&nbsp; 355727 |
| CMO Series 2025-R04 Class 1M1 | CMO Series 2025-R04 Class 1M1 | CMO Series 2025-R04 Class 1M1 | CMO Series 2025-R04 Class 1M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.200% <br>05/25/2045<br>| &nbsp;&nbsp; 5.272% | 241092 | &nbsp;&nbsp; 241490 |
| CMO Series 2025-R06 Class 1B1 | CMO Series 2025-R06 Class 1B1 | CMO Series 2025-R06 Class 1B1 | CMO Series 2025-R06 Class 1B1 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.850% <br>09/25/2045<br>| &nbsp;&nbsp; 5.922% | 230000 | &nbsp;&nbsp; 230195 |
| Subordinated CMO Series 2022-R01 Class 1B2 | Subordinated CMO Series 2022-R01 Class 1B2 | Subordinated CMO Series 2022-R01 Class 1B2 | Subordinated CMO Series 2022-R01 Class 1B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.000% <br>12/25/2041<br>| &nbsp;&nbsp; 10.072% | 550000 | &nbsp;&nbsp; 572790 |
| Countrywide Asset-Backed Certificates<sup>(c)</sup>  | Countrywide Asset-Backed Certificates<sup>(c)</sup>  | Countrywide Asset-Backed Certificates<sup>(c)</sup>  | Countrywide Asset-Backed Certificates<sup>(c)</sup>  |
| CMO Series 2007-13 Class 2A1 | CMO Series 2007-13 Class 2A1 | CMO Series 2007-13 Class 2A1 | CMO Series 2007-13 Class 2A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.014% <br>Floor 0.900% <br>10/25/2047<br>| &nbsp;&nbsp; 4.969% | 111328 | &nbsp;&nbsp; 102923 |
| CMO Series 2007-13 Class 2A2 | CMO Series 2007-13 Class 2A2 | CMO Series 2007-13 Class 2A2 | CMO Series 2007-13 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.914% <br>Floor 0.800% <br>10/25/2047<br>| &nbsp;&nbsp; 4.869% | 292826 | &nbsp;&nbsp; 272203 |
| Credit Suisse Mortgage Trust<sup>(a),(l)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(l)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(l)</sup>  | Credit Suisse Mortgage Trust<sup>(a),(l)</sup>  |
| CMO Series 2019-NQM1 Class A1 | CMO Series 2019-NQM1 Class A1 | CMO Series 2019-NQM1 Class A1 | CMO Series 2019-NQM1 Class A1 |
| 10/25/2059 | &nbsp;&nbsp; 3.656% | 5201 | &nbsp;&nbsp; 5156 |
| CSMC Trust<sup>(a),(b)</sup>  | CSMC Trust<sup>(a),(b)</sup>  | CSMC Trust<sup>(a),(b)</sup>  | CSMC Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-RPL4 Class A1 | CMO Series 2021-RPL4 Class A1 | CMO Series 2021-RPL4 Class A1 | CMO Series 2021-RPL4 Class A1 |
| 12/27/2060 | &nbsp;&nbsp; 5.796% | 992131 | &nbsp;&nbsp; 992981 |
| CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  | CWABS Asset-Backed Certificates Trust<sup>(c)</sup>  |
| CMO Series 2004-10 Class MV4 | CMO Series 2004-10 Class MV4 | CMO Series 2004-10 Class MV4 | CMO Series 2004-10 Class MV4 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.689% <br>Floor 1.575% <br>12/25/2034<br>| &nbsp;&nbsp; 5.644% | 654668 | &nbsp;&nbsp; 616790 |
| Ellington Financial Mortgage Trust<sup>(a),(b)</sup>  | Ellington Financial Mortgage Trust<sup>(a),(b)</sup>  | Ellington Financial Mortgage Trust<sup>(a),(b)</sup>  | Ellington Financial Mortgage Trust<sup>(a),(b)</sup>  |
| CMO Series 2025-INV2 Class B1 | CMO Series 2025-INV2 Class B1 | CMO Series 2025-INV2 Class B1 | CMO Series 2025-INV2 Class B1 |
| 05/26/2070 | &nbsp;&nbsp; 7.479% | 500000 | &nbsp;&nbsp; 508325 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CMO Series 2025-NQM3 Class M1B | CMO Series 2025-NQM3 Class M1B | CMO Series 2025-NQM3 Class M1B | CMO Series 2025-NQM3 Class M1B |
| 08/25/2070 | &nbsp;&nbsp; 6.451% | 520000 | &nbsp;&nbsp; 525271 |
| Fannie Mae Connecticut Avenue Securities<sup>(a),(c)</sup>  | Fannie Mae Connecticut Avenue Securities<sup>(a),(c)</sup>  | Fannie Mae Connecticut Avenue Securities<sup>(a),(c)</sup>  | Fannie Mae Connecticut Avenue Securities<sup>(a),(c)</sup>  |
| Subordinated CMO Series 2021-R02 Class 2B2 | Subordinated CMO Series 2021-R02 Class 2B2 | Subordinated CMO Series 2021-R02 Class 2B2 | Subordinated CMO Series 2021-R02 Class 2B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.200% <br>11/25/2041<br>| &nbsp;&nbsp; 10.272% | 80000 | &nbsp;&nbsp; 83167 |
| Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  | Federal Home Loan Mortgage Corp.<sup>(f)</sup>  |
| CMO Series 2023-400 Class C9 | CMO Series 2023-400 Class C9 | CMO Series 2023-400 Class C9 | CMO Series 2023-400 Class C9 |
| 03/25/2052 | &nbsp;&nbsp; 2.000% | 452501 | &nbsp;&nbsp; 60780 |
| FIGRE Trust<sup>(a),(b)</sup>  | FIGRE Trust<sup>(a),(b)</sup>  | FIGRE Trust<sup>(a),(b)</sup>  | FIGRE Trust<sup>(a),(b)</sup>  |
| CMO Series 2025-HE5 Class C | CMO Series 2025-HE5 Class C | CMO Series 2025-HE5 Class C | CMO Series 2025-HE5 Class C |
| 08/25/2055 | &nbsp;&nbsp; 5.686% | 935366 | &nbsp;&nbsp; 941151 |
| FIGRE Trust<sup>(a),(b),(p)</sup>  | FIGRE Trust<sup>(a),(b),(p)</sup>  | FIGRE Trust<sup>(a),(b),(p)</sup>  | FIGRE Trust<sup>(a),(b),(p)</sup>  |
| CMO Series 2025-HE8 Class C | CMO Series 2025-HE8 Class C | CMO Series 2025-HE8 Class C | CMO Series 2025-HE8 Class C |
| 11/25/2055 | &nbsp;&nbsp; 5.456% | 760000 | &nbsp;&nbsp; 760745 |
| First Franklin Mortgage Loan Trust<sup>(c)</sup>  | First Franklin Mortgage Loan Trust<sup>(c)</sup>  | First Franklin Mortgage Loan Trust<sup>(c)</sup>  | First Franklin Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-FF9 Class 2A4 | CMO Series 2006-FF9 Class 2A4 | CMO Series 2006-FF9 Class 2A4 | CMO Series 2006-FF9 Class 2A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500% <br>06/25/2036<br>| &nbsp;&nbsp; 4.569% | 1200000 | &nbsp;&nbsp; 1135906 |
| First NLC Trust<sup>(c)</sup>  | First NLC Trust<sup>(c)</sup>  | First NLC Trust<sup>(c)</sup>  | First NLC Trust<sup>(c)</sup>  |
| CMO Series 2005-4 Class A4 | CMO Series 2005-4 Class A4 | CMO Series 2005-4 Class A4 | CMO Series 2005-4 Class A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.894% <br>Floor 0.780%, Cap 14.000% <br>02/25/2036<br>| &nbsp;&nbsp; 4.849% | 131560 | &nbsp;&nbsp; 129953 |
| Flagstar Mortgage Trust<sup>(a),(b)</sup>  | Flagstar Mortgage Trust<sup>(a),(b)</sup>  | Flagstar Mortgage Trust<sup>(a),(b)</sup>  | Flagstar Mortgage Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-5INV Class A5 | CMO Series 2021-5INV Class A5 | CMO Series 2021-5INV Class A5 | CMO Series 2021-5INV Class A5 |
| 07/25/2051 | &nbsp;&nbsp; 2.500% | 911744 | &nbsp;&nbsp; 827104 |
| Freddie Mac STACR Remic Trust<sup>(a),(c)</sup>  | Freddie Mac STACR Remic Trust<sup>(a),(c)</sup>  | Freddie Mac STACR Remic Trust<sup>(a),(c)</sup>  | Freddie Mac STACR Remic Trust<sup>(a),(c)</sup>  |
| CMO Series 2025-HQA1 Class M1 | CMO Series 2025-HQA1 Class M1 | CMO Series 2025-HQA1 Class M1 | CMO Series 2025-HQA1 Class M1 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.150% <br>02/25/2045<br>| &nbsp;&nbsp; 5.222% | 236552 | &nbsp;&nbsp; 236340 |
| 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 + 1.650% <br>02/25/2045<br>| &nbsp;&nbsp; 5.722% | 260000 | &nbsp;&nbsp; 260499 |
| Freddie Mac STACR REMIC Trust<sup>(a),(c)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(c)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(c)</sup>  | Freddie Mac STACR REMIC Trust<sup>(a),(c)</sup>  |
| CMO Series 2022-DNA3 Class M1A | CMO Series 2022-DNA3 Class M1A | CMO Series 2022-DNA3 Class M1A | CMO Series 2022-DNA3 Class M1A |
| &nbsp;&nbsp; 30-day Average SOFR + 2.000% <br>04/25/2042<br>| &nbsp;&nbsp; 6.072% | 57766 | &nbsp;&nbsp; 58361 |
| CMO Series 2022-DNA4 Class M1A | CMO Series 2022-DNA4 Class M1A | CMO Series 2022-DNA4 Class M1A | CMO Series 2022-DNA4 Class M1A |
| &nbsp;&nbsp; 30-day Average SOFR + 2.200% <br>05/25/2042<br>| &nbsp;&nbsp; 6.272% | 180432 | &nbsp;&nbsp; 182543 |
| CMO Series 2022-DNA4 Class M1B | CMO Series 2022-DNA4 Class M1B | CMO Series 2022-DNA4 Class M1B | CMO Series 2022-DNA4 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + 3.350% <br>05/25/2042<br>| &nbsp;&nbsp; 7.422% | 285000 | &nbsp;&nbsp; 293725 |
| CMO Series 2022-DNA7 Class M1A | CMO Series 2022-DNA7 Class M1A | CMO Series 2022-DNA7 Class M1A | CMO Series 2022-DNA7 Class M1A |
| &nbsp;&nbsp; 30-day Average SOFR + 2.500% <br>03/25/2052<br>| &nbsp;&nbsp; 6.572% | 41557 | &nbsp;&nbsp; 41965 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| CMO Series 2022-HQA1 Class M1B | CMO Series 2022-HQA1 Class M1B | CMO Series 2022-HQA1 Class M1B | CMO Series 2022-HQA1 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + 3.500% <br>03/25/2042<br>| &nbsp;&nbsp; 7.572% | 280000 | &nbsp;&nbsp; 287535 |
| CMO Series 2022-HQA3 Class M1B | CMO Series 2022-HQA3 Class M1B | CMO Series 2022-HQA3 Class M1B | CMO Series 2022-HQA3 Class M1B |
| &nbsp;&nbsp; 30-day Average SOFR + 3.550% <br>08/25/2042<br>| &nbsp;&nbsp; 7.622% | 345000 | &nbsp;&nbsp; 360305 |
| CMO Series 2024-HQA1 Class M2 | CMO Series 2024-HQA1 Class M2 | CMO Series 2024-HQA1 Class M2 | CMO Series 2024-HQA1 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 2.000% <br>03/25/2044<br>| &nbsp;&nbsp; 6.072% | 670000 | &nbsp;&nbsp; 675107 |
| CMO Series 2025-DNA4 Class M2 | CMO Series 2025-DNA4 Class M2 | CMO Series 2025-DNA4 Class M2 | CMO Series 2025-DNA4 Class M2 |
| &nbsp;&nbsp; 30-day Average SOFR + 1.550% <br>10/25/2045<br>| &nbsp;&nbsp; 5.622% | 195000 | &nbsp;&nbsp; 195155 |
| Subordinated CMO Series 2021-HQA3 Class B2 | Subordinated CMO Series 2021-HQA3 Class B2 | Subordinated CMO Series 2021-HQA3 Class B2 | Subordinated CMO Series 2021-HQA3 Class B2 |
| &nbsp;&nbsp; 30-day Average SOFR + 6.250% <br>09/25/2041<br>| &nbsp;&nbsp; 10.322% | 425000 | &nbsp;&nbsp; 439067 |
| Subordinated CMO Series 2022-DNA6 Class M1A | Subordinated CMO Series 2022-DNA6 Class M1A | Subordinated CMO Series 2022-DNA6 Class M1A | Subordinated CMO Series 2022-DNA6 Class M1A |
| &nbsp;&nbsp; 30-day Average SOFR + 2.150% <br>09/25/2042<br>| &nbsp;&nbsp; 6.222% | 110234 | &nbsp;&nbsp; 110851 |
| Fremont Home Loan Trust<sup>(c)</sup>  | Fremont Home Loan Trust<sup>(c)</sup>  | Fremont Home Loan Trust<sup>(c)</sup>  | Fremont Home Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-D Class M1 | CMO Series 2005-D Class M1 | CMO Series 2005-D Class M1 | CMO Series 2005-D Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.729% <br>Floor 0.615% <br>11/25/2035<br>| &nbsp;&nbsp; 4.684% | 613996 | &nbsp;&nbsp; 573045 |
| GCAT Trust<sup>(a),(b)</sup>  | GCAT Trust<sup>(a),(b)</sup>  | GCAT Trust<sup>(a),(b)</sup>  | GCAT Trust<sup>(a),(b)</sup>  |
| CMO Series 2019-RPL1 Class B2 | CMO Series 2019-RPL1 Class B2 | CMO Series 2019-RPL1 Class B2 | CMO Series 2019-RPL1 Class B2 |
| 10/25/2068 | &nbsp;&nbsp; 3.750% | 700000 | &nbsp;&nbsp; 614884 |
| GE-WMC Asset-Backed Pass-Through Certificates<sup>(c)</sup>  | GE-WMC Asset-Backed Pass-Through Certificates<sup>(c)</sup>  | GE-WMC Asset-Backed Pass-Through Certificates<sup>(c)</sup>  | GE-WMC Asset-Backed Pass-Through Certificates<sup>(c)</sup>  |
| CMO Series 2005-1 Class M1 | CMO Series 2005-1 Class M1 | CMO Series 2005-1 Class M1 | CMO Series 2005-1 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.774% <br>Floor 0.660% <br>10/25/2035<br>| &nbsp;&nbsp; 4.729% | 71668 | &nbsp;&nbsp; 71115 |
| GMACM Mortgage Loan Trust<sup>(b)</sup>  | GMACM Mortgage Loan Trust<sup>(b)</sup>  | GMACM Mortgage Loan Trust<sup>(b)</sup>  | GMACM Mortgage Loan Trust<sup>(b)</sup>  |
| CMO Series 2006-AR1 Class 1A1 | CMO Series 2006-AR1 Class 1A1 | CMO Series 2006-AR1 Class 1A1 | CMO Series 2006-AR1 Class 1A1 |
| 04/19/2036 | &nbsp;&nbsp; 3.757% | 351200 | &nbsp;&nbsp; 290813 |
| GS Mortgage-Backed Securities Corp. Trust<sup>(a),(b)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(a),(b)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(a),(b)</sup>  | GS Mortgage-Backed Securities Corp. Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-PJ4 Class A4 | CMO Series 2021-PJ4 Class A4 | CMO Series 2021-PJ4 Class A4 | CMO Series 2021-PJ4 Class A4 |
| 09/25/2051 | &nbsp;&nbsp; 2.500% | 557564 | &nbsp;&nbsp; 465544 |
| 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 2020-RPL1 Class M2 | CMO Series 2020-RPL1 Class M2 | CMO Series 2020-RPL1 Class M2 | CMO Series 2020-RPL1 Class M2 |
| 07/25/2059 | &nbsp;&nbsp; 3.769% | 800000 | &nbsp;&nbsp; 716872 |
| GSAMP Trust<sup>(c)</sup>  | GSAMP Trust<sup>(c)</sup>  | GSAMP Trust<sup>(c)</sup>  | GSAMP Trust<sup>(c)</sup>  |
| CMO Series 2005-WMC3 Class A2C | CMO Series 2005-WMC3 Class A2C | CMO Series 2005-WMC3 Class A2C | CMO Series 2005-WMC3 Class A2C |
| &nbsp;&nbsp; 1-month Term SOFR + 0.774% <br>Floor 0.660% <br>12/25/2035<br>| &nbsp;&nbsp; 4.729% | 384899 | &nbsp;&nbsp; 378462 |
| CMO Series 2007-FM2 Class A1 | CMO Series 2007-FM2 Class A1 | CMO Series 2007-FM2 Class A1 | CMO Series 2007-FM2 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.254% <br>Floor 0.140% <br>01/25/2037<br>| &nbsp;&nbsp; 4.246% | 676607 | &nbsp;&nbsp; 423332 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  | HarborView Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2007-6 Class 1A1A | CMO Series 2007-6 Class 1A1A | CMO Series 2007-6 Class 1A1A | CMO Series 2007-6 Class 1A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.314% <br>Floor 0.200%, Cap 10.500% <br>08/19/2037<br>| &nbsp;&nbsp; 4.346% | 397936 | &nbsp;&nbsp; 346930 |
| Home Equity Asset Trust<sup>(c)</sup>  | Home Equity Asset Trust<sup>(c)</sup>  | Home Equity Asset Trust<sup>(c)</sup>  | Home Equity Asset Trust<sup>(c)</sup>  |
| Series 2005-2 Class M6 | Series 2005-2 Class M6 | Series 2005-2 Class M6 | Series 2005-2 Class M6 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.314% <br>Floor 1.200% <br>07/25/2035<br>| &nbsp;&nbsp; 5.269% | 462111 | &nbsp;&nbsp; 461513 |
| HomeBanc Mortgage Trust<sup>(c)</sup>  | HomeBanc Mortgage Trust<sup>(c)</sup>  | HomeBanc Mortgage Trust<sup>(c)</sup>  | HomeBanc Mortgage Trust<sup>(c)</sup>  |
| CMO Series 2005-3 Class M4 | CMO Series 2005-3 Class M4 | CMO Series 2005-3 Class M4 | CMO Series 2005-3 Class M4 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.119% <br>Floor 1.005%, Cap 11.500% <br>07/25/2035<br>| &nbsp;&nbsp; 5.111% | 571970 | &nbsp;&nbsp; 576099 |
| HOMES Trust<sup>(a),(b)</sup>  | HOMES Trust<sup>(a),(b)</sup>  | HOMES Trust<sup>(a),(b)</sup>  | HOMES Trust<sup>(a),(b)</sup>  |
| CMO Series 2025-AFC3 Class M1 | CMO Series 2025-AFC3 Class M1 | CMO Series 2025-AFC3 Class M1 | CMO Series 2025-AFC3 Class M1 |
| 08/25/2060 | &nbsp;&nbsp; 5.821% | 650000 | &nbsp;&nbsp; 650097 |
| Homeward Opportunities Fund Trust<sup>(a),(l)</sup>  | Homeward Opportunities Fund Trust<sup>(a),(l)</sup>  | Homeward Opportunities Fund Trust<sup>(a),(l)</sup>  | Homeward Opportunities Fund Trust<sup>(a),(l)</sup>  |
| CMO Series 2025-RRTL2 Class A2 | CMO Series 2025-RRTL2 Class A2 | CMO Series 2025-RRTL2 Class A2 | CMO Series 2025-RRTL2 Class A2 |
| 09/25/2040 | &nbsp;&nbsp; 5.658% | 360000 | &nbsp;&nbsp; 362074 |
| HSI Asset Securitization Corp. Trust<sup>(c)</sup>  | HSI Asset Securitization Corp. Trust<sup>(c)</sup>  | HSI Asset Securitization Corp. Trust<sup>(c)</sup>  | HSI Asset Securitization Corp. Trust<sup>(c)</sup>  |
| CMO Series 2005-I1 Class 2A4 | CMO Series 2005-I1 Class 2A4 | CMO Series 2005-I1 Class 2A4 | CMO Series 2005-I1 Class 2A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.894% <br>Floor 0.780% <br>11/25/2035<br>| &nbsp;&nbsp; 4.849% | 368421 | &nbsp;&nbsp; 348776 |
| CMO Series 2006-HE2 Class 1A | CMO Series 2006-HE2 Class 1A | CMO Series 2006-HE2 Class 1A | CMO Series 2006-HE2 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.374% <br>Floor 0.260% <br>12/25/2036<br>| &nbsp;&nbsp; 4.329% | 1077096 | &nbsp;&nbsp; 402929 |
| Impac CMB Trust<sup>(c)</sup>  | Impac CMB Trust<sup>(c)</sup>  | Impac CMB Trust<sup>(c)</sup>  | Impac CMB Trust<sup>(c)</sup>  |
| CMO Series 2004-8 Class 2A1 (FGIC) | CMO Series 2004-8 Class 2A1 (FGIC) | CMO Series 2004-8 Class 2A1 (FGIC) | CMO Series 2004-8 Class 2A1 (FGIC) |
| &nbsp;&nbsp; 1-month Term SOFR + 0.814% <br>Floor 0.700%, Cap 11.000% <br>10/25/2034<br>| &nbsp;&nbsp; 4.769% | 6355 | &nbsp;&nbsp; 6353 |
| Impac Secured Assets Trust<sup>(c)</sup>  | Impac Secured Assets Trust<sup>(c)</sup>  | Impac Secured Assets Trust<sup>(c)</sup>  | Impac Secured Assets Trust<sup>(c)</sup>  |
| CMO Series 2006-5 Class 1A1C | CMO Series 2006-5 Class 1A1C | CMO Series 2006-5 Class 1A1C | CMO Series 2006-5 Class 1A1C |
| &nbsp;&nbsp; 1-month Term SOFR + 0.654% <br>Floor 0.540%, Cap 11.500% <br>02/25/2037<br>| &nbsp;&nbsp; 4.609% | 416386 | &nbsp;&nbsp; 383459 |
| IndyMac INDX Mortgage Loan Trust<sup>(c)</sup>  | IndyMac INDX Mortgage Loan Trust<sup>(c)</sup>  | IndyMac INDX Mortgage Loan Trust<sup>(c)</sup>  | IndyMac INDX Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-AR2 Class 1A1A | CMO Series 2006-AR2 Class 1A1A | CMO Series 2006-AR2 Class 1A1A | CMO Series 2006-AR2 Class 1A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440% <br>04/25/2046<br>| &nbsp;&nbsp; 4.509% | 580456 | &nbsp;&nbsp; 544789 |
| CMO Series 2006-AR2 Class 1A1B | CMO Series 2006-AR2 Class 1A1B | CMO Series 2006-AR2 Class 1A1B | CMO Series 2006-AR2 Class 1A1B |
| &nbsp;&nbsp; 1-month Term SOFR + 0.534% <br>Floor 0.420% <br>04/25/2046<br>| &nbsp;&nbsp; 4.489% | 535090 | &nbsp;&nbsp; 502081 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| JPMorgan Alternative Loan Trust<sup>(c)</sup>  | JPMorgan Alternative Loan Trust<sup>(c)</sup>  | JPMorgan Alternative Loan Trust<sup>(c)</sup>  | JPMorgan Alternative Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-A1 Class 1A1 | CMO Series 2006-A1 Class 1A1 | CMO Series 2006-A1 Class 1A1 | CMO Series 2006-A1 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.574% <br>Floor 0.460%, Cap 11.500% <br>03/25/2036<br>| &nbsp;&nbsp; 4.529% | 186249 | &nbsp;&nbsp; 177920 |
| CMO Series 2007-S1 Class A2 | CMO Series 2007-S1 Class A2 | CMO Series 2007-S1 Class A2 | CMO Series 2007-S1 Class A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.794% <br>Floor 0.680%, Cap 11.500% <br>04/25/2047<br>| &nbsp;&nbsp; 4.749% | 112193 | &nbsp;&nbsp; 108320 |
| JPMorgan Mortgage Acquisition Corp.<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Corp.<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Corp.<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Corp.<sup>(c)</sup>  |
| CMO Series 2005-OPT2 Class M5 | CMO Series 2005-OPT2 Class M5 | CMO Series 2005-OPT2 Class M5 | CMO Series 2005-OPT2 Class M5 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.089% <br>Floor 0.975% <br>12/25/2035<br>| &nbsp;&nbsp; 5.044% | 900000 | &nbsp;&nbsp; 859555 |
| JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  | JPMorgan Mortgage Acquisition Trust<sup>(c)</sup>  |
| CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 | CMO Series 2006-FRE1 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.699% <br>Floor 0.585% <br>05/25/2035<br>| &nbsp;&nbsp; 4.654% | 55959 | &nbsp;&nbsp; 55618 |
| CMO Series 2007-HE1 Class AV4 | CMO Series 2007-HE1 Class AV4 | CMO Series 2007-HE1 Class AV4 | CMO Series 2007-HE1 Class AV4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.394% <br>Floor 0.280% <br>03/25/2047<br>| &nbsp;&nbsp; 4.349% | 1008304 | &nbsp;&nbsp; 966456 |
| Series 2007-CH5 Class M1 | Series 2007-CH5 Class M1 | Series 2007-CH5 Class M1 | Series 2007-CH5 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.384% <br>Floor 0.270% <br>06/25/2037<br>| &nbsp;&nbsp; 4.339% | 297064 | &nbsp;&nbsp; 291142 |
| JPMorgan Mortgage Trust Series<sup>(a),(b)</sup>  | JPMorgan Mortgage Trust Series<sup>(a),(b)</sup>  | JPMorgan Mortgage Trust Series<sup>(a),(b)</sup>  | JPMorgan Mortgage Trust Series<sup>(a),(b)</sup>  |
| CMO Series 2025-CES1 Class A3 | CMO Series 2025-CES1 Class A3 | CMO Series 2025-CES1 Class A3 | CMO Series 2025-CES1 Class A3 |
| 05/25/2055 | &nbsp;&nbsp; 6.067% | 530000 | &nbsp;&nbsp; 537763 |
| Legacy Mortgage Asset Trust<sup>(a),(l)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(l)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(l)</sup>  | Legacy Mortgage Asset Trust<sup>(a),(l)</sup>  |
| CMO Series 2021-GS5 Class A1 | CMO Series 2021-GS5 Class A1 | CMO Series 2021-GS5 Class A1 | CMO Series 2021-GS5 Class A1 |
| 07/25/2067 | &nbsp;&nbsp; 2.250% | 745721 | &nbsp;&nbsp; 746304 |
| Lehman Mortgage Trust | Lehman Mortgage Trust | Lehman Mortgage Trust | Lehman Mortgage Trust |
| CMO Series 2006-1 Class 1A5 | CMO Series 2006-1 Class 1A5 | CMO Series 2006-1 Class 1A5 | CMO Series 2006-1 Class 1A5 |
| 02/25/2036 | &nbsp;&nbsp; 5.500% | 495532 | &nbsp;&nbsp; 232269 |
| Lehman XS Trust<sup>(c)</sup>  | Lehman XS Trust<sup>(c)</sup>  | Lehman XS Trust<sup>(c)</sup>  | Lehman XS Trust<sup>(c)</sup>  |
| CMO Series 2006-15 Class A4 | CMO Series 2006-15 Class A4 | CMO Series 2006-15 Class A4 | CMO Series 2006-15 Class A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.454% <br>Floor 0.340% <br>10/25/2036<br>| &nbsp;&nbsp; 4.409% | 560924 | &nbsp;&nbsp; 515678 |
| CMO Series 2006-2N Class 2A1 | CMO Series 2006-2N Class 2A1 | CMO Series 2006-2N Class 2A1 | CMO Series 2006-2N Class 2A1 |
| &nbsp;&nbsp; 1-year MTA + 1.010% <br>Floor 1.010% <br>02/25/2036<br>| &nbsp;&nbsp; 6.048% | 384449 | &nbsp;&nbsp; 354807 |
| CMO Series 2007-16N Class 2A2 | CMO Series 2007-16N Class 2A2 | CMO Series 2007-16N Class 2A2 | CMO Series 2007-16N Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.814% <br>Floor 1.700% <br>09/25/2047<br>| &nbsp;&nbsp; 5.769% | 413689 | &nbsp;&nbsp; 384791 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Series 2006-19 Class A3 | Series 2006-19 Class A3 | Series 2006-19 Class A3 | Series 2006-19 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.614% <br>Floor 0.500% <br>12/25/2036<br>| &nbsp;&nbsp; 4.569% | 513495 | &nbsp;&nbsp; 491644 |
| Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  | Long Beach Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-10 Class 2A3 | CMO Series 2006-10 Class 2A3 | CMO Series 2006-10 Class 2A3 | CMO Series 2006-10 Class 2A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.434% <br>Floor 0.320% <br>11/25/2036<br>| &nbsp;&nbsp; 4.389% | 1723079 | &nbsp;&nbsp; 515810 |
| CMO Series 2006-4 Class 1A | CMO Series 2006-4 Class 1A | CMO Series 2006-4 Class 1A | CMO Series 2006-4 Class 1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>05/25/2036<br>| &nbsp;&nbsp; 4.369% | 899730 | &nbsp;&nbsp; 476766 |
| Mastr Asset Backed Securities Trust<sup>(c)</sup>  | Mastr Asset Backed Securities Trust<sup>(c)</sup>  | Mastr Asset Backed Securities Trust<sup>(c)</sup>  | Mastr Asset Backed Securities Trust<sup>(c)</sup>  |
| CMO Series 2005-WF1 Class M6 | CMO Series 2005-WF1 Class M6 | CMO Series 2005-WF1 Class M6 | CMO Series 2005-WF1 Class M6 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.104% <br>Floor 0.990% <br>06/25/2035<br>| &nbsp;&nbsp; 5.059% | 561341 | &nbsp;&nbsp; 560584 |
| MFA Trust<sup>(a),(b)</sup>  | MFA Trust<sup>(a),(b)</sup>  | MFA Trust<sup>(a),(b)</sup>  | MFA Trust<sup>(a),(b)</sup>  |
| Subordinated CMO Series 2023-INV2 Class B1 | Subordinated CMO Series 2023-INV2 Class B1 | Subordinated CMO Series 2023-INV2 Class B1 | Subordinated CMO Series 2023-INV2 Class B1 |
| 10/25/2058 | &nbsp;&nbsp; 7.936% | 650000 | &nbsp;&nbsp; 654326 |
| Mill City Mortgage Loan Trust<sup>(a),(b)</sup>  | Mill City Mortgage Loan Trust<sup>(a),(b)</sup>  | Mill City Mortgage Loan Trust<sup>(a),(b)</sup>  | Mill City Mortgage Loan Trust<sup>(a),(b)</sup>  |
| CMO Series 2019-GS1 Class B2 | CMO Series 2019-GS1 Class B2 | CMO Series 2019-GS1 Class B2 | CMO Series 2019-GS1 Class B2 |
| 07/25/2059 | &nbsp;&nbsp; 3.250% | 800000 | &nbsp;&nbsp; 662945 |
| Morgan Stanley ABS Capital I, Inc. Trust<sup>(c)</sup>  | Morgan Stanley ABS Capital I, Inc. Trust<sup>(c)</sup>  | Morgan Stanley ABS Capital I, Inc. Trust<sup>(c)</sup>  | Morgan Stanley ABS Capital I, Inc. Trust<sup>(c)</sup>  |
| CMO Series 2005-WMC1 Class M3 | CMO Series 2005-WMC1 Class M3 | CMO Series 2005-WMC1 Class M3 | CMO Series 2005-WMC1 Class M3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.894% <br>Floor 0.780% <br>01/25/2035<br>| &nbsp;&nbsp; 4.849% | 143150 | &nbsp;&nbsp; 146420 |
| CMO Series 2007-HE2 Class A2B | CMO Series 2007-HE2 Class A2B | CMO Series 2007-HE2 Class A2B | CMO Series 2007-HE2 Class A2B |
| &nbsp;&nbsp; 1-month Term SOFR + 0.204% <br>Floor 0.090% <br>01/25/2037<br>| &nbsp;&nbsp; 4.249% | 1095850 | &nbsp;&nbsp; 506467 |
| CMO Series 2007-NC3 Class A2D | CMO Series 2007-NC3 Class A2D | CMO Series 2007-NC3 Class A2D | CMO Series 2007-NC3 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.374% <br>Floor 0.260% <br>05/25/2037<br>| &nbsp;&nbsp; 4.366% | 566354 | &nbsp;&nbsp; 443646 |
| Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  | Morgan Stanley Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-5AR Class 1M6 | CMO Series 2005-5AR Class 1M6 | CMO Series 2005-5AR Class 1M6 | CMO Series 2005-5AR Class 1M6 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.239% <br>Floor 1.125% <br>09/25/2035<br>| &nbsp;&nbsp; 5.194% | 500000 | &nbsp;&nbsp; 498497 |
| Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(b)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(b)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(b)</sup>  | Morgan Stanley Residential Mortgage Loan Trust<sup>(a),(b)</sup>  |
| CMO Subordinated Series 2025-DSC1 Class B1 | CMO Subordinated Series 2025-DSC1 Class B1 | CMO Subordinated Series 2025-DSC1 Class B1 | CMO Subordinated Series 2025-DSC1 Class B1 |
| 03/25/2070 | &nbsp;&nbsp; 7.022% | 260000 | &nbsp;&nbsp; 262901 |
| NMLT Trust<sup>(a),(b)</sup>  | NMLT Trust<sup>(a),(b)</sup>  | NMLT Trust<sup>(a),(b)</sup>  | NMLT Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-INV1 Class A1 | CMO Series 2021-INV1 Class A1 | CMO Series 2021-INV1 Class A1 | CMO Series 2021-INV1 Class A1 |
| 05/25/2056 | &nbsp;&nbsp; 1.185% | 741771 | &nbsp;&nbsp; 656479 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| 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 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 | CMO Series 2021-NQM2 Class A1 |
| 05/25/2061 | &nbsp;&nbsp; 1.101% | 957808 | &nbsp;&nbsp; 801748 |
| CMO Series 2021-NQM3 Class A1 | CMO Series 2021-NQM3 Class A1 | CMO Series 2021-NQM3 Class A1 | CMO Series 2021-NQM3 Class A1 |
| 07/25/2061 | &nbsp;&nbsp; 1.054% | 1018299 | &nbsp;&nbsp; 842611 |
| Option One Mortgage Loan Trust<sup>(c)</sup>  | Option One Mortgage Loan Trust<sup>(c)</sup>  | Option One Mortgage Loan Trust<sup>(c)</sup>  | Option One Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2007-5 Class 2A2 | CMO Series 2007-5 Class 2A2 | CMO Series 2007-5 Class 2A2 | CMO Series 2007-5 Class 2A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.284% <br>Floor 0.170% <br>05/25/2037<br>| &nbsp;&nbsp; 3.516% | 749703 | &nbsp;&nbsp; 406258 |
| CMO Series 2007-5 Class 2A3 | CMO Series 2007-5 Class 2A3 | CMO Series 2007-5 Class 2A3 | CMO Series 2007-5 Class 2A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.344% <br>Floor 0.230% <br>05/25/2037<br>| &nbsp;&nbsp; 3.516% | 1364905 | &nbsp;&nbsp; 748385 |
| Series 2006-3 Class 1A1 | Series 2006-3 Class 1A1 | Series 2006-3 Class 1A1 | Series 2006-3 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.254% <br>Floor 0.140% <br>02/25/2037<br>| &nbsp;&nbsp; 1.288% | 804798 | &nbsp;&nbsp; 532919 |
| PRKCM Trust<sup>(a),(b)</sup>  | PRKCM Trust<sup>(a),(b)</sup>  | PRKCM Trust<sup>(a),(b)</sup>  | PRKCM Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 | CMO Series 2021-AFC2 Class A1 |
| 11/25/2056 | &nbsp;&nbsp; 2.071% | 882943 | &nbsp;&nbsp; 791503 |
| Subordinated CMO Series 2023-AFC1 Class B1 | Subordinated CMO Series 2023-AFC1 Class B1 | Subordinated CMO Series 2023-AFC1 Class B1 | Subordinated CMO Series 2023-AFC1 Class B1 |
| 02/25/2058 | &nbsp;&nbsp; 7.401% | 547000 | &nbsp;&nbsp; 545777 |
| PRPM LLC<sup>(a),(b)</sup>  | PRPM LLC<sup>(a),(b)</sup>  | PRPM LLC<sup>(a),(b)</sup>  | PRPM LLC<sup>(a),(b)</sup>  |
| CMO Series 2024-RPL1 Class A3 | CMO Series 2024-RPL1 Class A3 | CMO Series 2024-RPL1 Class A3 | CMO Series 2024-RPL1 Class A3 |
| 12/25/2064 | &nbsp;&nbsp; 4.348% | 700000 | &nbsp;&nbsp; 681129 |
| PRPM LLC<sup>(a),(l)</sup>  | PRPM LLC<sup>(a),(l)</sup>  | PRPM LLC<sup>(a),(l)</sup>  | PRPM LLC<sup>(a),(l)</sup>  |
| CMO Series 2025-RCF3 Class A3 | CMO Series 2025-RCF3 Class A3 | CMO Series 2025-RCF3 Class A3 | CMO Series 2025-RCF3 Class A3 |
| 07/25/2055 | &nbsp;&nbsp; 5.250% | 570000 | &nbsp;&nbsp; 568772 |
| RALI Series Trust<sup>(c)</sup>  | RALI Series Trust<sup>(c)</sup>  | RALI Series Trust<sup>(c)</sup>  | RALI Series Trust<sup>(c)</sup>  |
| CMO Series 2006-QA6 Class A3 | CMO Series 2006-QA6 Class A3 | CMO Series 2006-QA6 Class A3 | CMO Series 2006-QA6 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.494% <br>Floor 0.380% <br>07/25/2036<br>| &nbsp;&nbsp; 4.449% | 234398 | &nbsp;&nbsp; 219493 |
| CMO Series 2007-QH6 Class A1 | CMO Series 2007-QH6 Class A1 | CMO Series 2007-QH6 Class A1 | CMO Series 2007-QH6 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.494% <br>Floor 0.380% <br>07/25/2037<br>| &nbsp;&nbsp; 4.449% | 232144 | &nbsp;&nbsp; 218697 |
| RALI Trust<sup>(c)</sup>  | RALI Trust<sup>(c)</sup>  | RALI Trust<sup>(c)</sup>  | RALI Trust<sup>(c)</sup>  |
| CMO Series 2006-QO10 Class A1 | CMO Series 2006-QO10 Class A1 | CMO Series 2006-QO10 Class A1 | CMO Series 2006-QO10 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.434% <br>Floor 0.320% <br>01/25/2037<br>| &nbsp;&nbsp; 4.389% | 486589 | &nbsp;&nbsp; 446015 |
| Series 2007-QO1 Class A1 | Series 2007-QO1 Class A1 | Series 2007-QO1 Class A1 | Series 2007-QO1 Class A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>02/25/2047<br>| &nbsp;&nbsp; 4.369% | 737768 | &nbsp;&nbsp; 687390 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| RAMP Trust<sup>(c)</sup>  | RAMP Trust<sup>(c)</sup>  | RAMP Trust<sup>(c)</sup>  | RAMP Trust<sup>(c)</sup>  |
| CMO Series 2006-RZ2 Class M1 | CMO Series 2006-RZ2 Class M1 | CMO Series 2006-RZ2 Class M1 | CMO Series 2006-RZ2 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.609% <br>Floor 0.495%, Cap 14.000% <br>05/25/2036<br>| &nbsp;&nbsp; 4.564% | 279445 | &nbsp;&nbsp; 277151 |
| RASC Trust<sup>(c)</sup>  | RASC Trust<sup>(c)</sup>  | RASC Trust<sup>(c)</sup>  | RASC Trust<sup>(c)</sup>  |
| Series 2007-KS1 Class A4 | Series 2007-KS1 Class A4 | Series 2007-KS1 Class A4 | Series 2007-KS1 Class A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440%, Cap 14.000% <br>01/25/2037<br>| &nbsp;&nbsp; 4.509% | 890140 | &nbsp;&nbsp; 875149 |
| RCKT Mortgage Trust<sup>(a)</sup>  | RCKT Mortgage Trust<sup>(a)</sup>  | RCKT Mortgage Trust<sup>(a)</sup>  | RCKT Mortgage Trust<sup>(a)</sup>  |
| CMO Series 2024-CES3 Class A2 | CMO Series 2024-CES3 Class A2 | CMO Series 2024-CES3 Class A2 | CMO Series 2024-CES3 Class A2 |
| 05/25/2044 | &nbsp;&nbsp; 6.682% | 570000 | &nbsp;&nbsp; 578736 |
| RCKT Mortgage Trust<sup>(a),(l)</sup>  | RCKT Mortgage Trust<sup>(a),(l)</sup>  | RCKT Mortgage Trust<sup>(a),(l)</sup>  | RCKT Mortgage Trust<sup>(a),(l)</sup>  |
| CMO Series 2024-CES8 Class A2 | CMO Series 2024-CES8 Class A2 | CMO Series 2024-CES8 Class A2 | CMO Series 2024-CES8 Class A2 |
| 11/25/2044 | &nbsp;&nbsp; 5.659% | 670000 | &nbsp;&nbsp; 674742 |
| RFMSI Trust | RFMSI Trust | RFMSI Trust | RFMSI Trust |
| CMO Series 2006-S10 Class 1A1 | CMO Series 2006-S10 Class 1A1 | CMO Series 2006-S10 Class 1A1 | CMO Series 2006-S10 Class 1A1 |
| 10/25/2036 | &nbsp;&nbsp; 6.000% | 446616 | &nbsp;&nbsp; 366416 |
| Saxon Asset Securities Trust<sup>(c)</sup>  | Saxon Asset Securities Trust<sup>(c)</sup>  | Saxon Asset Securities Trust<sup>(c)</sup>  | Saxon Asset Securities Trust<sup>(c)</sup>  |
| Series 2007-2 Class A2D | Series 2007-2 Class A2D | Series 2007-2 Class A2D | Series 2007-2 Class A2D |
| &nbsp;&nbsp; 1-month Term SOFR + 0.414% <br>Floor 0.300% <br>05/25/2047<br>| &nbsp;&nbsp; 4.369% | 497797 | &nbsp;&nbsp; 370813 |
| SG Residential Mortgage Trust<sup>(a),(b)</sup>  | SG Residential Mortgage Trust<sup>(a),(b)</sup>  | SG Residential Mortgage Trust<sup>(a),(b)</sup>  | SG Residential Mortgage Trust<sup>(a),(b)</sup>  |
| CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 | CMO Series 2021-2 Class A1 |
| 12/25/2061 | &nbsp;&nbsp; 1.737% | 723412 | &nbsp;&nbsp; 628092 |
| Soundview Home Loan Trust<sup>(c)</sup>  | Soundview Home Loan Trust<sup>(c)</sup>  | Soundview Home Loan Trust<sup>(c)</sup>  | Soundview Home Loan Trust<sup>(c)</sup>  |
| CMO Series 2006-OPT5 Class 1A1 | CMO Series 2006-OPT5 Class 1A1 | CMO Series 2006-OPT5 Class 1A1 | CMO Series 2006-OPT5 Class 1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.394% <br>Floor 0.280% <br>07/25/2036<br>| &nbsp;&nbsp; 4.349% | 145178 | &nbsp;&nbsp; 142009 |
| Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  | Structured Adjustable Rate Mortgage Loan Trust<sup>(c)</sup>  |
| Series 2007-4 Class 1A2 | Series 2007-4 Class 1A2 | Series 2007-4 Class 1A2 | Series 2007-4 Class 1A2 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.554% <br>Floor 0.440% <br>05/25/2037<br>| &nbsp;&nbsp; 4.509% | 631927 | &nbsp;&nbsp; 595375 |
| Structured Asset Investment Loan Trust<sup>(c)</sup>  | Structured Asset Investment Loan Trust<sup>(c)</sup>  | Structured Asset Investment Loan Trust<sup>(c)</sup>  | Structured Asset Investment Loan Trust<sup>(c)</sup>  |
| CMO Series 2004-6 Class A3 | CMO Series 2004-6 Class A3 | CMO Series 2004-6 Class A3 | CMO Series 2004-6 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.914% <br>Floor 0.800% <br>07/25/2034<br>| &nbsp;&nbsp; 4.869% | 223005 | &nbsp;&nbsp; 233589 |
| Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  | Structured Asset Mortgage Investments II Trust<sup>(c)</sup>  |
| CMO Series 2006-AR7 Class A1A | CMO Series 2006-AR7 Class A1A | CMO Series 2006-AR7 Class A1A | CMO Series 2006-AR7 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.534% <br>Floor 0.420%, Cap 10.500% <br>08/25/2036<br>| &nbsp;&nbsp; 4.526% | 582724 | &nbsp;&nbsp; 491547 |
| CMO Series 2006-AR8 Class A1A | CMO Series 2006-AR8 Class A1A | CMO Series 2006-AR8 Class A1A | CMO Series 2006-AR8 Class A1A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.514% <br>Floor 0.400%, Cap 10.500% <br>10/25/2036<br>| &nbsp;&nbsp; 4.469% | 233936 | &nbsp;&nbsp; 215112 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Structured Asset Securities Corp Mortgage Loan Trust<sup>(c)</sup>  | Structured Asset Securities Corp Mortgage Loan Trust<sup>(c)</sup>  | Structured Asset Securities Corp Mortgage Loan Trust<sup>(c)</sup>  | Structured Asset Securities Corp Mortgage Loan Trust<sup>(c)</sup>  |
| CMO Series 2005-2XS Class M1 | CMO Series 2005-2XS Class M1 | CMO Series 2005-2XS Class M1 | CMO Series 2005-2XS Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.819% <br>Floor 0.705%, Cap 11.000% <br>02/25/2035<br>| &nbsp;&nbsp; 4.811% | 748840 | &nbsp;&nbsp; 717586 |
| Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  | Thornburg Mortgage Securities Trust<sup>(c)</sup>  |
| CMO Series 2004-3 Class A | CMO Series 2004-3 Class A | CMO Series 2004-3 Class A | CMO Series 2004-3 Class A |
| &nbsp;&nbsp; 1-month Term SOFR + 0.854% <br>Floor 0.740%, Cap 11.000% <br>09/25/2034<br>| &nbsp;&nbsp; 4.809% | 242928 | &nbsp;&nbsp; 231407 |
| Towd Point Mortgage Trust<sup>(a),(b)</sup>  | Towd Point Mortgage Trust<sup>(a),(b)</sup>  | Towd Point Mortgage Trust<sup>(a),(b)</sup>  | Towd Point Mortgage Trust<sup>(a),(b)</sup>  |
| CMO Series 2017-4 Class A2 | CMO Series 2017-4 Class A2 | CMO Series 2017-4 Class A2 | CMO Series 2017-4 Class A2 |
| 06/25/2057 | &nbsp;&nbsp; 3.000% | 900000 | &nbsp;&nbsp; 860768 |
| CMO Series 2019-2 Class M1 | CMO Series 2019-2 Class M1 | CMO Series 2019-2 Class M1 | CMO Series 2019-2 Class M1 |
| 12/25/2058 | &nbsp;&nbsp; 3.750% | 275000 | &nbsp;&nbsp; 241946 |
| CMO Series 2024-CES6 Class M1 | CMO Series 2024-CES6 Class M1 | CMO Series 2024-CES6 Class M1 | CMO Series 2024-CES6 Class M1 |
| 11/25/2064 | &nbsp;&nbsp; 6.102% | 620000 | &nbsp;&nbsp; 629266 |
| Series 2018-2 Class M1 | Series 2018-2 Class M1 | Series 2018-2 Class M1 | Series 2018-2 Class M1 |
| 03/25/2058 | &nbsp;&nbsp; 3.500% | 900000 | &nbsp;&nbsp; 860100 |
| Subordinated CMO Series 2017-2 Class B1 | Subordinated CMO Series 2017-2 Class B1 | Subordinated CMO Series 2017-2 Class B1 | Subordinated CMO Series 2017-2 Class B1 |
| 04/25/2057 | &nbsp;&nbsp; 4.153% | 760000 | &nbsp;&nbsp; 735095 |
| Towd Point Mortgage Trust<sup>(a),(c)</sup>  | Towd Point Mortgage Trust<sup>(a),(c)</sup>  | Towd Point Mortgage Trust<sup>(a),(c)</sup>  | Towd Point Mortgage Trust<sup>(a),(c)</sup>  |
| CMO Series 2019-HY3 Class M1 | CMO Series 2019-HY3 Class M1 | CMO Series 2019-HY3 Class M1 | CMO Series 2019-HY3 Class M1 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.614% <br>Floor 1.500% <br>10/25/2059<br>| &nbsp;&nbsp; 5.569% | 650000 | &nbsp;&nbsp; 664814 |
| Verus Securitization Trust<sup>(a),(l)</sup>  | Verus Securitization Trust<sup>(a),(l)</sup>  | Verus Securitization Trust<sup>(a),(l)</sup>  | Verus Securitization Trust<sup>(a),(l)</sup>  |
| CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 | CMO Series 2022-1 Class A1 |
| 01/25/2067 | &nbsp;&nbsp; 2.724% | 123572 | &nbsp;&nbsp; 118886 |
| CMO Series 2023-4 Class A1 | CMO Series 2023-4 Class A1 | CMO Series 2023-4 Class A1 | CMO Series 2023-4 Class A1 |
| 05/25/2068 | &nbsp;&nbsp; 5.811% | 483036 | &nbsp;&nbsp; 483226 |
| CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 | CMO Series 2024-1 Class A1 |
| 01/25/2069 | &nbsp;&nbsp; 5.712% | 54698 | &nbsp;&nbsp; 55056 |
| Verus Securitization Trust<sup>(a),(b)</sup>  | Verus Securitization Trust<sup>(a),(b)</sup>  | Verus Securitization Trust<sup>(a),(b)</sup>  | Verus Securitization Trust<sup>(a),(b)</sup>  |
| Subordinated CMO Series 2023-2 Class B1 | Subordinated CMO Series 2023-2 Class B1 | Subordinated CMO Series 2023-2 Class B1 | Subordinated CMO Series 2023-2 Class B1 |
| 03/25/2068 | &nbsp;&nbsp; 7.422% | 550000 | &nbsp;&nbsp; 551248 |
| Subordinated CMO Series 2024-2 Class B1 | Subordinated CMO Series 2024-2 Class B1 | Subordinated CMO Series 2024-2 Class B1 | Subordinated CMO Series 2024-2 Class B1 |
| 02/25/2069 | &nbsp;&nbsp; 7.864% | 472000 | &nbsp;&nbsp; 479767 |
| WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  | WaMu Asset-Backed Certificates Trust<sup>(c)</sup>  |
| CMO Series 2007-HE1 Class 2A4 | CMO Series 2007-HE1 Class 2A4 | CMO Series 2007-HE1 Class 2A4 | CMO Series 2007-HE1 Class 2A4 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.574% <br>Floor 0.460% <br>01/25/2037<br>| &nbsp;&nbsp; 4.529% | 1006581 | &nbsp;&nbsp; 459395 |
| WaMu Mortgage Pass-Through Certificates<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates<sup>(c)</sup>  |
| CMO Series 2005-AR8 Class 2AC2 | CMO Series 2005-AR8 Class 2AC2 | CMO Series 2005-AR8 Class 2AC2 | CMO Series 2005-AR8 Class 2AC2 |
| &nbsp;&nbsp; 1-month Term SOFR + 1.034% <br>Floor 0.920%, Cap 10.500% <br>07/25/2045<br>| &nbsp;&nbsp; 4.989% | 268551 | &nbsp;&nbsp; 260090 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** | **Residential Mortgage-Backed Securities - Non-Agency (continued)** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  | WaMu Mortgage Pass-Through Certificates Trust<sup>(c)</sup>  |
| CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 | CMO Series 2005-AR15 Class A1A1 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.634% <br>Floor 0.520%, Cap 10.500% <br>11/25/2045<br>| &nbsp;&nbsp; 4.589% | 799895 | &nbsp;&nbsp; 758713 |
| CMO Series 2007-OA4 Class 1A | CMO Series 2007-OA4 Class 1A | CMO Series 2007-OA4 Class 1A | CMO Series 2007-OA4 Class 1A |
| &nbsp;&nbsp; 1-year MTA + 0.770% <br>Floor 0.770% <br>05/25/2047<br>| &nbsp;&nbsp; 4.798% | 463119 | &nbsp;&nbsp; 415401 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Trust<sup>(c)</sup>  | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust<sup>(c)</sup>  | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust<sup>(c)</sup>  | Washington Mutual Mortgage Pass-Through Certificates WMALT Trust<sup>(c)</sup>  |
| CMO Series 2006-AR2 Class A1A | CMO Series 2006-AR2 Class A1A | CMO Series 2006-AR2 Class A1A | CMO Series 2006-AR2 Class A1A |
| &nbsp;&nbsp; 1-year MTA + 0.940% <br>Floor 0.940% <br>04/25/2046<br>| &nbsp;&nbsp; 4.968% | 182701 | &nbsp;&nbsp; 168504 |
| Wells Fargo Home Equity Asset-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Home Equity Asset-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Home Equity Asset-Backed Securities Trust<sup>(c)</sup>  | Wells Fargo Home Equity Asset-Backed Securities Trust<sup>(c)</sup>  |
| CMO Series 2007-1 Class A3 | CMO Series 2007-1 Class A3 | CMO Series 2007-1 Class A3 | CMO Series 2007-1 Class A3 |
| &nbsp;&nbsp; 1-month Term SOFR + 0.754% <br>Floor 0.640% <br>03/25/2037<br>| &nbsp;&nbsp; 4.709% | 900000 | &nbsp;&nbsp; 845039 |
| Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust | Wells Fargo Mortgage Backed Securities Trust |
| CMO Series 2007-7 Class A39 | CMO Series 2007-7 Class A39 | CMO Series 2007-7 Class A39 | CMO Series 2007-7 Class A39 |
| 06/25/2037 | &nbsp;&nbsp; 6.000% | 624096 | &nbsp;&nbsp; 587790 |
| &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $63,130,132) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $63,130,132) | &nbsp;&nbsp; Total Residential Mortgage-Backed Securities - Non-Agency <br>(Cost $63,130,132) | &nbsp;&nbsp; **62990674** |

---

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

---

| | | |
|:---|:---|:---|
| **Rights 0.0%** | **Rights 0.0%** | **Rights 0.0%** |
| **Issuer** | **Shares** | **Value ($)** |
| **Health Care 0.0%** | **Health Care 0.0%** | **Health Care 0.0%** |
| **Biotechnology 0.0%** | **Biotechnology 0.0%** | **Biotechnology 0.0%** |
| Albireo Pharma, Inc., CVR<sup>(h),(i),(j),(q)</sup> <br>| &nbsp;&nbsp; 37853 | &nbsp;&nbsp; 85169 |
| Concert Pharmaceuticals, Inc., CVR<sup>(h),(i),(j),(q)</sup> <br>| &nbsp;&nbsp; 173147 | &nbsp;&nbsp; 51944 |
| Total |  | &nbsp;&nbsp; 137113 |
| **Health Care Equipment & Supplies 0.0%** | **Health Care Equipment & Supplies 0.0%** | **Health Care Equipment & Supplies 0.0%** |
| Abiomed, Inc., CVR<sup>(h),(i),(j),(q)</sup> <br>| &nbsp;&nbsp; 15541 | &nbsp;&nbsp; 24866 |
| **Total Health Care** | **Total Health Care** | &nbsp;&nbsp; **161979** |
| **Materials 0.0%** | **Materials 0.0%** | **Materials 0.0%** |
| **Paper & Forest Products 0.0%** | **Paper & Forest Products 0.0%** | **Paper & Forest Products 0.0%** |
| Resolute Forest Products, Inc.<sup>(h),(i),(j),(q)</sup> <br>| &nbsp;&nbsp; 76222 | &nbsp;&nbsp; 114333 |
| **Total Materials** | **Total Materials** | &nbsp;&nbsp; **114333** |
| &nbsp;&nbsp; Total Rights <br>(Cost $245,563) | &nbsp;&nbsp; Total Rights <br>(Cost $245,563) | &nbsp;&nbsp; **276312** |

---

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

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans 2.9%** | **Senior Loans 2.9%** | **Senior Loans 2.9%** | **Senior Loans 2.9%** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** | **Aerospace & Defense 0.1%** |
| Dynasty Acquisition Co., Inc.<sup>(c),(r)</sup>  | Dynasty Acquisition Co., Inc.<sup>(c),(r)</sup>  | Dynasty Acquisition Co., Inc.<sup>(c),(r)</sup>  | Dynasty Acquisition Co., Inc.<sup>(c),(r)</sup>  |
| Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan | Tranche B1 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>10/31/2031<br>| &nbsp;&nbsp; 5.916% | 146678 | &nbsp;&nbsp; 147020 |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>10/31/2031<br>| &nbsp;&nbsp; 5.916% | 55792 | &nbsp;&nbsp; 55922 |
| TransDigm, Inc.<sup>(c),(r)</sup>  | TransDigm, Inc.<sup>(c),(r)</sup>  | TransDigm, Inc.<sup>(c),(r)</sup>  | TransDigm, Inc.<sup>(c),(r)</sup>  |
| Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan | Tranche J Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>02/28/2031<br>| &nbsp;&nbsp; 6.502% | 148125 | &nbsp;&nbsp; 148334 |
| Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan | Tranche K Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>03/22/2030<br>| &nbsp;&nbsp; 6.252% | 54313 | &nbsp;&nbsp; 54366 |
| Tranche L Term Loan | Tranche L Term Loan | Tranche L Term Loan | Tranche L Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.500% <br>01/19/2032<br>| &nbsp;&nbsp; 6.502% | 148500 | &nbsp;&nbsp; 148731 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **554373** |
| **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** | **Airlines 0.3%** |
| AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(c),(r)</sup>  | AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(c),(r)</sup>  | AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(c),(r)</sup>  | AAdvantage Loyalty IP Ltd./American Airlines, Inc.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.250% <br>04/20/2028<br>| &nbsp;&nbsp; 6.134% | 132584 | &nbsp;&nbsp; 132467 |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>05/28/2032<br>| &nbsp;&nbsp; 7.134% | 353225 | &nbsp;&nbsp; 354196 |
| AS Mileage Plan IP Ltd.<sup>(c),(r)</sup>  | AS Mileage Plan IP Ltd.<sup>(c),(r)</sup>  | AS Mileage Plan IP Ltd.<sup>(c),(r)</sup>  | AS Mileage Plan IP Ltd.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>10/15/2031<br>| &nbsp;&nbsp; 5.634% | 247500 | &nbsp;&nbsp; 248428 |
| JetBlue Airways Corp.<sup>(c),(r)</sup>  | JetBlue Airways Corp.<sup>(c),(r)</sup>  | JetBlue Airways Corp.<sup>(c),(r)</sup>  | JetBlue Airways Corp.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.750% <br>Floor 0.500% <br>08/27/2029<br>| &nbsp;&nbsp; 8.753% | 430650 | &nbsp;&nbsp; 396413 |
| United AirLines, Inc.<sup>(c),(r)</sup>  | United AirLines, Inc.<sup>(c),(r)</sup>  | United AirLines, Inc.<sup>(c),(r)</sup>  | United AirLines, Inc.<sup>(c),(r)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>02/22/2031<br>| &nbsp;&nbsp; 5.954% | 400558 | &nbsp;&nbsp; 401296 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1532800** |
| **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** | **Automotive 0.1%** |
| Clarios Global LP<sup>(c),(r)</sup>  | Clarios Global LP<sup>(c),(r)</sup>  | Clarios Global LP<sup>(c),(r)</sup>  | Clarios Global LP<sup>(c),(r)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.750% <br>01/28/2032<br>| &nbsp;&nbsp; 6.666% | 640000 | &nbsp;&nbsp; 641798 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** | **Building Materials 0.2%** |
| Quikrete Holdings, Inc.<sup>(c),(r)</sup>  | Quikrete Holdings, Inc.<sup>(c),(r)</sup>  | Quikrete Holdings, Inc.<sup>(c),(r)</sup>  | Quikrete Holdings, Inc.<sup>(c),(r)</sup>  |
| Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan | Tranche B3 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.250% <br>02/10/2032<br>| &nbsp;&nbsp; 6.166% | 890525 | &nbsp;&nbsp; 891327 |
| **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** | **Construction Machinery 0.0%** |
| United Rentals North America, Inc.<sup>(c),(r)</sup>  | United Rentals North America, Inc.<sup>(c),(r)</sup>  | United Rentals North America, Inc.<sup>(c),(r)</sup>  | United Rentals North America, Inc.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>02/14/2031<br>| &nbsp;&nbsp; 5.416% | 197000 | &nbsp;&nbsp; 197837 |
| **Electric 0.2%** | **Electric 0.2%** | **Electric 0.2%** | **Electric 0.2%** |
| Long Ridge Energy LLC<sup>(c),(r)</sup>  | Long Ridge Energy LLC<sup>(c),(r)</sup>  | Long Ridge Energy LLC<sup>(c),(r)</sup>  | Long Ridge Energy LLC<sup>(c),(r)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 4.500% <br>02/19/2032<br>| &nbsp;&nbsp; 8.502% | 407950 | &nbsp;&nbsp; 400811 |
| NRG Energy, Inc.<sup>(c),(r)</sup>  | NRG Energy, Inc.<sup>(c),(r)</sup>  | NRG Energy, Inc.<sup>(c),(r)</sup>  | NRG Energy, Inc.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>04/16/2031<br>| &nbsp;&nbsp; 5.593% | 714456 | &nbsp;&nbsp; 715348 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1116159** |
| **Environmental 0.1%** | **Environmental 0.1%** | **Environmental 0.1%** | **Environmental 0.1%** |
| Clean Harbors, Inc.<sup>(c),(r)</sup>  | Clean Harbors, Inc.<sup>(c),(r)</sup>  | Clean Harbors, Inc.<sup>(c),(r)</sup>  | Clean Harbors, Inc.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.500% <br>09/24/2032<br>| &nbsp;&nbsp; 5.416% | 350000 | &nbsp;&nbsp; 352244 |
| **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** | **Food and Beverage 0.1%** |
| Aramark Intermediate HoldCo Corp.<sup>(c),(r)</sup>  | Aramark Intermediate HoldCo Corp.<sup>(c),(r)</sup>  | Aramark Intermediate HoldCo Corp.<sup>(c),(r)</sup>  | Aramark Intermediate HoldCo Corp.<sup>(c),(r)</sup>  |
| Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan | Tranche B8 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>06/22/2030<br>| &nbsp;&nbsp; 5.916% | 270984 | &nbsp;&nbsp; 271477 |
| Tranche B9 Term Loan | Tranche B9 Term Loan | Tranche B9 Term Loan | Tranche B9 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>04/06/2028<br>| &nbsp;&nbsp; 5.666% | 64000 | &nbsp;&nbsp; 64040 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **335517** |
| **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** | **Health Care 0.1%** |
| Medline Borrower LP<sup>(c),(r)</sup>  | Medline Borrower LP<sup>(c),(r)</sup>  | Medline Borrower LP<sup>(c),(r)</sup>  | Medline Borrower LP<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>10/23/2030<br>| &nbsp;&nbsp; 5.916% | 757810 | &nbsp;&nbsp; 758621 |
| **Independent Energy 0.1%** | **Independent Energy 0.1%** | **Independent Energy 0.1%** | **Independent Energy 0.1%** |
| Hilcorp Energy I LP<sup>(c),(r)</sup>  | Hilcorp Energy I LP<sup>(c),(r)</sup>  | Hilcorp Energy I LP<sup>(c),(r)</sup>  | Hilcorp Energy I LP<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.000% <br>02/11/2030<br>| &nbsp;&nbsp; 5.959% | 442775 | &nbsp;&nbsp; 442775 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** | **Leisure 0.1%** |
| Formula One Management Ltd.<sup>(c),(r)</sup>  | Formula One Management Ltd.<sup>(c),(r)</sup>  | Formula One Management Ltd.<sup>(c),(r)</sup>  | Formula One Management Ltd.<sup>(c),(r)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 1.750% <br>Floor 0.500% <br>09/30/2031<br>| &nbsp;&nbsp; 5.752% | 268000 | &nbsp;&nbsp; 268000 |
| **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** | **Lodging 0.2%** |
| Hilton Domestic Operating Co., Inc.<sup>(c),(r)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(r)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(r)</sup>  | Hilton Domestic Operating Co., Inc.<sup>(c),(r)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>11/08/2030<br>| &nbsp;&nbsp; 5.704% | 360000 | &nbsp;&nbsp; 361282 |
| Travel + Leisure Co.<sup>(c),(r)</sup>  | Travel + Leisure Co.<sup>(c),(r)</sup>  | Travel + Leisure Co.<sup>(c),(r)</sup>  | Travel + Leisure Co.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 2.500% <br>Floor 0.500% <br>12/14/2029<br>| &nbsp;&nbsp; 6.416% | 589791 | &nbsp;&nbsp; 591596 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **952878** |
| **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** | **Other Financial Institutions 0.2%** |
| Opal US LLC<sup>(c),(r)</sup>  | Opal US LLC<sup>(c),(r)</sup>  | Opal US LLC<sup>(c),(r)</sup>  | Opal US LLC<sup>(c),(r)</sup>  |
| Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan | Tranche B4 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.000% <br>04/28/2032<br>| &nbsp;&nbsp; 6.902% | 760000 | &nbsp;&nbsp; 764872 |
| TKO Worldwide Holdings LLC<sup>(c),(r)</sup>  | TKO Worldwide Holdings LLC<sup>(c),(r)</sup>  | TKO Worldwide Holdings LLC<sup>(c),(r)</sup>  | TKO Worldwide Holdings LLC<sup>(c),(r)</sup>  |
| Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan | Tranche B5 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 2.000% <br>11/21/2031<br>| &nbsp;&nbsp; 5.868% | 414870 | &nbsp;&nbsp; 416131 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1181003** |
| **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** | **Other Industry 0.2%** |
| AECOM<sup>(c),(r)</sup>  | AECOM<sup>(c),(r)</sup>  | AECOM<sup>(c),(r)</sup>  | AECOM<sup>(c),(r)</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>04/18/2031<br>| &nbsp;&nbsp; 5.666% | 439423 | &nbsp;&nbsp; 442855 |
| Gloves Buyer, Inc.<sup>(c),(r)</sup>  | Gloves Buyer, Inc.<sup>(c),(r)</sup>  | Gloves Buyer, Inc.<sup>(c),(r)</sup>  | Gloves Buyer, Inc.<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 4.000% <br>Floor 0.750% <br>05/21/2032<br>| &nbsp;&nbsp; 7.916% | 485000 | &nbsp;&nbsp; 480238 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **923093** |
| **Packaging 0.1%** | **Packaging 0.1%** | **Packaging 0.1%** | **Packaging 0.1%** |
| Clydesdale Acquisition Holdings, Inc.<sup>(c),(p),(r),(s)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(c),(p),(r),(s)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(c),(p),(r),(s)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(c),(p),(r),(s)</sup>  |
| Delayed Draw Tranche B 1st Lien Term Loan | Delayed Draw Tranche B 1st Lien Term Loan | Delayed Draw Tranche B 1st Lien Term Loan | Delayed Draw Tranche B 1st Lien Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>04/01/2032<br>| &nbsp;&nbsp; 3.250% | 7139 | &nbsp;&nbsp; 7089 |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | |
|:---|:---|:---|:---|
| **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** | **Senior Loans (continued)** |
| **Borrower** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| Clydesdale Acquisition Holdings, Inc.<sup>(c),(r)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(c),(r)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(c),(r)</sup>  | Clydesdale Acquisition Holdings, Inc.<sup>(c),(r)</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 + 3.250% <br>04/01/2032<br>| &nbsp;&nbsp; 7.166% | 420163 | &nbsp;&nbsp; 417171 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **424260** |
| **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** | **Restaurants 0.2%** |
| 1011778 BC ULC<sup>(c),(r)</sup>  | 1011778 BC ULC<sup>(c),(r)</sup>  | 1011778 BC ULC<sup>(c),(r)</sup>  | 1011778 BC ULC<sup>(c),(r)</sup>  |
| Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan | Tranche B6 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>09/20/2030<br>| &nbsp;&nbsp; 5.666% | 751589 | &nbsp;&nbsp; 750461 |
| KFC Holding Co./Yum! Brands<sup>(c),(r)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(r)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(r)</sup>  | KFC Holding Co./Yum! Brands<sup>(c),(r)</sup>  |
| Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan | Tranche B Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 1.750% <br>03/15/2028<br>| &nbsp;&nbsp; 5.827% | 326653 | &nbsp;&nbsp; 327062 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1077523** |
| **Retailers 0.2%** | **Retailers 0.2%** | **Retailers 0.2%** | **Retailers 0.2%** |
| Great Outdoors Group LLC<sup>(c),(r)</sup>  | Great Outdoors Group LLC<sup>(c),(r)</sup>  | Great Outdoors Group LLC<sup>(c),(r)</sup>  | Great Outdoors Group LLC<sup>(c),(r)</sup>  |
| Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan | Tranche B3 Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.250% <br>Floor 0.750% <br>01/23/2032<br>| &nbsp;&nbsp; 7.166% | 937913 | &nbsp;&nbsp; 939788 |
| **Technology 0.4%** | **Technology 0.4%** | **Technology 0.4%** | **Technology 0.4%** |
| CACI International, Inc.<sup>(c),(r)</sup>  | CACI International, Inc.<sup>(c),(r)</sup>  | CACI International, Inc.<sup>(c),(r)</sup>  | CACI International, Inc.<sup>(c),(r)</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>10/30/2031<br>| &nbsp;&nbsp; 5.666% | 610574 | &nbsp;&nbsp; 611722 |
| Clearwater Analytics LLC<sup>(c),(r)</sup>  | Clearwater Analytics LLC<sup>(c),(r)</sup>  | Clearwater Analytics LLC<sup>(c),(r)</sup>  | Clearwater Analytics LLC<sup>(c),(r)</sup>  |
| Term Loan | Term Loan | Term Loan | Term Loan |
| &nbsp;&nbsp; 6-month Term SOFR + 2.250% <br>04/21/2032<br>|  | 430000 | &nbsp;&nbsp; 430000 |
| Cloud Software Group, Inc.<sup>(c),(r)</sup>  | Cloud Software Group, Inc.<sup>(c),(r)</sup>  | Cloud Software Group, Inc.<sup>(c),(r)</sup>  | Cloud Software Group, Inc.<sup>(c),(r)</sup>  |
| Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan | Tranche B2 Term Loan |
| &nbsp;&nbsp; 3-month Term SOFR + 3.250% <br>03/21/2031<br>| &nbsp;&nbsp; 7.252% | 511144 | &nbsp;&nbsp; 509585 |
| Kaseya, Inc.<sup>(c),(r)</sup>  | Kaseya, Inc.<sup>(c),(r)</sup>  | Kaseya, Inc.<sup>(c),(r)</sup>  | Kaseya, Inc.<sup>(c),(r)</sup>  |
| 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan | 1st Lien Term Loan |
| &nbsp;&nbsp; 1-month Term SOFR + 3.000% <br>03/20/2032<br>| &nbsp;&nbsp; 6.916% | 383075 | &nbsp;&nbsp; 383447 |
| **Total** | **Total** | **Total** | &nbsp;&nbsp; **1934754** |
| &nbsp;&nbsp; Total Senior Loans <br>(Cost $14,560,564) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $14,560,564) | &nbsp;&nbsp; Total Senior Loans <br>(Cost $14,560,564) | &nbsp;&nbsp; **14524750** |

---

---

| | | | |
|:---|:---|:---|:---|
| **U.S. Treasury Obligations 2.6%** | **U.S. Treasury Obligations 2.6%** | **U.S. Treasury Obligations 2.6%** | **U.S. Treasury Obligations 2.6%** |
| **Issuer** | **Coupon**<br> **Rate**<br>| **Principal**<br> **Amount** <br> **($)**<br>| **Value ($)** |
| U.S. Treasury | U.S. Treasury | U.S. Treasury | U.S. Treasury |
| 01/31/2027 | &nbsp;&nbsp; 1.500% | 222000 | &nbsp;&nbsp; 216693 |
| 05/31/2027 | &nbsp;&nbsp; 2.625% | 125000 | &nbsp;&nbsp; 123320 |
| 10/31/2030 | &nbsp;&nbsp; 3.625% | 5721000 | &nbsp;&nbsp; 5726810 |
| 05/15/2032 | &nbsp;&nbsp; 2.875% | 220000 | &nbsp;&nbsp; 209069 |
| 08/15/2032 | &nbsp;&nbsp; 2.750% | 1335000 | &nbsp;&nbsp; 1254692 |
| 02/15/2033 | &nbsp;&nbsp; 3.500% | 1320000 | &nbsp;&nbsp; 1294425 |
| 08/15/2035 | &nbsp;&nbsp; 4.250% | 400000 | &nbsp;&nbsp; 407875 |
| 11/15/2035 | &nbsp;&nbsp; 4.000% | 160000 | &nbsp;&nbsp; 159750 |
| 02/15/2042 | &nbsp;&nbsp; 2.375% | 175000 | &nbsp;&nbsp; 131277 |
| 11/15/2042 | &nbsp;&nbsp; 2.750% | 590000 | &nbsp;&nbsp; 462689 |
| 02/15/2049 | &nbsp;&nbsp; 3.000% | 2760000 | &nbsp;&nbsp; 2088113 |
| 02/15/2050 | &nbsp;&nbsp; 2.000% | 620000 | &nbsp;&nbsp; 375003 |
| 08/15/2052 | &nbsp;&nbsp; 3.000% | 95000 | &nbsp;&nbsp; 70166 |
| 02/15/2053 | &nbsp;&nbsp; 3.625% | 500000 | &nbsp;&nbsp; 417188 |
| 11/15/2055 | &nbsp;&nbsp; 4.625% | 63000 | &nbsp;&nbsp; 62547 |
| U.S. Treasury<sup>(e)</sup>  | U.S. Treasury<sup>(e)</sup>  | U.S. Treasury<sup>(e)</sup>  | U.S. Treasury<sup>(e)</sup>  |
| 11/30/2027 | &nbsp;&nbsp; 3.500% | 30000 | &nbsp;&nbsp; 29932 |
| &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $13,374,130) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $13,374,130) | &nbsp;&nbsp; Total U.S. Treasury Obligations <br>(Cost $13,374,130) | &nbsp;&nbsp; **13029549** |

---

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

---

| | | |
|:---|:---|:---|
| **Money Market Funds 24.9%** | **Money Market Funds 24.9%** | **Money Market Funds 24.9%** |
|  | **Shares** | **Value ($)** |
| Columbia Short-Term Cash Fund, 4.061%<sup>(t),(u)</sup> <br>| &nbsp;&nbsp; 125238238 | &nbsp;&nbsp; 125200666 |
| &nbsp;&nbsp; Total Money Market Funds <br>(Cost $125,203,327) | &nbsp;&nbsp; Total Money Market Funds <br>(Cost $125,203,327) | &nbsp;&nbsp; **125200666** |
| **Total Investments in Securities** <br>**(Cost: $491,785,298)** | **Total Investments in Securities** <br>**(Cost: $491,785,298)** | &nbsp;&nbsp; **494234133** |
| **Other Assets & Liabilities, Net** |  | &nbsp;&nbsp; **9110399** |
| **Net Assets** | **Net Assets** | &nbsp;&nbsp; **503344532** |

---

At November 30, 2025, securities and/or cash totaling $18,658,232 were pledged as collateral.

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

**Investments in derivatives** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** | **Forward foreign currency exchange contracts** |
| **Currency to** <br>**be sold**<br>| &nbsp;&nbsp;&nbsp; **Currency to** <br>**be purchased**<br>| **Counterparty** | **Settlement** <br>**date**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Unrealized** <br>**depreciation ($)**<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 233,143 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275,536 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4776 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,769 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834,226 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5163)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 581,989 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791,889 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 21507 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,832,324 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 424,013 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3279)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,143,443 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720,883 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14904 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,077,528 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646,673 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 27779 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,415,568 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,892,560 USD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 26266 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,051,034 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905,270 EUR | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 302 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885,550 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,144,384 SGD | Barclays | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1387)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726,667 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 848,450 USD | Barclays | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4294 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 226,827,943 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 USD | Barclays | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10536)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 845,479 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726,667 EUR | Barclays | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1322)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568,456 USD | BNP Paribas International | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 13824 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 757,610 USD | &nbsp;&nbsp;&nbsp;&nbsp; 116,980,197 JPY | BNY Capital Markets | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7398)<br>|
| &nbsp;&nbsp; 112,960,816 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,500 USD | BNY Capital Markets | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2360)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,890,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 452,127,798 JPY | BNY Capital Markets | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 11266 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 95,438,001 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 625,722 USD | CIBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 13664 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,340,341 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,392,460 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 135 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,629,921 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,879,828 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13082)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900,412 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,184,423 USD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7457)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,089,832 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,665,873 AUD | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,183,400 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,729,850 EUR | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13088)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 799,137 USD | &nbsp;&nbsp;&nbsp;&nbsp; 14,849,977 MXN | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 11002 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,175,634 USD | &nbsp;&nbsp;&nbsp;&nbsp; 11,712,904 NOK | Citi | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18060)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 225,471,153 JPY | Citi | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1829 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,506,315 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 996,215 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9053 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 134,364 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 154,827 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1415)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517,659 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 697,649 USD | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12422 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 296,565 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 255,392 EUR | Citi | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 413 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 142,837,624 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | Deutsche Bank | 12/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2838 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 288,421,814 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | Deutsche Bank | 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3735 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 144,459,850 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | Deutsche Bank | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1673 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 379,176,447 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | Deutsche Bank | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (832)<br>|
| &nbsp;&nbsp; 145,421,616 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | Deutsche Bank | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 994 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 188,346,809 CLP | Deutsche Bank | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2961 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 378,634,483 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | Deutsche Bank | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (654)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 374,422,527 COP | Deutsche Bank | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (466)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,097,893 TWD | Deutsche Bank | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1336)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199,999 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,209,971 TWD | Deutsche Bank | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2234)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,107,917 TWD | Deutsche Bank | 12/18/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1027)<br>|
| &nbsp;&nbsp; 379,108,446 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | Deutsche Bank | 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (733)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,100,980 TWD | Deutsche Bank | 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1251)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 376,459,322 COP | Deutsche Bank | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 146,378,346 KRW | Deutsche Bank | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (218)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 199,999 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,230,095 TWD | Deutsche Bank | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1627)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 92,666,403 CLP | Deutsche Bank | 12/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (120)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,114,385 TWD | Deutsche Bank | 12/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (841)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 53,646,161 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600,001 USD | Deutsche Bank | 12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 672 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 188,382,809 CLP | Deutsche Bank | 12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3056 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 380,667,550 COP | Deutsche Bank | 12/30/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1020 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 80,469,696 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900,002 USD | Deutsche Bank | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1134 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 35,769,863 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,001 USD | Deutsche Bank | 01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 35,860,122 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,001 USD | Deutsche Bank | 01/02/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (533)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,647,325 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,353,279 USD | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (43892)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 990,453 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,303,650 USD | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7418)<br>|

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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; 7,847,528 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788,165 USD | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 12602 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,708,499 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,334,255 USD | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14250 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,323,353 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992,174 GBP | Goldman Sachs | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10007)<br>|
| &nbsp;&nbsp; 113,285,515 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,500 USD | Goldman Sachs | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4444)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 716,688 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 467,143 USD | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2538)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,603,639 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,253,154 USD | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 62734 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 418,476 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 483,974 USD | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2642)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,224,620 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,055,598 EUR | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2862 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 93,785 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 80,088 EUR | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (656)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 143,139 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 108,837 GBP | Goldman Sachs | 01/09/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 929 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,332,196 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,545,705 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 17557 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,628,978 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,922,849 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 31035 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,910,922 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,204,358 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14891)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,881,208 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,167,049 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17693)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 176,454 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 241,006 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 7433 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900,412 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,186,030 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5850)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,530,203 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,752,433 USD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 24962 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,049,327 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905,270 EUR | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2009 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 403,378 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 307,187 GBP | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3247 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,213,875 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,855,744 SGD | HSBC | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7497)<br>|
| &nbsp;&nbsp; 112,889,209 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,500 USD | HSBC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1901)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,536,276 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,180,000 EUR | HSBC | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3806)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 538,062 BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | JPMorgan | 12/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (801)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 541,507 BRL | JPMorgan | 12/02/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1447 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 12,475,139 TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,001 USD | JPMorgan | 12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2540 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 12,288,400 TWD | JPMorgan | 12/04/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8489)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 146,386,382 KRW | JPMorgan | 12/05/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (424)<br>|
| 1,300,667,184 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900,000 USD | JPMorgan | 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 14919 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,099,998 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,613,638,170 KRW | JPMorgan | 12/08/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1946)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 94,507,001 CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | JPMorgan | 12/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1834)<br>|
| 1,878,873,886 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,001 USD | JPMorgan | 12/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 189 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 93,904,571 CLP | JPMorgan | 12/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,940,923,000 COP | JPMorgan | 12/09/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16319 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 230,760,400 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,600,000 USD | JPMorgan | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 20761 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,599,994 USD | &nbsp;&nbsp;&nbsp;&nbsp; 232,149,723 INR | JPMorgan | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5227)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 147,120,381 KRW | JPMorgan | 12/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 138 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 187,874,850 CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | JPMorgan | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2452)<br>|
| &nbsp;&nbsp; 435,289,050 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,900,000 USD | JPMorgan | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 35003 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 5,378,008,645 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,700,000 USD | JPMorgan | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 38533 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 374,936,210 COP | JPMorgan | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (295)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,799,992 USD | &nbsp;&nbsp;&nbsp;&nbsp; 5,589,781,522 KRW | JPMorgan | 12/12/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 5654 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 549,241 CAD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 181 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,427,482 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,500,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2031 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 446,098 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1992)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,751,822 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,875,000 GBP | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 23646 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 20,129,792 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1981)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 12,600,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp; 14,433,717 NZD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 33550 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,200,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,432,499 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9003)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 548,143 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600,000 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 605 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,350,064 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,000,000 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21641)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,336,894 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,125,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18910)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,700,000 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,921,455 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24826)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 394,830 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375,000 GBP | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3878 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132,814 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125,000 GBP | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (209)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 470,085 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2309 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,625,000 CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,018,692 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8335)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,964,469 CNH | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2958)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223,050 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 996 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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; 500,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 813,681 CAD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2078 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 405,355 CAD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 232,795 CHF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 85 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,250,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8,540,321 CHF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (88046)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,500,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,323,145 GBP | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9627 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 192,207,920 HUF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3708 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 90,566,730 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 73 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 89,831,303 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4642)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,400,117 NOK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (595)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,300,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,511,505 PLN | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 456 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,250,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp; 46,474,239 SEK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8503)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,000,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,164,520 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3304 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,250,000 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,607,186 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5552)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 132,926 CHF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 349 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 782,200 CHF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17061)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,042,421 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,700,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55740)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 750,000 GBP | &nbsp;&nbsp;&nbsp;&nbsp; 153,329,885 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9682)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 131,531 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 172,533 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1575)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 38,583,100 HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1172)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 648,759 ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 627,514,146 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,200,000 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 39018 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 684,482,848 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,200,000 CAD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 51233 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 44,710,460 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,000 CAD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (223)<br>|
| &nbsp;&nbsp; 534,632,450 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,750,000 CHF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2482 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 1,042,144,111 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,800,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 53203 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 887,736,224 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,375,000 GBP | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 99360 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 35,066,640 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,000 NZD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4889 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 737,500,000 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,786,396 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 57811 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 24,500,000 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,329,476 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7403)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,463,369 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 125,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 528 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 32,503,437 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,750,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18951)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 49,000,000 NOK | &nbsp;&nbsp;&nbsp;&nbsp; 45,773,546 SEK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 9746 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,027,576 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1957 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,035,710 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1188)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 23,306,796 NZD | &nbsp;&nbsp;&nbsp;&nbsp; 20,200,000 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (149713)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,400,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp; 385,307,384 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (56510)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,100,000 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,037,734 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39864)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,539,251 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1028 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,090,306 PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1279 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,120,791 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 375,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1383)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,683,460 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,000,000 NOK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2340)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,828,331 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 173 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6,655,016 SEK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5489)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,297,914 SGD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,000,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2623)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 78,001,585 TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,800,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15656)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,132,907 TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 222 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 520,109 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800,000 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4073 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,762,672 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,200,000 AUD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10714)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 142,537 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 CAD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 685 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,366,991 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,250,000 CHF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (65536)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 12,000,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 85,113,139 CNH | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 51835 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,080,865 CZK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (108)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,456,135 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,125,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 11451 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,802,106 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,125,000 EUR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12087)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,216,721 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,444,031 GBP | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 18453 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,200,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,391,687,010 HUF | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 30756 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 328,312 ILS | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 828 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,500,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4,798,446 ILS | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26351)<br>|

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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; 560,617 USD | &nbsp;&nbsp;&nbsp;&nbsp; 87,500,000 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 402 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,700,103 USD | &nbsp;&nbsp;&nbsp;&nbsp; 262,500,000 JPY | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17048)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 81,391 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,500,000 MXN | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 459 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,378,055 USD | &nbsp;&nbsp;&nbsp;&nbsp; 98,500,000 MXN | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3254)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,800,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 38,203,152 NOK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24404)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 512,436 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900,000 NZD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4443 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,099,649 PLN | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1281 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,300,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 12,006,092 PLN | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10582)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,300,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 30,963,072 SEK | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17649)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,500,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9,742,492 SGD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 25962 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 12,075,571 ZAR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4997 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,600,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 95,418,838 ZAR | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29248)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 15,409,955 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 900,000 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 335 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,623,271 ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 152,462 USD | JPMorgan | 12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (690)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 456,571 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 539,015 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8776 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 301,877,840 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,400,000 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 26563 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 24,064,966 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,275,526 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (37336)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,673,134 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 265,001 USD | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 818 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,045,052 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905,270 EUR | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6283 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 528,282 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,338,394 NOK | JPMorgan | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (694)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 375,154,209 COP | JPMorgan | 12/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (317)<br>|
| &nbsp;&nbsp; 750,628,800 COP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200,000 USD | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 618 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,453,333 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,694,632 USD | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6319 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 146,264,000 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 296 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 823,915 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,500 AUD | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 91 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 824,828 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,500 AUD | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (434)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 500,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 1,882,740,000 COP | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 12,457,560 TWD | JPMorgan | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3338)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 93,937,430 CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | JPMorgan | 12/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1250)<br>|
| 1,612,314,000 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,100,000 USD | JPMorgan | 12/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 655 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp; 93,892,000 CLP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | JPMorgan | 12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1205)<br>|
| 5,733,274,114 KRW | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,900,000 USD | JPMorgan | 12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10167)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 281,791,000 CLP | JPMorgan | 12/26/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3739 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 232,424,738 INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,600,000 USD | JPMorgan | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3754 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,129,066 TWD | JPMorgan | 12/31/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (397)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100,000 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542,055 BRL | JPMorgan | 01/05/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 768 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,123,477 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,088,916 USD | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 42289 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 957,827 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,298,539 USD | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 30658 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 101,496,658 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 696,159 USD | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 45246 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,760,159 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,612,976 USD | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 27638 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,830,200 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,817,838 AUD | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16160 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,050,154 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905,270 EUR | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1181 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,429,924 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,493,586 NZD | Morgan Stanley | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2304 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,779,316 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,261,928 USD | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12403)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,140,284 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,347,531 USD | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 23262 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 105,180,286 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 688,294 USD | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 13757 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,104,080 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436,075 EUR | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 593,604 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 911,574 AUD | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3696 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,419,510 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,400,150 CAD | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 15649 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,048,601 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905,270 EUR | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2735 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804,144 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 689,714 EUR | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3145)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502,288 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5,027,624 NOK | Royal Bank of Canada | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5413)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726,667 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 847,359 USD | Royal Bank of Canada | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3202 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,660,594 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 AUD | Royal Bank of Canada | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (7152)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,650,701 CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,171,790 USD | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10428)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,189,999 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,527,322 USD | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16033)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp; 11,323,932 MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 601,745 USD | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16032)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7,181,423 NOK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726,093 USD | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16361 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** | **Forward foreign currency exchange contracts (continued)** |
| **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; 1,047,358 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 905,270 EUR | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3978 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,418,828 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,476,550 NZD | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3616 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 57,973 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74,000 SGD | Standard Chartered | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (800)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,660,587 NZD | Standard Chartered | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 7147 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 226,074,622 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 USD | Standard Chartered | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5702)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,657,191 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 AUD | Standard Chartered | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5197)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 436,075 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 503,893 USD | State Street | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2542)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 542,900 USD | &nbsp;&nbsp;&nbsp;&nbsp; 85,256,837 JPY | State Street | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3865 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp; 112,559,901 JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 722,500 USD | State Street | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 213 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,445,000 USD | &nbsp;&nbsp;&nbsp;&nbsp; 226,142,500 JPY | State Street | 12/22/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6137 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,152,373 NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 690,006 USD | TD Securities | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 28124 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 814,961 EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 941,768 USD | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4687)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 658,234 GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 893,359 USD | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 22051 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,390,257 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1,785,914 GBP | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26234)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 670,886 USD | &nbsp;&nbsp;&nbsp;&nbsp; 99,443,956 JPY | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (33137)<br>|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2,634,182 USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3,404,199 SGD | UBS | 12/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4062)<br>|
| Total |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1456589 | &nbsp;&nbsp;&nbsp;&nbsp; (1250694)<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>|
| 3-Month Aluminum | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 143384 | &nbsp;&nbsp;&nbsp;&nbsp; 408 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Aluminum | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 143408 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Aluminum | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 71716 | &nbsp;&nbsp;&nbsp;&nbsp; 388 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Aluminum | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 71779 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (450)<br>|
| 3-Month Aluminum | 33 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2368080 | &nbsp;&nbsp;&nbsp;&nbsp; 4355 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Copper | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 279918 | &nbsp;&nbsp;&nbsp;&nbsp; 12681 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Copper | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 279733 | &nbsp;&nbsp;&nbsp;&nbsp; 11716 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Copper | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 279725 | &nbsp;&nbsp;&nbsp;&nbsp; 9412 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month CORRA | 73 | 06/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 17851238 | &nbsp;&nbsp;&nbsp;&nbsp; 5929 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month CORRA | 34 | 06/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 8314275 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (811)<br>|
| 3-Month Euro Euribor | 41 | 03/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 10042950 | &nbsp;&nbsp;&nbsp;&nbsp; 9688 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Euro Euribor | 19 | 03/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4654050 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11852)<br>|
| 3-Month Euro Euribor | 75 | 06/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 18376875 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (42566)<br>|
| 3-Month Euro Euribor | 11 | 09/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2695275 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2166)<br>|
| 3-Month Euro Euribor | 21 | 12/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5144213 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1228)<br>|
| 3-Month Euro Euribor | 62 | 06/2027 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 15173725 | &nbsp;&nbsp;&nbsp;&nbsp; 1437 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Euro Euribor | 19 | 12/2027 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 4645025 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4228)<br>|
| 3-Month Euro Euribor | 22 | 06/2028 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 5372125 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2287)<br>|
| 3-Month Euro Euribor | 3 | 12/2028 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 731813 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (628)<br>|
| 3-Month Nickel | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 177864 | &nbsp;&nbsp;&nbsp;&nbsp; 2687 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month SOFR | 65 | 12/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 15741375 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month SONIA | 22 | 06/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 5304750 | &nbsp;&nbsp;&nbsp;&nbsp; 1646 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month SONIA | 54 | 06/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 13020750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1620)<br>|
| 3-Month Zinc | 14 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1074014 | &nbsp;&nbsp;&nbsp;&nbsp; 15732 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 98829 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2991)<br>|
| 3-Month Zinc | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 76368 | &nbsp;&nbsp;&nbsp;&nbsp; 1364 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 76375 | &nbsp;&nbsp;&nbsp;&nbsp; 1409 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 152763 | &nbsp;&nbsp;&nbsp;&nbsp; 906 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 49513 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (41)<br>|
| Brazilian Real | 82 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1524790 | &nbsp;&nbsp;&nbsp;&nbsp; 17908 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brazilian Real | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 55785 | &nbsp;&nbsp;&nbsp;&nbsp; 411 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| British Pound | 2 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 165438 | &nbsp;&nbsp;&nbsp;&nbsp; 603 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAC40 Index | 17 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1381590 | &nbsp;&nbsp;&nbsp;&nbsp; 35150 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| CAC40 Index | 14 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1137780 | &nbsp;&nbsp;&nbsp;&nbsp; 17213 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Canadian Government 10-Year Bond | 83 | 03/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 10204020 | &nbsp;&nbsp;&nbsp;&nbsp; 27757 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Canadian Government 10-Year Bond | 69 | 03/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 8482860 | &nbsp;&nbsp;&nbsp;&nbsp; 22984 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** |
| **Description** | **Number of**<br> **contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br> **date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading**<br> **currency**<br>| &nbsp;&nbsp;&nbsp; **Notional**<br> **amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized**<br> **appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized**<br> **depreciation ($)**<br>|
| Canadian Government 10-Year Bond | 8 | 03/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 983520 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (265)<br>|
| Canola | 12 | 01/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 156168 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (82)<br>|
| China Yuan Renminbi | 1 | 12/2025 | CNH | &nbsp;&nbsp;&nbsp;&nbsp; 706250 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (561)<br>|
| Coffee | 1 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 142950 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2740)<br>|
| Coffee | 4 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 571800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (25300)<br>|
| Coffee | 4 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 546000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12347)<br>|
| Copper | 4 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1118812 | &nbsp;&nbsp;&nbsp;&nbsp; 40523 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Copper | 5 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 659000 | &nbsp;&nbsp;&nbsp;&nbsp; 25647 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Copper | 4 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 531750 | &nbsp;&nbsp;&nbsp;&nbsp; 20781 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DAX Index | 1 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 596700 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3264)<br>|
| DAX Index | 2 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1193400 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23021)<br>|
| DJIA Index E-mini | 13 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3103295 | &nbsp;&nbsp;&nbsp;&nbsp; 77303 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DJIA Index E-mini | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 716145 | &nbsp;&nbsp;&nbsp;&nbsp; 5971 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| DJIA Index E-mini | 2 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 477430 | &nbsp;&nbsp;&nbsp;&nbsp; 1492 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ECX Emissions EUA | 16 | 12/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1367040 | &nbsp;&nbsp;&nbsp;&nbsp; 59040 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Energy Select Sector Index E-mini | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 94700 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (321)<br>|
| Euro FX | 21 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3048019 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (60616)<br>|
| Euro FX Micro E-mini | 4 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 58058 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (396)<br>|
| Euro STOXX 50 Index | 35 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1985900 | &nbsp;&nbsp;&nbsp;&nbsp; 61730 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro STOXX 50 Index | 1 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 48080 | &nbsp;&nbsp;&nbsp;&nbsp; 2497 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro STOXX 50 Index | 26 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1475240 | &nbsp;&nbsp;&nbsp;&nbsp; 904 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro STOXX Banks Index | 43 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 523955 | &nbsp;&nbsp;&nbsp;&nbsp; 17054 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro/British Pound | 1 | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 109669 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (782)<br>|
| Euro/Japanese Yen | 1 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 22641250 | &nbsp;&nbsp;&nbsp;&nbsp; 422 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-BTP | 7 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 849590 | &nbsp;&nbsp;&nbsp;&nbsp; 2012 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-BTP | 28 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3398360 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3638)<br>|
| Euro-BTP | 93 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 11287410 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5416)<br>|
| Euro-Bund | 14 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1804320 | &nbsp;&nbsp;&nbsp;&nbsp; 9930 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-OAT | 24 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 2948400 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9839)<br>|
| Feeder Cattle | 1 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 161988 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (202)<br>|
| Financial Select Sector Index E-mini | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 164315 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2036)<br>|
| FTSE 100 Index | 31 | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 3021260 | &nbsp;&nbsp;&nbsp;&nbsp; 90309 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE 100 Index | 17 | 12/2025 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 1656820 | &nbsp;&nbsp;&nbsp;&nbsp; 63677 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE China A50 Index | 99 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1491534 | &nbsp;&nbsp;&nbsp;&nbsp; 25015 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE China A50 Index | 116 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1747656 | &nbsp;&nbsp;&nbsp;&nbsp; 22251 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE China A50 Index | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 45198 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (104)<br>|
| FTSE Taiwan Index | 15 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1365150 | &nbsp;&nbsp;&nbsp;&nbsp; 45474 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE Taiwan Index | 14 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1274140 | &nbsp;&nbsp;&nbsp;&nbsp; 45082 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/JSE Top 40 Index | 14 | 12/2025 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; 14509180 | &nbsp;&nbsp;&nbsp;&nbsp; 28744 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/JSE Top 40 Index | 8 | 12/2025 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; 8290960 | &nbsp;&nbsp;&nbsp;&nbsp; 22734 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/JSE Top 40 Index | 1 | 12/2025 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp; 1036370 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (78)<br>|
| FTSE/MIB Index | 2 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 434050 | &nbsp;&nbsp;&nbsp;&nbsp; 17160 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/MIB Index | 5 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1085125 | &nbsp;&nbsp;&nbsp;&nbsp; 16260 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/MIB Index | 5 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1085125 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2874)<br>|
| FTSE/MIB Index Mini | 6 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 260430 | &nbsp;&nbsp;&nbsp;&nbsp; 5731 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FTSE/MIB Index Mini | 1 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 43405 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (75)<br>|
| Gas Oil | 9 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 602775 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38634)<br>|
| Gas Oil | 26 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1741350 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (132357)<br>|
| Gas Oil | 8 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 528400 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16733)<br>|
| Gas Oil | 10 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 651500 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (19710)<br>|
| Gas Oil | 8 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 514000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (23533)<br>|
| Gold | 4 | 08/2026 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 85516000 | &nbsp;&nbsp;&nbsp;&nbsp; 38313 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gold | 5 | 10/2026 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 107240000 | &nbsp;&nbsp;&nbsp;&nbsp; 41442 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gold 100 oz. | 8 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3403920 | &nbsp;&nbsp;&nbsp;&nbsp; 126329 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gold 100 oz. | 6 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2552940 | &nbsp;&nbsp;&nbsp;&nbsp; 62260 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gold 100 oz. | 2 | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 856960 | &nbsp;&nbsp;&nbsp;&nbsp; 30136 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Gold E-micro | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 85098 | &nbsp;&nbsp;&nbsp;&nbsp; 3068 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Hard Red Winter Wheat | 11 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 290125 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1238)<br>|

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** |
| **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>|
| Hard Red Winter Wheat | 3 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 80850 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1382)<br>|
| IBEX 35 Index | 12 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1965876 | &nbsp;&nbsp;&nbsp;&nbsp; 59209 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IBEX 35 Index | 6 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 982938 | &nbsp;&nbsp;&nbsp;&nbsp; 37780 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IBEX 35 Index | 2 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 32765 | &nbsp;&nbsp;&nbsp;&nbsp; 805 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| ICE NYSE Fang + Index | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 83318 | &nbsp;&nbsp;&nbsp;&nbsp; 2938 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IFSC Nifty 50 Index | 37 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1952638 | &nbsp;&nbsp;&nbsp;&nbsp; 5410 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| IFSC Nifty 50 Index | 19 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1002706 | &nbsp;&nbsp;&nbsp;&nbsp; 3393 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Industrials Select Sector Index | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 154970 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2451)<br>|
| Japanese Yen | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 80131 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (46)<br>|
| KLCI Index | 6 | 12/2025 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; 487050 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (237)<br>|
| KOSPI 200 Index Mini | 4 | 12/2025 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; 111180000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3762)<br>|
| Lean Hogs | 13 | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 503100 | &nbsp;&nbsp;&nbsp;&nbsp; 11761 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | 9 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 784260 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (9808)<br>|
| Long Gilt | 23 | 03/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; 2106340 | &nbsp;&nbsp;&nbsp;&nbsp; 23181 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Mexican Peso | 150 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4092750 | &nbsp;&nbsp;&nbsp;&nbsp; 98297 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Mexican Peso | 4 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 109140 | &nbsp;&nbsp;&nbsp;&nbsp; 1428 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI EAFE Index | 32 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4510240 | &nbsp;&nbsp;&nbsp;&nbsp; 61371 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI EAFE Index E-mini | 14 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1973230 | &nbsp;&nbsp;&nbsp;&nbsp; 18975 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Emerging Markets Index | 36 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2479680 | &nbsp;&nbsp;&nbsp;&nbsp; 68115 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Emerging Markets Index | 26 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1790880 | &nbsp;&nbsp;&nbsp;&nbsp; 2673 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Singapore Index | 43 | 12/2025 | SGD | &nbsp;&nbsp;&nbsp;&nbsp; 1905545 | &nbsp;&nbsp;&nbsp;&nbsp; 7674 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| MSCI Singapore Index | 22 | 12/2025 | SGD | &nbsp;&nbsp;&nbsp;&nbsp; 974930 | &nbsp;&nbsp;&nbsp;&nbsp; 4410 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NASDAQ 100 Index E-mini | 6 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3057840 | &nbsp;&nbsp;&nbsp;&nbsp; 101840 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NASDAQ 100 Index E-mini | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1528920 | &nbsp;&nbsp;&nbsp;&nbsp; 14195 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| NASDAQ 100 Index E-mini | 2 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1019280 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13313)<br>|
| NASDAQ 100 Index Micro E-mini | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 50964 | &nbsp;&nbsp;&nbsp;&nbsp; 762 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Natural Gas | 4 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 194000 | &nbsp;&nbsp;&nbsp;&nbsp; 5263 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Natural Gas | 2 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 88360 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (673)<br>|
| Natural Gas | 2 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 76460 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1313)<br>|
| Natural Gas | 4 | 09/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 164120 | &nbsp;&nbsp;&nbsp;&nbsp; 963 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nikkei 225 Index | 5 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 251250000 | &nbsp;&nbsp;&nbsp;&nbsp; 193277 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nikkei 225 Index | 10 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 251525000 | &nbsp;&nbsp;&nbsp;&nbsp; 118999 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nikkei 225 Index | 2 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 100500000 | &nbsp;&nbsp;&nbsp;&nbsp; 77858 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Nikkei 225 Index | 13 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 65325000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3755)<br>|
| Nikkei 225 Index | 2 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 502450 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5204)<br>|
| Nikkei 225 Index Mini | 12 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 60300000 | &nbsp;&nbsp;&nbsp;&nbsp; 11841 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Norwegian Krone | 7 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1383200 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (39768)<br>|
| NY Harbor ULSD Heat Oil | 7 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 677111 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29122)<br>|
| NY Harbor ULSD Heat Oil | 17 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1644413 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (145543)<br>|
| NY Harbor ULSD Heat Oil | 5 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 476448 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (24201)<br>|
| NY Harbor ULSD Heat Oil | 5 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 468762 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21399)<br>|
| NY Harbor ULSD Heat Oil | 5 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 459501 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30299)<br>|
| NY Harbor ULSD Heat Oil | 4 | 11/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 359050 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6307)<br>|
| OMXS30 Index | 57 | 12/2025 | SEK | &nbsp;&nbsp;&nbsp;&nbsp; 15925800 | &nbsp;&nbsp;&nbsp;&nbsp; 56812 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Palladium | 3 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 451890 | &nbsp;&nbsp;&nbsp;&nbsp; 19006 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Palladium | 1 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 150630 | &nbsp;&nbsp;&nbsp;&nbsp; 4878 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Platinum | 8 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 674000 | &nbsp;&nbsp;&nbsp;&nbsp; 87749 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Platinum | 5 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 421250 | &nbsp;&nbsp;&nbsp;&nbsp; 13906 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Platinum | 2 | 08/2026 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 7755000 | &nbsp;&nbsp;&nbsp;&nbsp; 3854 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Platinum | 5 | 10/2026 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 19437500 | &nbsp;&nbsp;&nbsp;&nbsp; 8875 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Primary Aluminum | 39 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2802238 | &nbsp;&nbsp;&nbsp;&nbsp; 62888 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Rapeseed | 10 | 04/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 239375 | &nbsp;&nbsp;&nbsp;&nbsp; 93 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| RBOB Gasoline | 13 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 994539 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (26104)<br>|
| RBOB Gasoline | 10 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 765030 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (36222)<br>|
| RBOB Gasoline | 7 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 534639 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (16997)<br>|
| RBOB Gasoline | 5 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 385665 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (18623)<br>|
| Robusta Coffee | 2 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 91300 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (992)<br>|
| Robusta Coffee | 2 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 88260 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2332)<br>|

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** |
| **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>|
| Rubber | 2 | 05/2026 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 3429000 | &nbsp;&nbsp;&nbsp;&nbsp; 120 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Russell 2000 Index E-mini | 10 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1252550 | &nbsp;&nbsp;&nbsp;&nbsp; 40020 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Russell 2000 Index E-mini | 4 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 501020 | &nbsp;&nbsp;&nbsp;&nbsp; 11259 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Russell 2000 Index Micro E-Mini | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 37577 | &nbsp;&nbsp;&nbsp;&nbsp; 449 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P 500 Index E-mini | 14 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4801650 | &nbsp;&nbsp;&nbsp;&nbsp; 132198 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P 500 Index E-mini | 10 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3429750 | &nbsp;&nbsp;&nbsp;&nbsp; 32460 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P Mid 400 Index E-mini | 3 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 994320 | &nbsp;&nbsp;&nbsp;&nbsp; 516 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P Mid 400 Index E-mini | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 331440 | &nbsp;&nbsp;&nbsp;&nbsp; 272 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P/TSX 60 Index | 22 | 12/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 8103920 | &nbsp;&nbsp;&nbsp;&nbsp; 299211 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| S&P/TSX 60 Index | 10 | 12/2025 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; 3683600 | &nbsp;&nbsp;&nbsp;&nbsp; 123511 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGX TSI Iron Ore China 62% | 52 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 531440 | &nbsp;&nbsp;&nbsp;&nbsp; 6633 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SGX TSI Iron Ore China 62% | 162 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1655640 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5244)<br>|
| Short Term Euro-BTP | 237 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 25630365 | &nbsp;&nbsp;&nbsp;&nbsp; 45362 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Short Term Euro-BTP | 34 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 3676930 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6860)<br>|
| Silver | 6 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1714890 | &nbsp;&nbsp;&nbsp;&nbsp; 190567 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Silver | 3 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 863805 | &nbsp;&nbsp;&nbsp;&nbsp; 100865 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| South African Rand | 147 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4290563 | &nbsp;&nbsp;&nbsp;&nbsp; 93833 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| South African Rand | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 29188 | &nbsp;&nbsp;&nbsp;&nbsp; 198 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 1 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 56888 | &nbsp;&nbsp;&nbsp;&nbsp; 10 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 8 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 455100 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (118)<br>|
| Soybean | 43 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2463900 | &nbsp;&nbsp;&nbsp;&nbsp; 29942 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 16 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 916800 | &nbsp;&nbsp;&nbsp;&nbsp; 3077 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean | 2 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 115525 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (217)<br>|
| Soybean | 8 | 11/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 451400 | &nbsp;&nbsp;&nbsp;&nbsp; 5320 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | 29 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 940180 | &nbsp;&nbsp;&nbsp;&nbsp; 3622 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | 27 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 875340 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3914)<br>|
| Soybean Oil | 12 | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 374760 | &nbsp;&nbsp;&nbsp;&nbsp; 7017 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Oil | 8 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 252240 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Oil | 2 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 63060 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Oil | 4 | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 126816 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (273)<br>|
| Soybean Oil | 7 | 12/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 218568 | &nbsp;&nbsp;&nbsp;&nbsp; 4268 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| SPI 200 Index | 3 | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 646800 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (14881)<br>|
| SPI 200 Index | 10 | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; 2156000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (38556)<br>|
| STOXX 600 Insurance Index | 1 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 24640 | &nbsp;&nbsp;&nbsp;&nbsp; 831 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| STOXX 600 Utilities Index | 7 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 170100 | &nbsp;&nbsp;&nbsp;&nbsp; 18631 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| STOXX Europe 600 Bank Index | 10 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 165000 | &nbsp;&nbsp;&nbsp;&nbsp; 10605 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| STOXX Europe 600 Index | 48 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 1385280 | &nbsp;&nbsp;&nbsp;&nbsp; 40657 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| STOXX Europe 600 Index | 29 | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; 836940 | &nbsp;&nbsp;&nbsp;&nbsp; 22240 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Swedish Krona | 10 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 2120000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (31432)<br>|
| Swiss Franc | 1 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 155900 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Swiss Franc | 10 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1559000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35656)<br>|
| Technology Select Sector Index E-mini | 2 | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 577460 | &nbsp;&nbsp;&nbsp;&nbsp; 9957 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Thai SET50 Index | 40 | 12/2025 | THB | &nbsp;&nbsp;&nbsp;&nbsp; 6600000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3231)<br>|
| TOPIX Index | 9 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 304155000 | &nbsp;&nbsp;&nbsp;&nbsp; 147374 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TOPIX Index | 2 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 67590000 | &nbsp;&nbsp;&nbsp;&nbsp; 20176 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TOPIX Index | 4 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 135180000 | &nbsp;&nbsp;&nbsp;&nbsp; 12451 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TOPIX Index Mini | 14 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 47313000 | &nbsp;&nbsp;&nbsp;&nbsp; 24428 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| TOPIX Index Mini | 8 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 27036000 | &nbsp;&nbsp;&nbsp;&nbsp; 2898 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 30 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3523125 | &nbsp;&nbsp;&nbsp;&nbsp; 32361 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 35 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 4110313 | &nbsp;&nbsp;&nbsp;&nbsp; 8543 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Long Bond | 8 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 939500 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2508)<br>|
| U.S. Treasury 10-Year Note | 72 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 8160750 | &nbsp;&nbsp;&nbsp;&nbsp; 37993 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 73 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 8274094 | &nbsp;&nbsp;&nbsp;&nbsp; 1068 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 10-Year Note | 16 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1813500 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1499)<br>|
| U.S. Treasury 10-Year Note | 11 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1246781 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2724)<br>|
| U.S. Treasury 2-Year Note | 67 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 13993578 | &nbsp;&nbsp;&nbsp;&nbsp; 12217 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 2-Year Note | 16 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 3341750 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (682)<br>|
| U.S. Treasury 2-Year Note | 135 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 28196016 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3208)<br>|

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** | **Long futures contracts (continued)** |
| **Description** | **Number of**<br> **contracts**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Expiration** <br> **date**<br>| &nbsp;&nbsp;&nbsp;&nbsp; **Trading**<br> **currency**<br>| &nbsp;&nbsp;&nbsp; **Notional**<br> **amount**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized**<br> **appreciation ($)**<br>| &nbsp;&nbsp;&nbsp; **Value/Unrealized**<br> **depreciation ($)**<br>|
| U.S. Treasury 5-Year Note | 291 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 31941797 | &nbsp;&nbsp;&nbsp;&nbsp; 100684 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 113 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 12403516 | &nbsp;&nbsp;&nbsp;&nbsp; 2038 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury 5-Year Note | 4 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 439063 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (368)<br>|
| U.S. Treasury 5-Year Note | 10 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1097656 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (508)<br>|
| U.S. Treasury Ultra 10-Year Note | 58 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 6739781 | &nbsp;&nbsp;&nbsp;&nbsp; 38253 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 59 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 6855984 | &nbsp;&nbsp;&nbsp;&nbsp; 11509 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Treasury Ultra 10-Year Note | 3 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 348609 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (603)<br>|
| U.S. Treasury Ultra Bond | 15 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 1814063 | &nbsp;&nbsp;&nbsp;&nbsp; 18543 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | 3 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 80775 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (794)<br>|
| WIG 20 Index | 20 | 12/2025 | PLN | &nbsp;&nbsp;&nbsp;&nbsp; 1204800 | &nbsp;&nbsp;&nbsp;&nbsp; 6150 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Yen Denominated Nikkei 225 Index | 5 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 125575000 | &nbsp;&nbsp;&nbsp;&nbsp; 16688 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Yen Denominated Nikkei 225 Index | 3 | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; 75345000 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8170)<br>|
| Zinc | 8 | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 611054 | &nbsp;&nbsp;&nbsp;&nbsp; 12426 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 4149872 | &nbsp;&nbsp;&nbsp;&nbsp; (1058329)<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>|
| 10-Year Mini Japanese Government Bond | (3) | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (40521000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4324 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 1-Month SOFR | (13) | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (5223710)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 481 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Aluminum | (1) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (71741)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1620)<br>|
| 3-Month Aluminum | 1 | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; 71700 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (179)<br>|
| 3-Month Euro Euribor | (177) | 03/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (43356150)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 12060 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Euro Euribor | (2) | 03/2029 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (487650)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (30)<br>|
| 3-Month Nickel | (17) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1510147)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8429 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Nickel | (2) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (177691)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2738)<br>|
| 3-Month SOFR | (99) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (23871375)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6873)<br>|
| 3-Month Zinc | (2) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (98814)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2495 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | (1) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (49444)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 140 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | (2) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (98925)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 3-Month Zinc | (4) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (197950)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 123 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 90-Day AUD Bank Bill | (118) | 03/2026 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (116936042)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 27435 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| 90-Day AUD Bank Bill | (14) | 12/2026 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (13869362)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2234 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 10-Year Bond | (53) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (5923238)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 29777 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 10-Year Bond | (106) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (11846475)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 20509 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 3-Year Bond | (221) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (23398799)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 49906 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian 3-Year Bond | (218) | 12/2025 | AUD | &nbsp;&nbsp;&nbsp;&nbsp; (23081169)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 46005 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Australian Dollar | (2) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (131060)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (593)<br>|
| Brent Crude | (6) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (374280)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7674 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (62380)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 725 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | (5) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (311900)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2325)<br>|
| Brent Crude | (5) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (311900)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2640)<br>|
| Brent Crude | (6) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (371820)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 9354 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | (3) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (185190)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3947 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Brent Crude | (2) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (123460)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1302)<br>|
| Brent Crude | (4) | 10/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (246520)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8636 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| British Pound | (28) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2316125)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (29596)<br>|
| Canadian Dollar | (120) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (8595000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 60514 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Canadian Dollar | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (71625)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (127)<br>|
| Canadian Government 10-Year Bond | (7) | 03/2026 | CAD | &nbsp;&nbsp;&nbsp;&nbsp; (860580)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2384)<br>|
| Class III Milk | (3) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (91080)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3573 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | (3) | 03/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (122070)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 43524 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | (8) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (440320)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 20286 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | (5) | 03/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (203450)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2426 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | (7) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (385280)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (17766)<br>|
| Cocoa | (5) | 05/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (204100)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 48235 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | (2) | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (110220)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6165 | &nbsp;&nbsp;&nbsp;&nbsp; — |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** |
| **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>|
| Cocoa | (4) | 07/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (163840)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7537 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cocoa | (1) | 07/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (40960)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (588)<br>|
| Consumer Staples Select Sector Index E-mini | (2) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (160160)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3013)<br>|
| Corn | (14) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (313425)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2026)<br>|
| Corn | (37) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (828338)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15658)<br>|
| Corn | (47) | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1071013)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13667)<br>|
| Corn | (41) | 07/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (945563)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3379)<br>|
| Corn | (21) | 12/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (491663)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (6397)<br>|
| Cotton | (24) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (776520)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 9158 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cotton | (7) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (226485)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 403 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Cotton | (26) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (841230)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (230)<br>|
| Cotton | (7) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (226485)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2660)<br>|
| Cotton | (6) | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (197760)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (114)<br>|
| Crude Oil E-mini | (4) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (117100)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2869 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Crude Oil E-mini | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (29275)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (139)<br>|
| Crude Palm Oil | (11) | 01/2026 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; (1122275)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3750 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Crude Palm Oil | (21) | 02/2026 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; (2147250)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8401 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Crude Palm Oil | (17) | 03/2026 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; (1743775)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8070 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Crude Palm Oil | (3) | 03/2026 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; (307725)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 935 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Crude Palm Oil | (1) | 04/2026 | MYR | &nbsp;&nbsp;&nbsp;&nbsp; (102650)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (570)<br>|
| Euro FX | (3) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (435431)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (599)<br>|
| Euro-Bobl | (88) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (10379600)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 522 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bobl | (7) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (825650)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (857)<br>|
| Euro-BTP | (18) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (2184660)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (48186)<br>|
| Euro-Bund | (7) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (902160)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1083 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Bund | (50) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (6444000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3993)<br>|
| Euro-Bund | (10) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (1288800)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5530)<br>|
| Euro-Buxl 30-Year | (17) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (1934600)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5660 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Buxl 30-Year | (2) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (227600)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 774 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Buxl 30-Year | (10) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (1138000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4200)<br>|
| Euro-OAT | (5) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (614250)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (13539)<br>|
| Euro-OAT | (45) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (5528250)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (59929)<br>|
| Euro-Schatz | (132) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (14120700)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3016 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Euro-Schatz | (430) | 12/2025 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (45999250)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2592 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| FCOJ-A | (3) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (70223)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 3158 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Hard Red Winter Wheat | (14) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (369250)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8026 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Indian Rupee | (107) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2388668)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 17958 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Indian Rupee | (2) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (111740)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Indian Rupee | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (22324)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 49 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Japanese 10-Year Government Bond | (8) | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (1081040000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 46031 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Japanese 10-Year Government Bond | (5) | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (675650000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 20332 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Japanese 10-Year Government Bond | (3) | 12/2025 | JPY | &nbsp;&nbsp;&nbsp;&nbsp; (405390000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6527 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Japanese Yen | (109) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (8734306)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 320631 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Korea 3-Year Bond | (393) | 12/2025 | KRW | &nbsp;&nbsp;&nbsp;&nbsp; (41485080000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 72249 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Lean Hogs | (15) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (486000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (10603)<br>|
| Lean Hogs | (15) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (486000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12657)<br>|
| Lean Hogs | (16) | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (543360)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (12046)<br>|
| Live Cattle | (1) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (87140)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 798 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Live Cattle | (1) | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (87820)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1052)<br>|
| Live Cattle | (3) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (257280)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2797)<br>|
| Live Cattle | (2) | 08/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (169020)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (4824)<br>|
| Long Gilt | (29) | 03/2026 | GBP | &nbsp;&nbsp;&nbsp;&nbsp; (2655820)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (35073)<br>|
| Lumber | (2) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (29920)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2265 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Maize | (6) | 03/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (56250)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (104)<br>|
| Milling Wheat | (38) | 03/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (357200)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7329 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Milling Wheat | (49) | 05/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (469175)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 20335 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Milling Wheat | (20) | 09/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (198000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4968 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| New Zealand Dollar | (148) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (8498900)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (61900)<br>|

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** | **Short futures contracts (continued)** |
| **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>|
| Nickel | (10) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (891694)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11050)<br>|
| Rapeseed | (11) | 01/2026 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; (265788)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2403)<br>|
| Real Estate Select Sector Index E-mini | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (50938)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 36 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Real Estate Select Sector Index E-mini | (1) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (50938)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (89)<br>|
| Rough Rice | (14) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (282100)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 15617 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| South Korean Won | (8) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (136360)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1013 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | (10) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (318700)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 9137 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Soybean Meal | (24) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (764880)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (55684)<br>|
| Soybean Meal | (13) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (421460)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 8110 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (58) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (988042)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 20418 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (33) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (562162)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2376 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (23) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (391810)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8254)<br>|
| Sugar #11 | (22) | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (362947)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 25890 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (8) | 06/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (131533)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10790 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Sugar #11 | (4) | 09/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (67110)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 4941 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| U.S. Dollar Index | (23) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2286384)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (46362)<br>|
| U.S. Long Bond | (5) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (587188)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2976)<br>|
| U.S. Treasury 10-Year Note | (10) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (1133438)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (1498)<br>|
| U.S. Treasury Ultra 10-Year Note | (167) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (19405922)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (155801)<br>|
| U.S. Treasury Ultra Bond | (22) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (2660625)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (8281)<br>|
| U.S. Treasury Ultra Bond | (55) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (6651563)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (62403)<br>|
| Wheat | (26) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (700050)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 10706 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | (4) | 05/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (109350)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1191 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Wheat | (6) | 07/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (166500)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 487 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| White Sugar #5 | (22) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (479050)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (21660)<br>|
| White Sugar #5 | (8) | 04/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (172320)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (11444)<br>|
| WTI Crude | (5) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (292750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6245 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (3) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (175650)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2283)<br>|
| WTI Crude | (9) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (526950)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5570 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (5) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (292750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2843)<br>|
| WTI Crude | (7) | 12/2025 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (409850)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (5502)<br>|
| WTI Crude | (2) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (116580)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 298 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (9) | 01/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (524610)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 6885 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (2) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (116180)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 2628 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (3) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (174270)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (2) | 02/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (116180)<br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (423)<br>|
| WTI Crude | (5) | 03/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (290000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 7811 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| WTI Crude | (6) | 11/2026 | USD | &nbsp;&nbsp;&nbsp;&nbsp; (348300)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 5620 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Total |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 1151710 | &nbsp;&nbsp;&nbsp;&nbsp; (793459)<br>|

---

**Notes to Consolidated Portfolio of Investments** 

&nbsp;&nbsp;&nbsp;&nbsp;(a) Represents privately placed and other securities and instruments exempt from Securities
 and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only
 to qualified institutional buyers. At November 30, 2025, the total value of these securities amounted to $154,660,124, which represents 30.73% of total net assets.

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

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(h) Represents fair value as determined in good faith under procedures approved by the
 Board of Trustees. At November 30, 2025, the total value of these securities amounted to $321,197, which represents 0.06% of total net assets.

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

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

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

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

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

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

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

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

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

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

&nbsp;&nbsp;&nbsp;&nbsp;(q) Denotes a restricted security, which is subject to legal or contractual restrictions
 on resale under federal securities laws. Disposal of a restricted investment may involve time-consuming negotiations and expenses, and prompt sale at an acceptable
 price may be difficult to achieve. Private placement securities are generally considered to be restricted, although certain of those securities may be traded between
 qualified institutional investors under the provisions of Section 4(a)(2) and Rule 144A. The Fund will not incur any registration costs upon such a trade. These
 securities are valued at fair value determined in good faith under consistently applied procedures approved by the Fund's Board of Trustees. At November 30, 2025, the total market value of these securities amounted to $276,312, which represents 0.05% 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 ($)** | **Value ($)** |
| Abiomed, Inc., CVR | 12/21/2022 | &nbsp;&nbsp; 15541 | &nbsp;&nbsp; — | &nbsp;&nbsp; 24866 |
| Albireo Pharma, Inc., CVR | 01/09/2023-01/23/2023 | &nbsp;&nbsp; 37853 | &nbsp;&nbsp; 80907 | &nbsp;&nbsp; 85169 |
| Concert Pharmaceuticals, Inc., CVR | 01/19/2023-03/02/2023 | &nbsp;&nbsp; 173147 | &nbsp;&nbsp; 63478 | &nbsp;&nbsp; 51944 |
| Resolute Forest Products, Inc. | 07/06/2022-12/29/2022 | &nbsp;&nbsp; 76222 | &nbsp;&nbsp; 101178 | &nbsp;&nbsp; 114333 |
|  |  |  | &nbsp;&nbsp; 245563 | &nbsp;&nbsp; 276312 |

---

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

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

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

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

---

| | |
|:---|:---|
| **Borrower** | **Unfunded Commitment ($)** |
| &nbsp;&nbsp; Clydesdale Acquisition Holdings, Inc. <br>Delayed Draw Tranche B 1st Lien Term Loan <br>04/01/2032 3.250%<br>| 7139 |

---

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

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

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

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliated issuers** | **Beginning** <br>**of period($)**<br>| **Purchases($)** | **Sales($)** | **Net change in** <br>**unrealized** <br>**appreciation** <br>**(depreciation)($)**<br>| **End of** <br>**period($)**<br>| **Realized gain** <br>**(loss)($)**<br>| **Dividends($)** | **End of** <br>**period shares**<br>|
| Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% | Columbia Short-Term Cash Fund, 4.061% |
|  | 147484225 | &nbsp;&nbsp; 64095957 | &nbsp;&nbsp; (86382501)<br>| &nbsp;&nbsp; 2985 | &nbsp;&nbsp; 125200666 | &nbsp;&nbsp; (1768)<br>| &nbsp;&nbsp; 1384455 | &nbsp;&nbsp; 125238238 |

---

**Abbreviation Legend** 

---

| | |
|:---|:---|
| BNY | Bank of New York |
| CMO | Collateralized Mortgage Obligation |
| CMT | Constant Maturity Treasury |
| CVR | Contingent Value Rights |
| EURIBOR | Euro Interbank Offered Rate |
| FGIC | Financial Guaranty Insurance Corporation |
| FHLMC | Federal Home Loan Mortgage Corporation |
| MTA | Monthly Treasury Average |

---

Multi-Manager Alternative Strategies Fund \| 2025

------

Consolidated Portfolio of Investments (continued)

Multi-Manager Alternative Strategies Fund, November 30, 2025 (Unaudited)

**Abbreviation Legend (continued)**

SOFR Secured Overnight Financing Rate <br> STRIPS Separate Trading of Registered Interest and Principal Securities <br> TBA To Be Announced

**Currency Legend** 

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canada Dollar |
| CHF | Swiss Franc |
| CLP | Chilean Peso |
| CNH | Yuan Offshore Renminbi |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| EUR | Euro |
| GBP | British Pound |
| HUF | Hungarian Forint |
| IDR | Indonesian Rupiah |
| ILS | Israeli Shekel |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | South Korean Won |
| MXN | Mexican Peso |
| MYR | Malaysian Ringgit |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PHP | Philippine Peso |
| PLN | Polish Zloty |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| THB | Thai Baht |
| TRY | Turkish Lira |
| TWD | New Taiwan Dollar |
| USD | US Dollar |
| ZAR | South African Rand |

---

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

Multi-Manager Alternative 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.

1QT100_08_T01_(01/26)

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Multi-Manager Alternative Strategies Fund

- **b. EDGAR series identifier (if any):** S000036207

- **c. LEI of Series:** 8Z4K1FUQRPCJYKZNOK04

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $527810343.63

**Total Liabilities:** $24319333.24

**Net Assets:** $503491010.39

**Amount of Assets Invested in Other Investment Companies:** $16320854.65

**Delayed Delivery Securities:** $15168998.27

**Stand-by Commitments:** $7139.25

**Cash Not Reported:** $990682.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1428.32000000 | **1-Year:** 2080.40000000 | **5-Year:** 12609.41000000 | **10-Year:** 29735.75000000 | **30-Year:** 44715.43000000

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

- **3-Month:** 7514.99000000 | **1-Year:** 4773.54000000 | **5-Year:** 12646.22000000 | **10-Year:** 29705.97000000 | **30-Year:** 23577.10000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000179757 | 1.53%                | 0.43%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $231950.72               | $1022838.48                                |
| Month 2  | $496703.42               | $-809974.12                                |
| Month 3  | $86827.71                | $142594.25                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACRA Trust 2024-NQM1                                                                | ACRA Trust 2024-NQM1                                                             | CUSIP: 00112EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      640000 | PA      | $646037.89    | 0.13%             | 2064-10-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                        | AES Corp/The                                                                     | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1380923.17   | 0.27%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                                    | AMC Networks Inc                                                                 | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104973.14    | 0.02%             | 2029-01-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                          | AMSR TRUST AMSR_25-SFR1                                                          | CUSIP: 00182MAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $585507.26    | 0.12%             | 2042-06-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      715000 | PA      | $721997.85    | 0.14%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                                                                  | CONTRA ABIOMED INC                                                               | CUSIP: 003CVR016<br>LEI: N/A                  | N/A              | DE               |  | US        |       15541 | NS      | $24865.60     | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                                                            | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |      103000 | PA      | $102909.37    | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                               | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |      432000 | PA      | $443322.78    | 0.09%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      250000 | PA      | $242072.14    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      330000 | PA      | $346260.64    | 0.07%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AERCAP IRELAND CAP/GLOBA                                                         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      320000 | PA      | $329246.31    | 0.07%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO Series 2017-A                                                          | CUSIP: 00900DAE2<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $409952.70    | 0.08%             | 2038-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | AIMCO CLO 10 Ltd                                                                 | CUSIP: 00901AAU1<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $451287.00    | 0.09%             | 2037-07-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                         | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      310000 | PA      | $306352.98    | 0.06%             | 2034-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CONTRA ALBIREO PHARMA                                                               | CONTRA ALBIREO PHARMA                                                            | CUSIP: 013CVR022<br>LEI: 549300835H8LC7O8VC29 | N/A              | DE               |  | US        |       37853 | NS      | $85169.25     | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                     | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      388000 | PA      | $379815.80    | 0.08%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                             | ATI Inc                                                                          | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |       92000 | PA      | $97088.83     | 0.02%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO XVI Ltd                                                              | CUSIP: 01749FAE0<br>LEI: 213800XPKDKUTQ6UKE25 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $552400.20    | 0.11%             | 2037-04-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                              | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $501176.00    | 0.10%             | 2037-07-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                                 | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |      435000 | PA      | $433478.23    | 0.09%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                                                              | Alliant Energy Finance LLC                                                       | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |      405000 | PA      | $377807.49    | 0.08%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $188362.86    | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                                            | Allison Transmission Inc                                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93232.80     | 0.02%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163000 | PA      | $172049.22    | 0.03%             | 2053-06-20      | Fixed         | 12.18%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      342200 | PA      | $365555.15    | 0.07%             | 2054-07-20      | Fixed         | 11.19%                | No            |                  2 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                  | CUSIP: 01983KAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      425000 | PA      | $433072.54    | 0.09%             | 2055-04-20      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75000 | PA      | $61009.81     | 0.01%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1375000 | PA      | $1309461.57   | 0.26%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1125000 | PA      | $1101205.89   | 0.22%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2950000 | PA      | $2943733.91   | 0.58%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |      205000 | PA      | $210932.04    | 0.04%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       45929 | PA      | $47295.22     | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                    | Altice France SA                                                                 | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |       61582 | PA      | $59890.53     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2007-OH3                                                  | CUSIP: 02151DAD6<br>LEI: 549300TXT201GGLA0F48 | Long             | ABS-MBS          | CORP              | US        |      359838 | PA      | $345189.67    | 0.07%             | 2047-09-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |       17000 | PA      | $13081.62     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                                 | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      186000 | PA      | $136611.55    | 0.03%             | 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        |      110000 | PA      | $90464.96     | 0.02%             | 2027-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      165000 | PA      | $167811.83    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                            | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319340.02    | 0.06%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                                                 | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |      190000 | PA      | $196721.82    | 0.04%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                                            | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151750 | PA      | $147569.53    | 0.03%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines Inc 2025 Term Loan B                                           | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      353225 | PA      | $354196.37    | 0.07%             | 2032-05-28      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                            | American Assets Trust LP                                                         | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |      155000 | PA      | $141992.78    | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      670000 | PA      | $722560.27    | 0.14%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                             | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      655000 | PA      | $649507.43    | 0.13%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83459.44     | 0.02%             | 2026-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174129.46    | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Investment Trust                                             | American Home Mortgage Investment Trust 2005-1                                   | CUSIP: 02660TDH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        3932 | PA      | $3916.37      | 0.00%             | 2045-06-25      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                                                              | American Tower Trust #1                                                          | CUSIP: 03027WAM4<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |      410000 | PA      | $416250.86    | 0.08%             | 2028-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      175000 | PA      | $158898.49    | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |       75000 | PA      | $68809.49     | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | American Tower Corp                                                              | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      195000 | PA      | $199583.22    | 0.04%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $247178.95    | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                                              | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $85816.81     | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                            | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      230000 | PA      | $216843.29    | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                                      | Apidos CLO XI                                                                    | CUSIP: 03764EAC3<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |     1225000 | PA      | $257929.88    | 0.05%             | 2034-04-17      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| APL Finance LLC                                                                     | APL Finance 2023-1 DAC                                                           | CUSIP: 03790CAH4<br>LEI: 6354009RKO5CXUKYBH41 | Long             | ABS-O            | CORP              | US        |      655000 | PA      | $655323.11    | 0.13%             | 2036-03-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                                                                | Aramark Services Inc 2024 Term Loan B8                                           | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      270984 | PA      | $271477.10    | 0.05%             | 2030-06-22      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA                                                                     | Ardagh Group SA                                                                  | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |       60000 | PA      | $53663.18     | 0.01%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                   | Argentina Republic Government International Bonds                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      186400 | PA      | $153899.61    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                                               | Arroyo Mortgage Trust 2019-1                                                     | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28926 | PA      | $28409.52     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certificates                                                   | ABFC 2007-WMC1 Trust                                                             | CUSIP: 04545EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      549505 | PA      | $395678.16    | 0.08%             | 2037-06-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9371.63      | 0.00%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                            | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93456.00     | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                     | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105000 | PA      | $106924.57    | 0.02%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                     | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65000 | PA      | $66392.86     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      355000 | PA      | $348119.82    | 0.07%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKK9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      365000 | PA      | $370557.23    | 0.07%             | 2028-10-20      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      176000 | PA      | $170262.61    | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2018-PARK                             | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       95000 | PA      | $93320.18     | 0.02%             | 2038-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BGME Trust                                                                          | BGME Trust 2021-VR                                                               | CUSIP: 05551XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $325614.47    | 0.06%             | 2043-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                   | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $518498.68    | 0.10%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                               | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $230833.43    | 0.05%             | 2041-12-09      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                                                           | BXP Trust 2017-GM                                                                | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      630000 | PA      | $609890.65    | 0.12%             | 2039-06-13      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX COMMERCIAL MORTGAGE TRUST BX_21-LBA                                           | CUSIP: 05609BAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $548638.09    | 0.11%             | 2036-02-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      240000 | PA      | $239704.99    | 0.05%             | 2036-02-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                                         | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $557028.66    | 0.11%             | 2036-08-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372999 | PA      | $372765.71    | 0.07%             | 2036-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      484414 | PA      | $484113.98    | 0.10%             | 2036-09-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      237363 | PA      | $237215.83    | 0.05%             | 2036-09-15      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2022-CLS                                                                | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $150787.60    | 0.03%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2022-LP2                                            | CUSIP: 05610HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      318500 | PA      | $318102.71    | 0.06%             | 2039-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                | CUSIP: 05612AAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463000 | PA      | $457212.40    | 0.09%             | 2041-02-15      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-PAT                                                                | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356000 | PA      | $355999.93    | 0.07%             | 2041-03-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      214048 | PA      | $214047.92    | 0.04%             | 2041-03-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                                  | BW Real Estate Inc                                                               | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $122400.00    | 0.02%             | 2030-03-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VOLT                                                               | CUSIP: 05619PAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145000 | PA      | $145045.57    | 0.03%             | 2044-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                                                    | Bain Capital Credit CLO 2020-4 Ltd                                               | CUSIP: 05684KBS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      325000 | PA      | $325203.13    | 0.06%             | 2036-10-20      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                           | Ball Corp                                                                        | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       86000 | PA      | $85824.12     | 0.02%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                           | Ball Corp                                                                        | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      775000 | PA      | $715227.48    | 0.14%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corporation                                                 | BAFC_14-R6                                                                       | CUSIP: 05969KBB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268802 | PA      | $267823.49    | 0.05%             | 2036-07-26      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78781.72     | 0.02%             | 2027-01-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      475000 | PA      | $425507.95    | 0.08%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      135000 | PA      | $124479.79    | 0.02%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36828.91     | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108056.02    | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF HAWAII CORP                                                                 | Bank of Hawaii Corp                                                              | CUSIP: 062540307<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |       11850 | NS      | $314854.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                 | CUSIP: 06368D8W7<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      580000 | PA      | $440056.12    | 0.09%             | 2082-11-26      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      785000 | PA      | $833600.95    | 0.17%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                    | Bank of Montreal                                                                 | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $364392.62    | 0.07%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      415000 | PA      | $439905.78    | 0.09%             | 2082-10-27      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      595000 | PA      | $598334.02    | 0.12%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                     | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      408000 | PA      | $429514.78    | 0.09%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                  | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $62632.84     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                | Bayer US Finance LLC                                                             | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      120000 | PA      | $129878.72    | 0.03%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      174000 | PA      | $173598.15    | 0.03%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      520000 | PA      | $473174.05    | 0.09%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | Bayer US Finance II LLC                                                          | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |       86000 | PA      | $69407.66     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                            | Baylor Scott & White Holdings                                                    | CUSIP: 072863AE3<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      500000 | PA      | $493245.62    | 0.10%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT/ISSUER                                                             | BCPE Flavor Debt Merger Sub LLC and BCPE Flavor Issuer Inc                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      165000 | PA      | $160837.93    | 0.03%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                                 | Bayview Opportunity Master Fund VII 2024-EDU1 LLC                                | CUSIP: 07336PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      411786 | PA      | $417244.01    | 0.08%             | 2047-06-25      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                                 | Bear Stearns Mortgage Funding Trust 2006-AR3                                     | CUSIP: 07400HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227180 | PA      | $202939.07    | 0.04%             | 2036-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                                 | BEAR STEARNS MORTGAGE FUNDING BSMF_07-AR5                                        | CUSIP: 07400NAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      706909 | PA      | $649596.53    | 0.13%             | 2037-06-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                                 | Bear Stearns Mortgage Funding Trust 2006-AR4                                     | CUSIP: 07401JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272786 | PA      | $270705.58    | 0.05%             | 2036-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Mortgage Funding Trust                                                 | Bear Stearns Mortgage Funding Trust 2007-AR3                                     | CUSIP: 07401VAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      244556 | PA      | $227418.12    | 0.05%             | 2037-04-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd                                                         | Bear Mountain Park CLO Ltd                                                       | CUSIP: 07403CAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      500000 | PA      | $501145.50    | 0.10%             | 2037-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                                      | Becle SAB de CV                                                                  | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |      335000 | PA      | $291561.19    | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      360000 | PA      | $370347.46    | 0.07%             | 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        |      120000 | PA      | $125699.07    | 0.02%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                 | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24004.74     | 0.00%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                                              | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      440000 | PA      | $449225.76    | 0.09%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                    | Black Hills Corp                                                                 | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      360000 | PA      | $387914.03    | 0.08%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain CLO 2015-4 Ltd                                                      | CUSIP: 09628NBC5<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $248581.00    | 0.05%             | 2030-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD BLUEM_16-3A                                                    | BLUEMOUNTAIN CLO LTD BLUEM_16-3A                                                 | CUSIP: 09628VAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      525000 | PA      | $526639.58    | 0.10%             | 2030-11-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                                                | BlueMountain Fuji US Clo II Ltd                                                  | CUSIP: 09629EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500702.00    | 0.10%             | 2030-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                                      | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      195000 | PA      | $195000.04    | 0.04%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                       | Boeing Co/The                                                                    | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        4300 | NS      | $268951.82    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      290000 | PA      | $288934.54    | 0.06%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270000 | PA      | $271699.65    | 0.05%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $203262.08    | 0.04%             | 2034-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                               | Brazil Government International Bonds                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      515000 | PA      | $532903.66    | 0.11%             | 2035-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                            | Province of British Columbia Canada                                              | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      350000 | PA      | $351305.27    | 0.07%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                                                               | Burlington Stores Inc                                                            | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |      235000 | PA      | $315017.50    | 0.06%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-TAIL                                                               | CUSIP: 123912AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315000 | PA      | $315000.32    | 0.06%             | 2035-06-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      421288 | PA      | $422339.10    | 0.08%             | 2041-08-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2025-SPOT                                           | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430655 | PA      | $432088.49    | 0.09%             | 2040-04-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      406000 | PA      | $402954.76    | 0.08%             | 2042-03-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-CIP                                            | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      373849 | PA      | $373498.70    | 0.07%             | 2038-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14292.57     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $156647.14    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       55000 | PA      | $49637.44     | 0.01%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2023-II Ltd                                                         | CUSIP: 125488AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $451532.25    | 0.09%             | 2037-01-21      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2020-R6                                                                | CUSIP: 12560YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      599542 | PA      | $542432.09    | 0.11%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2021-R3                                                                | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755825 | PA      | $704035.73    | 0.14%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2023-R3                                                                | CUSIP: 12570GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      473709 | PA      | $464299.08    | 0.09%             | 2063-01-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM TRUST 2025-R1                                                                | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      586731 | PA      | $583985.48    | 0.12%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144737.73    | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BZ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      250000 | PA      | $253250.00    | 0.05%             | 2031-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                                                                   | CPPIB Capital Inc                                                                | CUSIP: 12593CAR2<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      155000 | PA      | $105832.21    | 0.02%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      672393 | PA      | $12526.35     | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      145000 | PA      | $90763.47     | 0.02%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BA4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       36000 | PA      | $13315.57     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       55000 | PA      | $19620.65     | 0.00%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                    | CSC Holdings LLC                                                                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      317000 | PA      | $220996.44    | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2015-C3 Commercial Mortgage Trust                                          | CUSIP: 12635FAV6<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      883832 | PA      | $8.84         | 0.00%             | 2048-08-15      | Variable      | 0.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2016-787S Mortgage Trust                                                    | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $497864.30    | 0.10%             | 2036-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CSN ISLANDS XI CORP                                                                 | CSN Inova Ventures                                                               | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |      280000 | PA      | $249190.83    | 0.05%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                                                    | CSN Resources SA                                                                 | CUSIP: 12644VAE8<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |      220000 | PA      | $166277.94    | 0.03%             | 2032-04-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC Series 2019-NQM1                                                            | CUSIP: 12655VAA2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |        5201 | PA      | $5155.65      | 0.00%             | 2059-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33                                         | CUSIP: 12658WAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      423000 | PA      | $380352.12    | 0.08%             | 2043-10-10      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2021-RPL4 Trust                                                             | CUSIP: 12662GAC2<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      992131 | PA      | $992980.87    | 0.20%             | 2060-12-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33252.21     | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      305000 | PA      | $321692.51    | 0.06%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                               | CWABS Asset-Backed Certificates Trust 2004-10                                    | CUSIP: 126673JW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      654668 | PA      | $616789.54    | 0.12%             | 2034-12-25      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | CWALT_05-43                                                                      | CUSIP: 12667G5U3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      140890 | PA      | $126343.45    | 0.03%             | 2035-10-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                                  | Alternative Loan Trust 2005-59                                                   | CUSIP: 12668AEV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      583277 | PA      | $573295.15    | 0.11%             | 2035-11-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                               | CWABS Asset-Backed Certificates Trust 2007-13                                    | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      111328 | PA      | $102923.13    | 0.02%             | 2047-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                               | CWABS Asset-Backed Certificates Trust 2007-13                                    | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      292826 | PA      | $272203.20    | 0.05%             | 2047-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                              | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      215000 | PA      | $224083.48    | 0.04%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                                               | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106867.48    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                             | Canada Government Bonds                                                          | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $64105.17     | 0.01%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                             | Canada Government Bonds                                                          | CUSIP: 135087R22<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       95000 | PA      | $68223.91     | 0.01%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                             | Canada Government Bonds                                                          | CUSIP: 135087R89<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      465000 | PA      | $343271.87    | 0.07%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canada Government Bonds                                                             | Canada Government Bonds                                                          | CUSIP: 135087S88<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      595000 | PA      | $428062.17    | 0.09%             | 2027-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      445000 | PA      | $458025.16    | 0.09%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carrington Mortgage Loan Trust                                                      | Carrington Mortgage Loan Trust Series 2007-FRE1                                  | CUSIP: 144527AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      520571 | PA      | $508001.11    | 0.10%             | 2037-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2023-N3                                           | CUSIP: 14686RAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2000 | PA      | $226590.52    | 0.05%             | 2030-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      135000 | PA      | $130648.37    | 0.03%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      470000 | PA      | $431697.06    | 0.09%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      585000 | PA      | $521541.67    | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      445000 | PA      | $383704.10    | 0.08%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                  | Cenovus Energy Inc                                                               | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      983000 | PA      | $1094780.68   | 0.22%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                  | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      310000 | PA      | $286744.06    | 0.06%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                  | Cenovus Energy Inc                                                               | CUSIP: 15135UAT6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $154780.78    | 0.03%             | 2028-02-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      430000 | PA      | $485453.71    | 0.10%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      325000 | PA      | $332962.50    | 0.07%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                              | CenterPoint Energy Inc                                                           | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176901.79    | 0.04%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      340000 | PA      | $297832.16    | 0.06%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $554213.46    | 0.11%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $164254.89    | 0.03%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $17178.21     | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      255000 | PA      | $178866.32    | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $42309.45     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $158195.62    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                                       | CHI Commercial Mortgage Trust 2025-SFT                                           | CUSIP: 16706GAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $577214.74    | 0.11%             | 2042-04-15      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      135000 | PA      | $138999.07    | 0.03%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                    | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      195000 | PA      | $177425.09    | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust 2006-AR2                                           | CUSIP: 17307G6K9<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |      192997 | PA      | $143196.48    | 0.03%             | 2036-03-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                                                   | Citigroup Mortgage Loan Trust Inc                                                | CUSIP: 17309QAF1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |       18914 | PA      | $18907.29     | 0.00%             | 2036-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                         | Citibank NA                                                                      | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103119.87    | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                            | Citizens Financial Group Inc                                                     | CUSIP: 174610808<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |       31975 | NS      | $813444.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CIVITAS RESOURCES INC                                                               | Civitas Resources Inc                                                            | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      470000 | PA      | $489817.23    | 0.10%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                   | Clean Harbors Inc 2025 Term Loan                                                 | CUSIP: 18449EAJ9<br>LEI: 5493000SJVZVZJKHJF48 | Long             | LON              | CORP              | US        |      350000 | PA      | $352243.50    | 0.07%             | 2032-10-08      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CLEARWATER PAPER CORP                                                               | Clearwater Paper Corp                                                            | CUSIP: 18538RAJ2<br>LEI: 549300HCVV19GXN4P292 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93044.76     | 0.02%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AN1<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1005323.99   | 0.20%             | 2030-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      385000 | PA      | $399014.26    | 0.08%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      330000 | PA      | $342223.19    | 0.07%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      200000 | PA      | $211245.63    | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      545000 | PA      | $545439.23    | 0.11%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Term Loan B                             | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      420163 | PA      | $417171.36    | 0.08%             | 2032-04-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                                              | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18220.87     | 0.00%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                             | Colombia Government International Bonds                                          | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      262000 | PA      | $274788.17    | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2023-1 Mortgage Loan Trust                                                  | CUSIP: 19688NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254104 | PA      | $254525.07    | 0.05%             | 2068-04-25      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | Colt 2024-7 Mortgage Loan Trust                                                  | CUSIP: 19688YAE4<br>LEI: 213800EA95GXXC9AJO50 | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $365202.00    | 0.07%             | 2069-12-26      | Variable      | 7.14%                 | No            |                  2 | On Loan: No      |
| COLUMBIA SHORT TERM CASH FUND                                                       | COLUMBIA SHORT TERM CASH FUND                                                    | CUSIP: 19766H239<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   125238238 | NS      | $125200666.32 | 24.87%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 197677AJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      115000 | PA      | $120780.69    | 0.02%             | 2027-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                             | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $295066.02    | 0.06%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                        | Comerica Inc                                                                     | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |       27575 | NS      | $711435.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CONCERT PHARMAC                                                              | CONTRA CONCERT PHARMAC                                                           | CUSIP: 206CVR011<br>LEI: 529900PYI5BSGQNATP82 | N/A              | DE               |  | US        |      173147 | NS      | $51944.10     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      285000 | PA      | $300774.41    | 0.06%             | 2043-04-25      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68245 | PA      | $69092.80     | 0.01%             | 2042-09-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      645000 | PA      | $660156.08    | 0.13%             | 2042-04-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120000 | PA      | $123360.79    | 0.02%             | 2043-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      207713 | PA      | $207954.47    | 0.04%             | 2044-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80000 | PA      | $83166.90     | 0.02%             | 2041-11-25      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      550000 | PA      | $572789.69    | 0.11%             | 2041-12-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      420000 | PA      | $434996.23    | 0.09%             | 2041-10-25      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      355000 | PA      | $355726.76    | 0.07%             | 2045-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230000 | PA      | $230194.86    | 0.05%             | 2045-09-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241092 | PA      | $241490.06    | 0.05%             | 2045-05-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CONNECTONE BANCORP INC                                                              | ConnectOne Bancorp Inc                                                           | CUSIP: 20786WAF4<br>LEI: 549300E2M5ZYAZKUK134 | Long             | DBT              | CORP              | US        |      270000 | PA      | $280800.00    | 0.06%             | 2035-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76896 | PA      | $78493.97     | 0.02%             | 2042-12-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Conseco Finance Securitizations Corp.                                               | Conseco Finance Securitizations Corp                                             | CUSIP: 20846QHZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      122532 | PA      | $122819.79    | 0.02%             | 2033-09-01      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420000 | PA      | $440812.81    | 0.09%             | 2055-05-20      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                               | Continental Resources Inc/OK                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      476000 | PA      | $490632.65    | 0.10%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                               | Continental Resources Inc/OK                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      888000 | PA      | $776092.32    | 0.15%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2019-3 Trust                                           | CUSIP: 21872NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22073 | PA      | $101.83       | 0.00%             | 2052-10-15      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      108644 | PA      | $103516.16    | 0.02%             | 2050-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd                                                       | Corevest American Finance 2020-1 Trust                                           | CUSIP: 21872UAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129142 | PA      | $4616.82      | 0.00%             | 2050-03-15      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                       | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      640000 | PA      | $590588.77    | 0.12%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAU2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      490000 | PA      | $427561.81    | 0.08%             | 2044-11-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      204000 | PA      | $220845.55    | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2225000 | PA      | $2039438.47   | 0.41%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1150000 | PA      | $1090196.02   | 0.22%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1025000 | PA      | $1002357.90   | 0.20%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2525000 | PA      | $2521963.69   | 0.50%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                       | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1075000 | PA      | $1085618.47   | 0.22%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      370000 | PA      | $377492.50    | 0.07%             | 2034-08-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                                           | Crocs Inc                                                                        | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      110000 | PA      | $101557.95    | 0.02%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                                         | CRSNT Trust 2021-MOON                                                            | CUSIP: 22877LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      492000 | PA      | $484773.21    | 0.10%             | 2036-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                            | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      185000 | PA      | $186294.46    | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2018-C1 Mortgage Trust                                                      | CUSIP: 23307DBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      542000 | PA      | $526590.24    | 0.10%             | 2051-10-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                                 | DBGS 2021-W52 Mortgage Trust                                                     | CUSIP: 23308LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $512387.72    | 0.10%             | 2036-10-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                                                          | DOLP Trust 2021-NYC                                                              | CUSIP: 23345LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $429267.45    | 0.09%             | 2041-05-10      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                                             | Darling Ingredients Inc                                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |      630000 | PA      | $639934.36    | 0.13%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $229052.63    | 0.05%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Del Amo Fashion Center Trust                                                        | DAFC_17-AMO                                                                      | CUSIP: 24500EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      420000 | PA      | $399732.10    | 0.08%             | 2035-06-05      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      275000 | PA      | $353935.58    | 0.07%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                             | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319340.40    | 0.06%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                   | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      127000 | PA      | $132720.52    | 0.03%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      335000 | PA      | $350723.99    | 0.07%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      435000 | PA      | $473844.65    | 0.09%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      355000 | PA      | $367330.68    | 0.07%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                              | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      600000 | PA      | $605553.77    | 0.12%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                     | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120000 | PA      | $121178.60    | 0.02%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                                       | DROP Mortgage Trust 2021-FILE                                                    | CUSIP: 26210YAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      311000 | PA      | $295440.11    | 0.06%             | 2043-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                 | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       90000 | PA      | $94394.00     | 0.02%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM3                                                                   | CUSIP: 26846YAG3<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |      520000 | PA      | $525270.62    | 0.10%             | 2070-08-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                         | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      870000 | PA      | $820045.31    | 0.16%             | 2031-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT Corp                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      175000 | PA      | $184189.67    | 0.04%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                       | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       68000 | PA      | $74969.95     | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                              | Edgewell Personal Care Co                                                        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       94000 | PA      | $93831.10     | 0.02%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                                                              | Edgewell Personal Care Co                                                        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9430.19      | 0.00%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-INV2                                                                   | CUSIP: 281914AE1<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $508324.70    | 0.10%             | 2070-05-26      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd                                                                  | Elmwood CLO 30 Ltd                                                               | CUSIP: 29001JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $501307.50    | 0.10%             | 2037-07-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                           | Emera Inc                                                                        | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $704524.21    | 0.14%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT INT'L                                                                | Abu Dhabi Government International Bond                                          | CUSIP: 29135LAJ9<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      200000 | PA      | $164974.07    | 0.03%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | Ovintiv Inc                                                                      | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      495000 | PA      | $531080.58    | 0.11%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | Ovintiv Inc                                                                      | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      450000 | PA      | $473441.89    | 0.09%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      465000 | PA      | $533408.72    | 0.11%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      360000 | PA      | $385732.99    | 0.08%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                                              | Energizer Holdings Inc                                                           | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      155000 | PA      | $146255.47    | 0.03%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      336000 | PA      | $336290.57    | 0.07%             | 2028-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      420000 | PA      | $430733.55    | 0.09%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                               | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      485000 | PA      | $517029.16    | 0.10%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                        | Entergy Corp                                                                     | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |      260000 | PA      | $260808.14    | 0.05%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                 | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5958036 | PA      | $9473.28      | 0.00%             | 2049-04-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                   | EUSHI Finance Inc                                                                | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      365000 | PA      | $363751.32    | 0.07%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                                                            | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      212000 | PA      | $208769.93    | 0.04%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                            | Evergy Missouri West Inc                                                         | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |      480000 | PA      | $500652.40    | 0.10%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | Exelon Corp                                                                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      525000 | PA      | $547743.08    | 0.11%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE8                                                             | CUSIP: 30191WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      760000 | PA      | $760744.95    | 0.15%             | 2055-11-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | Extra Space Storage LP                                                           | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |       30000 | PA      | $26646.21     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      870000 | PA      | $883122.37    | 0.18%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159469.71    | 0.03%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF 2019-KF71 Mortgage Trust                                                   | CUSIP: 30314GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      240600 | PA      | $225456.48    | 0.04%             | 2029-10-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAP III                                                            | Farmers Exchange Capital III                                                     | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $283813.89    | 0.06%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                    | Farmers Insurance Exchange                                                       | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $86095.22     | 0.02%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | Freddie Mac Strips                                                               | CUSIP: 31325YBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2621982 | PA      | $342645.55    | 0.07%             | 2052-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      762092 | PA      | $623665.60    | 0.12%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1225008 | PA      | $1047837.10   | 0.21%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      662892 | PA      | $591072.34    | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1110433 | PA      | $988032.95    | 0.20%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      410198 | PA      | $392642.08    | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3024105 | PA      | $2973920.93   | 0.59%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      528271 | PA      | $506295.38    | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      798447 | PA      | $763788.45    | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      495307 | PA      | $487445.14    | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      738177 | PA      | $707163.49    | 0.14%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1379121 | PA      | $1381553.97   | 0.27%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | FEDERAL HOME LOAN MORTGAGE CORPORATION                                           | CUSIP: 3133BDPX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      586316 | PA      | $522008.82    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3133C6EW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      404789 | PA      | $405858.11    | 0.08%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136ABG64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      172298 | PA      | $167449.73    | 0.03%             | 2042-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136ARP44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      246969 | PA      | $8759.84      | 0.00%             | 2039-01-25      | Variable      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136AT5H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      339054 | PA      | $4701.80      | 0.00%             | 2039-07-25      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                  | CUSIP: 3136B7HP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4300000 | PA      | $82579.78     | 0.02%             | 2029-03-25      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      840430 | PA      | $88377.22     | 0.02%             | 2054-12-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      574879 | PA      | $60160.46     | 0.01%             | 2054-12-25      | Floating      | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BUDT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      654455 | PA      | $68790.54     | 0.01%             | 2054-11-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWAH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1526490 | PA      | $89172.19     | 0.02%             | 2055-06-25      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BM7E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       88493 | PA      | $26.41        | 0.00%             | 2043-10-25      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BRQL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4504402 | PA      | $24199.00     | 0.00%             | 2026-07-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BS5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1975562 | PA      | $1784.13      | 0.00%             | 2026-08-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BTAF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1349985 | PA      | $22696.08     | 0.00%             | 2044-12-25      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FARN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      748075 | PA      | $28076.22     | 0.01%             | 2044-05-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FG7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      317899 | PA      | $20.92        | 0.00%             | 2046-05-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FNAP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2400000 | PA      | $53032.80     | 0.01%             | 2027-12-25      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096                           | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096                        | CUSIP: 3137FNBB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3390000 | PA      | $212819.12    | 0.04%             | 2029-07-25      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FQK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3217926 | PA      | $16433.30     | 0.00%             | 2026-09-25      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates                                                 | Freddie Mac Multifamily PC REMIC Trust 2019-P002                                 | CUSIP: 3137FQKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      705000 | PA      | $37200.31     | 0.01%             | 2033-07-25      | Variable      | 1.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3                             | CUSIP: 3137H0H76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1551671 | PA      | $106528.60    | 0.02%             | 2031-01-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHBV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1879125 | PA      | $147812.18    | 0.03%             | 2054-10-25      | Floating      | 1.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHZY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2072523 | PA      | $141531.98    | 0.03%             | 2055-01-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HK5N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2535382 | PA      | $171239.19    | 0.03%             | 2055-03-25      | Floating      | 1.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      284195 | PA      | $280171.41    | 0.06%             | 2055-06-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLMB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      281297 | PA      | $273320.73    | 0.05%             | 2055-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLPB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2886464 | PA      | $195771.25    | 0.04%             | 2055-06-25      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLT85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       86880 | PA      | $84614.01     | 0.02%             | 2055-06-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLVW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      288076 | PA      | $280436.91    | 0.06%             | 2055-06-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HMVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2122237 | PA      | $216489.80    | 0.04%             | 2055-09-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140MGLD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1473746 | PA      | $1205597.54   | 0.24%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                               | FEDERAL NATIONAL MORTGAGE ASSOCIATION                                            | CUSIP: 3140QMTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      896948 | PA      | $733360.60    | 0.15%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      315826 | PA      | $320954.04    | 0.06%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUBJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      850326 | PA      | $870466.49    | 0.17%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1077909 | PA      | $1095244.46   | 0.22%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      509552 | PA      | $522910.27    | 0.10%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV3C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      433928 | PA      | $444861.30    | 0.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QV3W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      518426 | PA      | $539265.51    | 0.11%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      648304 | PA      | $661369.89    | 0.13%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVRE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      510360 | PA      | $522805.76    | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      531098 | PA      | $536054.76    | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      751897 | PA      | $773118.55    | 0.15%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140QVY81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366257 | PA      | $371979.70    | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XCTQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      520334 | PA      | $443576.25    | 0.09%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1416961 | PA      | $1210219.07   | 0.24%             | 2053-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140XNWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      922030 | PA      | $883578.97    | 0.18%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      544686 | PA      | $522027.46    | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      890064 | PA      | $871526.38    | 0.17%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274568 | PA      | $263145.81    | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      846369 | PA      | $811072.23    | 0.16%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      603897 | PA      | $594312.05    | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EMQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      557229 | PA      | $533818.47    | 0.11%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418ES35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1683342 | PA      | $1651680.40   | 0.33%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                  | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1325492 | PA      | $1301167.98   | 0.26%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      553684 | PA      | $72087.52     | 0.01%             | 2051-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31422M2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1351983 | PA      | $173404.56    | 0.03%             | 2050-11-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31423XMX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      719591 | PA      | $91856.55     | 0.02%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31423XZ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3206459 | PA      | $407058.52    | 0.08%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                        | CUSIP: 31424UGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1062972 | PA      | $138482.32    | 0.03%             | 2052-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 31427MHH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      307102 | PA      | $309022.26    | 0.06%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                                    | FREDDIE MAC STRIPS FHSTR_400                                                     | CUSIP: 3142G42H3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      452501 | PA      | $60780.36     | 0.01%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GT3M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      521698 | PA      | $541852.26    | 0.11%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GTT97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      390455 | PA      | $400423.83    | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142GTTA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      545594 | PA      | $549216.50    | 0.11%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      219000 | PA      | $209248.91    | 0.04%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                            | Ferrellgas LP / Ferrellgas Finance Corp                                          | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $146604.71    | 0.03%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      295000 | PA      | $296902.22    | 0.06%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST FIGRE_25-HE5                                                            | FIGRE TRUST FIGRE_25-HE5                                                         | CUSIP: 31684MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      935366 | PA      | $941151.45    | 0.19%             | 2055-08-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FIRST BUSEY CORPORATION                                                             | First Busey Corp                                                                 | CUSIP: 319383600<br>LEI: 549300X4ZNLYSX7GUY60 | Long             | EP               | CORP              | US        |       12125 | NS      | $308823.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                            | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      395000 | PA      | $402812.75    | 0.08%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                            | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      750000 | PA      | $761056.85    | 0.15%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP                                                             | First Financial Bancorp                                                          | CUSIP: 320209AC3<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247048.52    | 0.05%             | 2035-12-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset Backed Certificates                                   | First Franklin Mortgage Loan Trust 2006-FF9                                      | CUSIP: 320276AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1135905.96   | 0.23%             | 2036-06-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRST INTERSTATE BANCSYS                                                            | First Interstate BancSystem Inc                                                  | CUSIP: 32055YAB8<br>LEI: 549300WRWYTYX0RCNJ43 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183432.60    | 0.04%             | 2035-06-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| First NLC Trust                                                                     | First NLC Trust 2005-4                                                           | CUSIP: 32113JCG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      131560 | PA      | $129952.80    | 0.03%             | 2036-02-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                            | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      229000 | PA      | $221310.45    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                                       | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103965.60    | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR2                                                    | FIRSTKEY HOMES TRUST FKH_21-SFR2                                                 | CUSIP: 33767TAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $829105.56    | 0.16%             | 2038-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST FKH_21-SFR3                                                    | FIRSTKEY HOMES TRUST FKH_21-SFR3                                                 | CUSIP: 33768JAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      820000 | PA      | $807918.12    | 0.16%             | 2038-12-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77533.54     | 0.02%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      170000 | PA      | $173089.95    | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109210.92    | 0.02%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      185000 | PA      | $185631.88    | 0.04%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AU1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      420000 | PA      | $467130.03    | 0.09%             | 2031-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIVE STAR BANCORP                                                                   | Five Star Bancorp                                                                | CUSIP: 33830TAC7<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92549.31     | 0.02%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                             | Flagstar Mortgage Trust 2021-5INV                                                | CUSIP: 33851PAE5<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |      911744 | PA      | $827104.12    | 0.16%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      196571 | PA      | $193466.45    | 0.04%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                                  | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      610000 | PA      | $535989.51    | 0.11%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $191802.18    | 0.04%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62310.27     | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | USGSE             | US        |      345000 | PA      | $360305.41    | 0.07%             | 2042-08-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |      110234 | PA      | $110850.83    | 0.02%             | 2042-09-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |      425000 | PA      | $439066.61    | 0.09%             | 2041-09-25      | Floating      | 10.32%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL31<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |       41557 | PA      | $41964.78     | 0.01%             | 2052-03-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTB5<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |      280000 | PA      | $287535.50    | 0.06%             | 2042-03-25      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUW7<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |       57766 | PA      | $58361.14     | 0.01%             | 2042-04-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWS4<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |      180432 | PA      | $182543.00    | 0.04%             | 2042-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |      285000 | PA      | $293725.39    | 0.06%             | 2042-05-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |      670000 | PA      | $675106.54    | 0.13%             | 2044-03-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      236552 | PA      | $236340.50    | 0.05%             | 2045-02-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |      260000 | PA      | $260498.89    | 0.05%             | 2045-02-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | USGSE             | US        |      195000 | PA      | $195154.65    | 0.04%             | 2045-10-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AC8<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | USGSE             | US        |      425000 | PA      | $424998.00    | 0.08%             | 2045-11-25      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1158074.16   | 0.23%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                                                             | Fremont Home Loan Trust 2005-D                                                   | CUSIP: 35729PMF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      613996 | PA      | $573045.07    | 0.11%             | 2035-11-25      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                             | Frontier Communications Holdings LLC                                             | CUSIP: 35908MAE0<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      391000 | PA      | $413001.27    | 0.08%             | 2031-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1                                           | ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1                                        | CUSIP: 36167CAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $614883.64    | 0.12%             | 2068-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                                                                    | GGAM Finance Ltd                                                                 | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      260000 | PA      | $265952.24    | 0.05%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1065050 | PA      | $1081960.91   | 0.21%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      155104 | PA      | $148529.15    | 0.03%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      596720 | PA      | $570599.53    | 0.11%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XLF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      183833 | PA      | $175738.45    | 0.03%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XLG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      900312 | PA      | $886965.72    | 0.18%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      363470 | PA      | $357913.43    | 0.07%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36179YRH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1070874 | PA      | $1087036.31   | 0.22%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                               | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      804397 | PA      | $787242.05    | 0.16%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |       80000 | PA      | $82178.74     | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |       20000 | PA      | $20390.85     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |      105000 | PA      | $100661.42    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust                                                | GMACM Mortgage Loan Trust 2006-AR1                                               | CUSIP: 36185MDN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      351200 | PA      | $290812.93    | 0.06%             | 2036-04-19      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                                                         | GSAMP Trust 2007-FM2                                                             | CUSIP: 3622MHAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      676607 | PA      | $423332.34    | 0.08%             | 2037-01-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST GSAMP_05-WMC3                                                           | GSAMP TRUST GSAMP_05-WMC3                                                        | CUSIP: 362341L56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      384899 | PA      | $378461.68    | 0.08%             | 2035-12-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                        | GS MORTGAGE SECURITIES TRUST GSMS_17-375H                                        | CUSIP: 36254JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      460000 | PA      | $447028.74    | 0.09%             | 2037-09-10      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1                                         | GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1                                      | CUSIP: 36260AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $716872.48    | 0.14%             | 2059-07-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4                                     | GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4                                  | CUSIP: 36264PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      557564 | PA      | $465543.90    | 0.09%             | 2051-09-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | Gartner Inc                                                                      | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      300000 | PA      | $284438.66    | 0.06%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GE-WMC Mortgage Securities LLC                                                      | GE-WMC Asset-Backed Pass Through Certificates Series 2005-1                      | CUSIP: 367910AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71668 | PA      | $71114.54     | 0.01%             | 2035-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XCM6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201190.23    | 0.04%             | 2028-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109992.48    | 0.02%             | 2030-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                                                    | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |      115000 | PA      | $117292.16    | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      330000 | PA      | $331107.45    | 0.07%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $151903.43    | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                                             | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       84000 | PA      | $85294.12     | 0.02%             | 2033-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                                              | Goldentree Loan Management US Clo 15 Ltd                                         | CUSIP: 38139BBJ7<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |      300000 | PA      | $300897.60    | 0.06%             | 2038-10-20      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178129.49    | 0.04%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378BBQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1307224 | PA      | $13.07        | 0.00%             | 2052-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38378XDR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      992064 | PA      | $4887.40      | 0.00%             | 2055-05-16      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38380HJF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      435313 | PA      | $90033.90     | 0.02%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63                                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63                              | CUSIP: 38380WUG2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |      596919 | PA      | $112217.82    | 0.02%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384WAV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1340981 | PA      | $87635.10     | 0.02%             | 2054-09-20      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384WFA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1227495 | PA      | $71876.36     | 0.01%             | 2054-09-20      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                         | CUSIP: 38384YMZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2684613 | PA      | $170500.87    | 0.03%             | 2054-10-20      | Floating      | 1.38%                 | No            |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance Plc                                                    | GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE                                   | CUSIP: 38406JAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $448378.00    | 0.09%             | 2040-12-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                                             | Grand Canyon University                                                          | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $109216.69    | 0.02%             | 2028-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       93000 | PA      | $92833.24     | 0.02%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                                            | Graphic Packaging International LLC                                              | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35635.21     | 0.01%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMING/RAPTOR                                                             | Great Canadian Gaming Corp/Raptor LLC                                            | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | CORP              | XX        |       53000 | PA      | $53379.73     | 0.01%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | GREAT WOLF TRUST GWT_24-WOLF                                                     | CUSIP: 39152MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      540000 | PA      | $540337.50    | 0.11%             | 2039-03-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360673.45    | 0.07%             | 2039-03-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $431609.02    | 0.09%             | 2039-03-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      680000 | PA      | $712168.84    | 0.14%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA Inc                                                                          | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103257.33    | 0.02%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      555000 | PA      | $574563.75    | 0.11%             | 2031-08-27      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280EZ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      580000 | PA      | $590359.52    | 0.12%             | 2031-05-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                                          | HSI Asset Securitization Corp Trust 2005-I1                                      | CUSIP: 40430HCN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      368421 | PA      | $348775.55    | 0.07%             | 2035-11-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                            | Hackensack Meridian Health Inc                                                   | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |      300000 | PA      | $258203.06    | 0.05%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                                      | HarborView Mortgage Loan Trust 2007-6                                            | CUSIP: 41165BAA8<br>LEI: 549300SZXFEQICAU3R39 | Long             | ABS-MBS          | CORP              | US        |      397936 | PA      | $346930.17    | 0.07%             | 2037-08-19      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |       10000 | PA      | $9477.13      | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |       63000 | PA      | $62115.21     | 0.01%             | 2028-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                            | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |       16000 | PA      | $13929.69     | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      240000 | PA      | $273630.15    | 0.05%             | 2039-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LP                                                   | CUSIP: 42806MAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      730000 | PA      | $715960.06    | 0.14%             | 2027-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MBU2<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $653975.60    | 0.13%             | 2027-06-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |        5750 | NS      | $350276.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Higley Park Clo Ltd                                                                 | Higley Park Clo Ltd                                                              | CUSIP: 43128VAE8<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $354657.60    | 0.07%             | 2038-07-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                            | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AF8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      351000 | PA      | $351714.45    | 0.07%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                            | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      165000 | PA      | $153355.79    | 0.03%             | 2032-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                            | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225440.44    | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc                                               | Hilton Domestic Operating Company Inc 2023 Term Loan B4                          | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |      360000 | PA      | $361281.60    | 0.07%             | 2030-11-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | Hilton USA Trust 2016-HHV                                                        | CUSIP: 43300LAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $440321.40    | 0.09%             | 2038-11-05      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                             | Home Equity Asset Trust 2005-2                                                   | CUSIP: 437084JV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      462111 | PA      | $461513.25    | 0.09%             | 2035-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Home Partners of America Trust                                                      | Home Partners of America 2019-1 Trust                                            | CUSIP: 43731QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       76218 | PA      | $74507.11     | 0.01%             | 2039-09-17      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                                             | HOMEBANC MORTGAGE TRUST HMBT_05-3                                                | CUSIP: 43739EBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      571970 | PA      | $576099.15    | 0.11%             | 2035-07-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HOMES TRUST HOMES_25-AFC3                                                           | HOMES TRUST HOMES_25-AFC3                                                        | CUSIP: 43762AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $650096.66    | 0.13%             | 2060-08-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                                 | Homeward Opportunities Fund Trust 2025-RRTL2                                     | CUSIP: 437923AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $362073.71    | 0.07%             | 2040-09-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      155000 | PA      | $148438.54    | 0.03%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      115000 | PA      | $109335.92    | 0.02%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |      155000 | PA      | $161598.00    | 0.03%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                              | CUSIP: 44148JAC3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      775000 | PA      | $761371.70    | 0.15%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                              | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      235000 | PA      | $239244.85    | 0.05%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation Trust                                          | HSI Asset Securitization Corp Trust 2006-HE2                                     | CUSIP: 44328BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1077096 | PA      | $402929.13    | 0.08%             | 2036-12-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |      272000 | PA      | $259719.50    | 0.05%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |       65000 | PA      | $54783.95     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIE                                                            | Hudson Pacific Properties LP                                                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              |  | US        |        5000 | PA      | $4879.00      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-55HY Mortgage Trust                                            | CUSIP: 44421MAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       85000 | PA      | $73456.23     | 0.01%             | 2041-12-10      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | Humana Inc                                                                       | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174381.99    | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150823<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EP               | CORP              | US        |          25 | NS      | $430.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                               | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      822000 | PA      | $810837.84    | 0.16%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | CUSIP: 44644NAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      283688 | PA      | $284732.59    | 0.06%             | 2032-10-20      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                      | ICG US CLO 2022-1i Ltd                                                           | CUSIP: 44933EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $348724.25    | 0.07%             | 2038-10-20      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      101000 | PA      | $101802.35    | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $222117.63    | 0.04%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                                      | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $565305.62    | 0.11%             | 2042-07-13      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                     | Impac CMB Trust Series 2004-8                                                    | CUSIP: 45254NKR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6355 | PA      | $6352.79      | 0.00%             | 2034-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Impac Secured Assets Corp.                                                          | Impac Secured Assets Trust 2006-5                                                | CUSIP: 45257EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      416386 | PA      | $383459.24    | 0.08%             | 2037-02-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $544878.86    | 0.11%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK NA                                                                  | South State Bank NA                                                              | CUSIP: 45384BAD8<br>LEI: 8I3UVGYULPJQIP7FQV10 | Long             | DBT              | CORP              | US        |      140000 | PA      | $146616.47    | 0.03%             | 2034-08-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                            | Indonesia Government International Bonds                                         | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      400000 | PA      | $269895.46    | 0.05%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580456 | PA      | $544789.12    | 0.11%             | 2046-04-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                                                    | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      535090 | PA      | $502081.30    | 0.10%             | 2046-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                     | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      355000 | PA      | $366448.81    | 0.07%             | 2032-11-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44010.05     | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43144.36     | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      455000 | PA      | $410320.47    | 0.08%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |        5000 | PA      | $3885.69      | 0.00%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      245000 | PA      | $244387.92    | 0.05%             | 2042-03-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      105000 | PA      | $105000.12    | 0.02%             | 2042-03-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                     | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAC5<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $13854.60     | 0.00%             | 2038-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                                                     | Invesco US CLO 2024-4 Ltd                                                        | CUSIP: 46151DAE1<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $401728.80    | 0.08%             | 2038-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                                                                | ION Platform Finance US Inc / ION Platform Finance SARL                          | CUSIP: 46206AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $198953.89    | 0.04%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      390000 | PA      | $370627.06    | 0.07%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      320000 | PA      | $300290.80    | 0.06%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      124000 | PA      | $129840.91    | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                       | JG Wentworth XXII LLC                                                            | CUSIP: 46616MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       75953 | PA      | $75444.57     | 0.01%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| 321 HENDERSON RECEIVABLES LLC HENDR 2016 1A B 144A                                  | 321 HENDERSON RECEIVABLES LLC HE                                                 | CUSIP: 46620DAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      521887 | PA      | $488766.75    | 0.10%             | 2069-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Corp 2005-OPT2                                    | CUSIP: 46626LEQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $859555.26    | 0.17%             | 2035-12-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Corp 2006-FRE1                                    | CUSIP: 46626LFN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       55959 | PA      | $55617.72     | 0.01%             | 2035-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPALT_07-S1                                                                         | JPALT_07-S1                                                                      | CUSIP: 466275AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      112193 | PA      | $108319.55    | 0.02%             | 2047-04-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan Trust                                                  | JP Morgan Alternative Loan Trust 2006-A1                                         | CUSIP: 46627MCS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      186249 | PA      | $177920.34    | 0.04%             | 2036-03-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP Morgan Mortgage Acquisition Trust 2007-HE1                                    | CUSIP: 46630KAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1008304 | PA      | $966456.16    | 0.19%             | 2047-03-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP                  | CUSIP: 466317AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216033 | PA      | $192369.81    | 0.04%             | 2037-04-15      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                 | JP MORGAN MORTGAGE ACQUISITION C                                                 | CUSIP: 46631KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297064 | PA      | $291141.58    | 0.06%             | 2037-06-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C23                              | CUSIP: 46643ABG7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      169455 | PA      | $4.61         | 0.00%             | 2047-09-15      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      305000 | PA      | $271534.42    | 0.05%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      285000 | PA      | $282122.81    | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      615000 | PA      | $586607.70    | 0.12%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90382.03     | 0.02%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                  | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375000 | PA      | $353988.71    | 0.07%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-CES1                                        | CUSIP: 46658XAE5<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $537763.02    | 0.11%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $93335.71     | 0.02%             | 2029-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       80000 | PA      | $84274.48     | 0.02%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30505.45     | 0.01%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                                             | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $109663.23    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                            | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       82000 | PA      | $90987.00     | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      352338 | PA      | $359443.55    | 0.07%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                             | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      345000 | PA      | $340682.42    | 0.07%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                                | JetBlue 2020-1 Class A Pass Through Trust                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      269126 | PA      | $254719.20    | 0.05%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84169.23     | 0.02%             | 2026-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA                                                                         | Kedrion SpA                                                                      | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |      321000 | PA      | $314578.57    | 0.06%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                               | KeySpan Gas East Corp                                                            | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |      225000 | PA      | $238948.69    | 0.05%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $224383.30    | 0.04%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      620000 | PA      | $520898.62    | 0.10%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM 37 Ltd                                                                       | CUSIP: 50204JAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      525000 | PA      | $523229.70    | 0.10%             | 2034-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      405000 | PA      | $414187.51    | 0.08%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust                                                         | Legacy Mortgage Asset Trust 2021-GS5                                             | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745721 | PA      | $746304.00    | 0.15%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                               | Lehman Mortgage Trust 2006-1                                                     | CUSIP: 52520MFB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      495532 | PA      | $232269.26    | 0.05%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXS_06-2N                                                                           | LXS_06-2N                                                                        | CUSIP: 525221HD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      384449 | PA      | $354806.60    | 0.07%             | 2036-02-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust 2006-15                                                          | CUSIP: 52523MAD2<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-O            | CORP              | US        |      560924 | PA      | $515678.30    | 0.10%             | 2036-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST LXS_06-19                                                           | LEHMAN XS TRUST LXS_06-19                                                        | CUSIP: 52523YAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      513495 | PA      | $491643.87    | 0.10%             | 2036-12-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Lehman XS Trust                                                                     | Lehman XS Trust Series 2007-16N                                                  | CUSIP: 52525BAD4<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | ABS-MBS          | CORP              | US        |      413689 | PA      | $384791.10    | 0.08%             | 2047-09-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                | LXP Industrial Trust                                                             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |      135000 | PA      | $124129.99    | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                             | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60368.34     | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                                       | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      530000 | PA      | $510787.45    | 0.10%             | 2039-05-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                                       | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      605000 | PA      | $547794.23    | 0.11%             | 2039-05-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                       | Lineage OP LP                                                                    | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |      195000 | PA      | $198000.13    | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                                            | Live Nation Entertainment Inc                                                    | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       89000 | PA      | $88858.47     | 0.02%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIVE OAK BANCSHARES                                                                 | Live Oak Bancshares Inc                                                          | CUSIP: 53803X402<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        9100 | NS      | $232648.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                         | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      330000 | PA      | $327775.32    | 0.07%             | 2035-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                      | Long Beach Mortgage Loan Trust 2006-4                                            | CUSIP: 54251MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      899730 | PA      | $476765.68    | 0.09%             | 2036-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                                                      | Long Beach Mortgage Loan Trust 2006-10                                           | CUSIP: 54251YAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1723079 | PA      | $515809.68    | 0.10%             | 2036-11-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                               | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |      170000 | PA      | $178087.71    | 0.04%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                                                                   | MC Brazil Downstream Trading SARL                                                | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      200686 | PA      | $167986.67    | 0.03%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                       | MHC Trust 2021-MHC2                                                              | CUSIP: 55293AAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $599999.58    | 0.12%             | 2038-05-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                        | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19926.09     | 0.00%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                    | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66745.50     | 0.01%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                                                       | MHC Commercial Mortgage Trust 2021-MHC                                           | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      432000 | PA      | $431865.56    | 0.09%             | 2038-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      400000 | PA      | $383170.12    | 0.08%             | 2030-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      170000 | PA      | $163120.09    | 0.03%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      345000 | PA      | $325323.81    | 0.06%             | 2031-11-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       90000 | PA      | $80872.45     | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      355000 | PA      | $354417.37    | 0.07%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                                                | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      580000 | PA      | $585002.44    | 0.12%             | 2042-10-15      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                            | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       64000 | PA      | $51149.55     | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      235000 | PA      | $222950.30    | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       51000 | PA      | $46238.96     | 0.01%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                   | Magnetite Xlii Ltd                                                               | CUSIP: 55955YAE4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $313262.55    | 0.06%             | 2038-01-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                                     | MARB BondCo PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $360112.46    | 0.07%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      415000 | PA      | $429051.31    | 0.09%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MABS_05-WF1                                                                         | MABS_05-WF1                                                                      | CUSIP: 57643LKB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      561341 | PA      | $560583.57    | 0.11%             | 2035-06-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                              | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      150000 | PA      | $142265.94    | 0.03%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                                                                         | McAfee Corp                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       85000 | PA      | $74279.56     | 0.01%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Medina Valley Independent School District                                           | MEDINA VLY TX INDEP SCH DIST                                                     | CUSIP: 584887WW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       75000 | PA      | $76763.96     | 0.02%             | 2050-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP 2025 Incremental Term Loan B                                 | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |      757810 | PA      | $758621.08    | 0.15%             | 2030-10-23      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAZ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $338342.50    | 0.07%             | 2055-08-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2023-INV2 Trust                                                              | CUSIP: 59319BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $654326.34    | 0.13%             | 2058-10-25      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                            | MIAMI-DADE CNTY FL AVIATION REVENUE                                              | CUSIP: 59333P6L7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       85000 | PA      | $73844.40     | 0.01%             | 2035-10-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE TRUST MCMLT_19-GS1                                               | MILL CITY MORTGAGE TRUST MCMLT_19-GS1                                            | CUSIP: 59981BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $662945.12    | 0.13%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                       | ModivCare Inc                                                                    | CUSIP: 60783XAC8<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      390600 | PA      | $3906.00      | 0.00%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                               | Molina Healthcare Inc                                                            | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      205000 | PA      | $205496.08    | 0.04%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                          | Morgan Stanley ABS Capital I Inc Trust 2005-WMC1                                 | CUSIP: 61744CLW4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      143150 | PA      | $146420.21    | 0.03%             | 2035-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      250000 | PA      | $258336.84    | 0.05%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust                                                  | Morgan Stanley Mortgage Loan Trust 2005-5AR                                      | CUSIP: 61748HLN9<br>LEI: 549300AT2084FJB5UN46 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $498496.65    | 0.10%             | 2035-09-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                          | Morgan Stanley ABS Capital I Inc Trust 2007-HE2                                  | CUSIP: 61753EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1095850 | PA      | $506466.59    | 0.10%             | 2037-01-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                                                          | Morgan Stanley ABS Capital I Inc Trust 2007-NC3                                  | CUSIP: 61755AAE6<br>LEI: 549300LT6TIGKPKJS707 | Long             | ABS-O            | CORP              | US        |      566354 | PA      | $443646.37    | 0.09%             | 2037-05-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | CUSIP: 61766RBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1871172 | PA      | $9236.48      | 0.00%             | 2049-11-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      235000 | PA      | $239002.69    | 0.05%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |      510000 | PA      | $510963.70    | 0.10%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-DSC1                         | CUSIP: 61790VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $262900.92    | 0.05%             | 2070-03-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                              | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25052.33     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                                      | NCR Voyix Corp                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109056.86    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      380000 | PA      | $385947.86    | 0.08%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                                               | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      105000 | PA      | $109007.26    | 0.02%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                                                                          | NMLT 2021-INV1 Trust                                                             | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      741771 | PA      | $656478.95    | 0.13%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      310000 | PA      | $314554.78    | 0.06%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2018-ALXA                           | CUSIP: 63874GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $51634.29     | 0.01%             | 2043-01-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities                                              | Natixis Commercial Mortgage Securities Trust 2020-2PAC                           | CUSIP: 63875DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      704874 | PA      | $10732.76     | 0.00%             | 2038-12-15      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC                           | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC                        | CUSIP: 63875DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2665000 | PA      | $28413.43     | 0.01%             | 2038-12-15      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAB1<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $361098.00    | 0.07%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                                                                | New Mountain CLO 8 Ltd                                                           | CUSIP: 64755HAE5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |       50000 | PA      | $9763.25      | 0.00%             | 2038-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                            | New York and Presbyterian Hospital/The                                           | CUSIP: 649322AC8<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |      390000 | PA      | $351187.15    | 0.07%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue             | NEW YORK CITY NY TRANSITIONAL FIN AUTH REV                                       | CUSIP: 64972JPT9<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |      205000 | PA      | $211977.48    | 0.04%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                    | NEW YORK ST THRUWAY AUTH PERSONAL INCOME TAX REVENUE                             | CUSIP: 650028C68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $145017.26    | 0.03%             | 2059-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                           | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      745000 | PA      | $718879.79    | 0.14%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                                  | NextEra Energy Inc                                                               | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |       20400 | NS      | $1037748.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      190000 | PA      | $201140.39    | 0.04%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                                                             | Northwest Natural Holding Co                                                     | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |      415000 | PA      | $430983.53    | 0.09%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                   | NSTAR Electric Co                                                                | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      520000 | PA      | $514372.92    | 0.10%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM2 Trust                                                              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      957808 | PA      | $801747.75    | 0.16%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2015-9 Ltd                                                               | CUSIP: 67092BAE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $433359.30    | 0.09%             | 2037-01-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2021-NQM3 Trust                                                              | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1018299 | PA      | $842611.08    | 0.17%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                                                         | OCCU Auto Receivables Trust 2022-1                                               | CUSIP: 67115YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17086 | PA      | $17091.52     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      270000 | PA      | $268155.41    | 0.05%             | 2042-02-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                                       | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $422980.61    | 0.08%             | 2042-02-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      195000 | PA      | $219809.53    | 0.04%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       90000 | PA      | $96096.38     | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      285000 | PA      | $301511.77    | 0.06%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                            | Occidental Petroleum Corp                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561321.17    | 0.11%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                                 | OMERS Finance Trust                                                              | CUSIP: 682142AL8<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |      250000 | PA      | $259958.57    | 0.05%             | 2031-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                            | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      335000 | PA      | $331213.13    | 0.07%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                                            | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      260000 | PA      | $251524.50    | 0.05%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                  | One New York Plaza Trust 2020-1NYP                                               | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372000 | PA      | $350257.83    | 0.07%             | 2036-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                      | 1261229 BC Ltd                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      200000 | PA      | $207002.73    | 0.04%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                                                            | Ontario Gaming GTA LP/OTG Co-Issuer Inc                                          | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $26499.06     | 0.01%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS' FINANC                                                            | Ontario Teachers' Finance Trust                                                  | CUSIP: 68329AAJ7<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      465000 | PA      | $422425.08    | 0.08%             | 2031-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO                                                                          | OPAL BIDCO                                                                       | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      105000 | PA      | $108218.11    | 0.02%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $72584.00     | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                                       | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $32625.37     | 0.01%             | 2031-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                      | Option One Mortgage Loan Trust 2006-3                                            | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      804798 | PA      | $532919.27    | 0.11%             | 2037-02-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98032.10     | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $62827.40     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      295000 | PA      | $204929.92    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      215000 | PA      | $217168.09    | 0.04%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      385000 | PA      | $360000.79    | 0.07%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                      | Option One Mortgage Loan Trust 2007-5                                            | CUSIP: 68403HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      749703 | PA      | $406257.55    | 0.08%             | 2037-05-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                      | Option One Mortgage Loan Trust 2007-5                                            | CUSIP: 68403HAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1364905 | PA      | $748385.13    | 0.15%             | 2037-05-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| OPTION CARE HEALTH INC                                                              | Option Care Health Inc                                                           | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |      160000 | PA      | $157095.54    | 0.03%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      305000 | PA      | $296066.37    | 0.06%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       45000 | PA      | $51144.57     | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TXNM ENERGY INC                                                                     | TXNM Energy Inc                                                                  | CUSIP: 69349HAF4<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |      265000 | PA      | $353351.00    | 0.07%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2021-AFC2 Trust                                                            | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      882943 | PA      | $791503.49    | 0.16%             | 2056-11-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $681128.56    | 0.14%             | 2064-12-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2                           | PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2                        | CUSIP: 69381CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $670210.38    | 0.13%             | 2039-06-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                                   | PRPM 2025-RCF3 LLC                                                               | CUSIP: 69392PAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570000 | PA      | $568772.45    | 0.11%             | 2055-07-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2023-AFC1 Trust                                                            | CUSIP: 693981AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      547000 | PA      | $545776.80    | 0.11%             | 2058-02-25      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ACA6<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |      510000 | PA      | $510334.56    | 0.10%             | 2034-05-21      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                                            | Papa John's International Inc                                                    | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105877.96    | 0.02%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                              | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAS7<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $447748.20    | 0.09%             | 2034-01-20      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                                              | Penn Entertainment Inc                                                           | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $171392.02    | 0.03%             | 2029-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                                            | Performance Food Group Inc                                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      220000 | PA      | $215989.13    | 0.04%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                             | Philippine Government International Bond                                         | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    10000000 | PA      | $169030.90    | 0.03%             | 2036-01-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                      | Phillips 66 Co                                                                   | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      210000 | PA      | $210017.85    | 0.04%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                                                           | Pike Corp                                                                        | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63664.16     | 0.01%             | 2031-01-31      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                                | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      275000 | PA      | $295470.63    | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KFC Holding Co                                                                      | KFC Holding Co 2021 Term Loan B                                                  | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      326653 | PA      | $327061.73    | 0.06%             | 2028-03-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                                                         | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |      215000 | PA      | $225396.08    | 0.04%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225642.16    | 0.04%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       65000 | PA      | $61451.91     | 0.01%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                                   | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      575000 | PA      | $582833.85    | 0.12%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                                                 | Prestige Brands Inc                                                              | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |      207000 | PA      | $192734.00    | 0.04%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR3 Trust                                             | CUSIP: 74331VAG1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $427805.24    | 0.08%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2024-SFR5 Trust                                             | CUSIP: 74332HAL0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $689484.05    | 0.14%             | 2029-08-09      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR7 Trust                                             | CUSIP: 74333PAL1<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      788000 | PA      | $739986.29    | 0.15%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2021-SFR9 Trust                                             | CUSIP: 74333QAJ4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |      910000 | PA      | $853788.66    | 0.17%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                          | Progress Residential 2025-SFR1 Trust                                             | CUSIP: 74334NAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      631000 | PA      | $587724.13    | 0.12%             | 2042-02-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCIAL                                                                 | Provident Financial Services Inc                                                 | CUSIP: 74386TAA3<br>LEI: 529900JOSO3SXEDVE477 | Long             | DBT              | CORP              | US        |      210000 | PA      | $216300.00    | 0.04%             | 2034-05-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                      | Qatar Government International Bond                                              | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      280000 | PA      | $270454.57    | 0.05%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                                  | Province of Quebec Canada                                                        | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      436000 | PA      | $445945.53    | 0.09%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155987.71    | 0.03%             | 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        |      189000 | PA      | $197141.56    | 0.04%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QH6 Trust                                                       | CUSIP: 74922AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      232144 | PA      | $218697.10    | 0.04%             | 2037-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QA6 Trust                                                       | CUSIP: 74922MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      234398 | PA      | $219492.91    | 0.04%             | 2036-07-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | Rad CLO 22 Ltd                                                                   | CUSIP: 74923VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $251500.00    | 0.05%             | 2037-01-20      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities Corporation                                            | RASC Series 2007-KS1 Trust                                                       | CUSIP: 74924SAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890140 | PA      | $875149.49    | 0.17%             | 2037-01-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                                         | Rad CLO 7 Ltd                                                                    | CUSIP: 74936GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500412.50    | 0.10%             | 2036-04-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      670000 | PA      | $674741.86    | 0.13%             | 2044-11-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST RCKT_24-CES3                                                    | RCKT MORTGAGE TRUST RCKT_24-CES3                                                 | CUSIP: 74942AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $578735.93    | 0.11%             | 2044-05-25      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| Residential Funding Mtg Sec I                                                       | RFMSI Series 2006-S10 Trust                                                      | CUSIP: 74958DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      446616 | PA      | $366416.19    | 0.07%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      570000 | PA      | $601689.26    | 0.12%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2006-QO10 Trust                                                      | CUSIP: 751153AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      486589 | PA      | $446015.51    | 0.09%             | 2037-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2007-QO1 Trust                                                       | CUSIP: 75115YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      737768 | PA      | $687389.59    | 0.14%             | 2047-02-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2006-RZ2 Trust                                                       | CUSIP: 75156UAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      279445 | PA      | $277151.20    | 0.06%             | 2036-05-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| REDE D'OR FINANCE SARL                                                              | Rede D'or Finance Sarl                                                           | CUSIP: 75735GAA6<br>LEI: 549300FDE772OLJUCP79 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $193452.41    | 0.04%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      225000 | PA      | $220865.22    | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                                                               | Rentokil Terminix Funding LLC                                                    | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209060.92    | 0.04%             | 2030-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTRA RESOLUTE FOREST                                                              | CONTRA RESOLUTE FOREST                                                           | CUSIP: 761CVR042<br>LEI: N/A                  | N/A              | DE               |  | US        |       76222 | NS      | $114333.00    | 0.02%             |  |  |  | Yes           |                  3 | On Loan: No      |
| RIDE 2025-SHRE                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $409556.04    | 0.08%             | 2047-02-14      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE                                                                   | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      110000 | PA      | $111692.68    | 0.02%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROCKT_17-3C                                                                         | ROCKT_17-3C                                                                      | CUSIP: 77341DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $450403.65    | 0.09%             | 2030-10-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                              | Rockford Tower CLO 2021-1 Ltd                                                    | CUSIP: 77341KAE1<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |      448279 | PA      | $448696.80    | 0.09%             | 2034-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                         | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      315000 | PA      | $322738.19    | 0.06%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      610000 | PA      | $645531.01    | 0.13%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      515000 | PA      | $505638.15    | 0.10%             | 2084-11-24      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                             | CUSIP: 780086UF9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $545569.91    | 0.11%             | 2027-02-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      575000 | PA      | $592165.73    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                     | SBA Tower Trust                                                                  | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |      240000 | PA      | $245430.60    | 0.05%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                             | SBA Communications Corp                                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      140000 | PA      | $139343.81    | 0.03%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                                             | SBA Communications Corp                                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |      475000 | PA      | $453877.35    | 0.09%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAC2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      425000 | PA      | $360604.89    | 0.07%             | 2043-01-05      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |       35000 | PA      | $30505.80     | 0.01%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust                                          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                             | CUSIP: 78413MAN8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      345000 | PA      | $278481.72    | 0.06%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-2                                             | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      723412 | PA      | $628091.60    | 0.12%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Stonepeak                                                                           | STONEPEAK SALTT_21-1                                                             | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      258547 | PA      | $252693.46    | 0.05%             | 2033-02-28      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2004-10                                                   | CUSIP: 78442GND4<br>LEI: 54930060UIG70QCSNY68 | Long             | ABS-O            | CORP              | US        |      201361 | PA      | $189547.21    | 0.04%             | 2040-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-2                                                    | CUSIP: 784442AD7<br>LEI: 549300MHMWVKFEDI8G73 | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $775885.93    | 0.15%             | 2083-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-4                                                    | CUSIP: 78445AAD8<br>LEI: 549300EQOYJZL2D96G46 | Long             | ABS-O            | CORP              | US        |      103707 | PA      | $103941.90    | 0.02%             | 2022-07-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2008-7                                                    | CUSIP: 78445FAE5<br>LEI: 54930067BGNOZYMNWK87 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $495222.75    | 0.10%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2012-1                                                    | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      217099 | PA      | $212292.95    | 0.04%             | 2028-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                                              | SLM Student Loan Trust 2012-7                                                    | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $528696.52    | 0.11%             | 2043-09-25      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $348479.08    | 0.07%             | 2039-01-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      430000 | PA      | $427859.80    | 0.08%             | 2039-01-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| SMRT                                                                                | SMRT 2022-MINI                                                                   | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $347604.67    | 0.07%             | 2039-01-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      625000 | PA      | $614036.41    | 0.12%             | 2042-02-15      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                                      | Sabre GLBL Inc                                                                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35226.21     | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $108454.25    | 0.02%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust                                                        | Saxon Asset Securities Trust 2007-2                                              | CUSIP: 80556YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      497797 | PA      | $370813.14    | 0.07%             | 2047-05-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| SCOTT Trust 2023-SFS                                                                | SCOTT Trust 2023-SFS                                                             | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $102574.16    | 0.02%             | 2040-03-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                                                               | Scripps Escrow II Inc                                                            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $57804.82     | 0.01%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                     | Sealed Air Corp                                                                  | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176158.19    | 0.03%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                                     | Sealed Air Corp                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62145.46     | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                           | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      310000 | PA      | $313978.98    | 0.06%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| QXO INC                                                                             | QXO Inc                                                                          | CUSIP: 82846H504<br>LEI: 549300HDXQWWCBOYXP31 | Long             | EP               | CORP              | US        |       13350 | NS      | $720158.04    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP                                                              | Simmons First National Corp                                                      | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |      325000 | PA      | $328492.93    | 0.07%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                                                            | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67686.92     | 0.01%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135229.77    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                 | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      635000 | PA      | $603328.29    | 0.12%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                                               | Sixth Street CLO VIII Ltd                                                        | CUSIP: 83012VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      350000 | PA      | $348541.90    | 0.07%             | 2034-10-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      170000 | PA      | $175120.46    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                            | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102483.41    | 0.02%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                              | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      700000 | PA      | $733109.46    | 0.15%             | 2029-11-21      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Soundview Home Equity Loan Trust                                                    | SOUNDVIEW HOME EQUITY LOAN TRUST                                                 | CUSIP: 83612CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      145178 | PA      | $142008.66    | 0.03%             | 2036-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                             | Republic of South Africa Government International Bonds                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      250000 | PA      | $257751.86    | 0.05%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                            | South Bow Canadian Infrastructure Holdings Ltd                                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      265000 | PA      | $281220.87    | 0.06%             | 2055-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |       10150 | NS      | $510799.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      184000 | PA      | $183117.04    | 0.04%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      380000 | PA      | $374744.15    | 0.07%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      340000 | PA      | $359315.21    | 0.07%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                         | Southern Co/The                                                                  | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247331.01    | 0.05%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHSIDE BANCSHARES INC                                                            | Southside Bancshares Inc                                                         | CUSIP: 84470PAG4<br>LEI: 549300TC83207VQA2K65 | Long             | DBT              | CORP              | US        |      365000 | PA      | $370268.33    | 0.07%             | 2035-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                             | Southwestern Electric Power Co                                                   | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       85000 | PA      | $56943.81     | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                                 | Spectrum Brands Inc                                                              | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      272000 | PA      | $222156.45    | 0.04%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                           | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184939.35    | 0.04%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                                            | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      627500 | PA      | $632348.09    | 0.13%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                        | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88872.34     | 0.02%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                           | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |      315000 | PA      | $322087.50    | 0.06%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                            | Stanley Black & Decker Inc                                                       | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      870000 | PA      | $870708.18    | 0.17%             | 2060-03-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                      | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44440.60     | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                     | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      215000 | PA      | $230716.63    | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust                                              | Structured Asset Investment Loan Trust 2004-6                                    | CUSIP: 86358EJS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      223005 | PA      | $233589.27    | 0.05%             | 2034-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                             | Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS                    | CUSIP: 86359B2K6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      748840 | PA      | $717585.58    | 0.14%             | 2035-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2006-AR7                          | CUSIP: 86361HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      582724 | PA      | $491547.40    | 0.10%             | 2036-08-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc                                           | Structured Asset Mortgage Investments II Trust 2006-AR8                          | CUSIP: 86361WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      233936 | PA      | $215112.42    | 0.04%             | 2036-10-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                      | Structured Adjustable Rate Mortgage Loan Trust Series 2007-4                     | CUSIP: 86363LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      631927 | PA      | $595375.47    | 0.12%             | 2037-05-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | Stryker Corp                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      510000 | PA      | $517901.52    | 0.10%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                        | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      675000 | PA      | $688115.78    | 0.14%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499728.20    | 0.10%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                            | CUSIP: 871044AJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      370000 | PA      | $378945.79    | 0.08%             | 2054-06-25      | Fixed         | 10.03%                | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      118000 | PA      | $118088.88    | 0.02%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19909.91     | 0.00%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       69000 | PA      | $68600.43     | 0.01%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      265000 | PA      | $254159.66    | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      220000 | PA      | $198285.74    | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                            | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      355000 | PA      | $356405.02    | 0.07%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                             | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      194000 | PA      | $147312.87    | 0.03%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                             | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      172000 | PA      | $180180.20    | 0.04%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                                                                   | Teva Pharmaceutical Finance Netherlands IV BV                                    | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |       39000 | PA      | $40476.58     | 0.01%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust                                                 | Thornburg Mortgage Securities Trust 2004-3                                       | CUSIP: 885220FS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242928 | PA      | $231406.98    | 0.05%             | 2034-09-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      630000 | PA      | $661671.06    | 0.13%             | 2082-10-31      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_1                                                    | TOWD POINT MORTGAGE TRUST TPMT_1                                                 | CUSIP: 89173HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      760000 | PA      | $735094.65    | 0.15%             | 2057-04-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $860768.10    | 0.17%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST TPMT_18-2                                                 | TOWD POINT MORTGAGE TRUST TPMT_18-2                                              | CUSIP: 89175VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $860099.85    | 0.17%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-2                                                 | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $241946.46    | 0.05%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-HY3                                               | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650000 | PA      | $664813.63    | 0.13%             | 2059-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES6                                              | CUSIP: 891947AC7<br>LEI: 25490024AP9UCHO22G82 | Long             | ABS-MBS          | CORP              | US        |      620000 | PA      | $629265.78    | 0.12%             | 2064-11-25      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                               | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4903.62      | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                               | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $256023.30    | 0.05%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                   | Transcanada Trust                                                                | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |      455000 | PA      | $448143.97    | 0.09%             | 2082-03-07      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      730000 | PA      | $766245.60    | 0.15%             | 2031-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      260000 | PA      | $265943.64    | 0.05%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      268000 | PA      | $275313.79    | 0.05%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      115000 | PA      | $119452.11    | 0.02%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      250000 | PA      | $261477.48    | 0.05%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2024 Term Loan L                                                   | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      148500 | PA      | $148731.66    | 0.03%             | 2032-01-19      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2025 Term Loan K                                                   | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       54312 | PA      | $54365.73     | 0.01%             | 2030-03-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                            | Transocean International Ltd                                                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       63750 | PA      | $66481.51     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                                            | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       77714 | PA      | $79868.58     | 0.02%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      250000 | PA      | $243888.64    | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      140000 | PA      | $142180.71    | 0.03%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tricon Residential                                                                  | Tricon Residential 2021-SFR1 Trust                                               | CUSIP: 89614YAG1<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |      670000 | PA      | $661732.80    | 0.13%             | 2038-07-17      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust                                                   | 1211 Avenue of the Americas Trust 2015-1211                                      | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      380000 | PA      | $359100.00    | 0.07%             | 2035-08-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                                   | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      288000 | PA      | $282878.58    | 0.06%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Park Avenue Trust                                                                   | 245 Park Avenue Trust 2017-245P                                                  | CUSIP: 90187LAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $523795.64    | 0.10%             | 2037-06-05      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET TRUST LBTY_16-225                                                    | LIBERTY STREET TRUST LBTY_16-225                                                 | CUSIP: 902055AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $9056.50      | 0.00%             | 2036-02-10      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                                                          | TKO Worldwide Holdings LLC 2025 Term Loan                                        | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      414870 | PA      | $416131.43    | 0.08%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                                                                  | UMB Financial Corp                                                               | CUSIP: 902788405<br>LEI: 549300MGEH3N3CUCV828 | Long             | EP               | CORP              | US        |       18525 | NS      | $495173.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      345000 | PA      | $334824.56    | 0.07%             | 2027-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      210000 | PA      | $211034.34    | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235904 | PA      | $235901.83    | 0.05%             | 2032-09-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                    | CUSIP: 90355PAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      377447 | PA      | $377440.76    | 0.07%             | 2032-09-25      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                                                 | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      190000 | PA      | $189183.47    | 0.04%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $173452.49    | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      227000 | PA      | $219186.68    | 0.04%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      200000 | PA      | $210705.29    | 0.04%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      420000 | PA      | $416183.79    | 0.08%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      475000 | PA      | $454281.48    | 0.09%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                                             | United Rentals North America Inc                                                 | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      285000 | PA      | $275097.75    | 0.05%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                          | US Bancorp                                                                       | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      305000 | PA      | $314938.01    | 0.06%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      590000 | PA      | $462689.06    | 0.09%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2760000 | PA      | $2088112.50   | 0.41%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      620000 | PA      | $375003.13    | 0.07%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      175000 | PA      | $131277.34    | 0.03%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       95000 | PA      | $70166.41     | 0.01%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $417187.50    | 0.08%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       63000 | PA      | $62547.19     | 0.01%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      222000 | PA      | $216692.81    | 0.04%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      220000 | PA      | $209068.75    | 0.04%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      125000 | PA      | $123320.31    | 0.02%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1335000 | PA      | $1254691.41   | 0.25%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1320000 | PA      | $1294425.00   | 0.26%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      400000 | PA      | $407875.00    | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5721000 | PA      | $5726810.39   | 1.14%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      160000 | PA      | $159750.00    | 0.03%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       30000 | PA      | $29932.03     | 0.01%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                            | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      180000 | PA      | $187066.55    | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                                                                     | VMC Finance 2021-FL4 LLC                                                         | CUSIP: 91835RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281653 | PA      | $279301.74    | 0.06%             | 2036-06-16      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC                                                                        | VT Topco Inc                                                                     | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130185.96    | 0.03%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                          | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      340000 | PA      | $305287.49    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAG5<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      340000 | PA      | $362768.87    | 0.07%             | 2035-05-22      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                               | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      290000 | PA      | $304119.36    | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108099.10    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      177000 | PA      | $184260.30    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      829000 | PA      | $704584.67    | 0.14%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                                            | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100241.23    | 0.02%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2022-1                                                | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      123572 | PA      | $118885.55    | 0.02%             | 2067-01-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-2                                                | CUSIP: 92539DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $551247.57    | 0.11%             | 2068-03-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2023-4                                                | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-MBS          | CORP              | US        |      483036 | PA      | $483226.45    | 0.10%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | VERUS SECURITIZATION TRUST VERUS_24-2                                            | CUSIP: 92539UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      472000 | PA      | $479767.09    | 0.10%             | 2069-02-25      | Variable      | 7.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-1                                                | CUSIP: 92540EAA1<br>LEI: 984500A3F1D749452747 | Long             | ABS-MBS          | CORP              | US        |       54698 | PA      | $55056.24     | 0.01%             | 2069-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |      450000 | PA      | $436626.57    | 0.09%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              |  | US        |       29000 | PA      | $29065.43     | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                               | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      395000 | PA      | $398390.14    | 0.08%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |      360000 | PA      | $368098.16    | 0.07%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                 | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       80000 | PA      | $78586.83     | 0.02%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      630000 | PA      | $575634.59    | 0.11%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      231000 | PA      | $211850.32    | 0.04%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      305000 | PA      | $303456.32    | 0.06%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62334.91     | 0.01%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62309.83     | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                                                  | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      163000 | PA      | $172705.91    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust                   | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      799895 | PA      | $758713.16    | 0.15%             | 2045-11-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR8 2AC2                                   | WAMU_05-AR8                                                                      | CUSIP: 92922FS41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268551 | PA      | $260090.07    | 0.05%             | 2045-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| WAMU Asset-Backed Certificates                                                      | WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust                        | CUSIP: 933631AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1006581 | PA      | $459394.55    | 0.09%             | 2037-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust                    | CUSIP: 93364CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463119 | PA      | $415401.31    | 0.08%             | 2047-05-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through CTFS                                        | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR2 Trust | CUSIP: 93934FMN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      182701 | PA      | $168504.41    | 0.03%             | 2046-04-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Home Equity Trust                                                       | Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust                     | CUSIP: 9497EVAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $845038.62    | 0.17%             | 2037-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WFMBS_07-7                                                                          | WFMBS_07-7                                                                       | CUSIP: 94985JBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      624096 | PA      | $587789.88    | 0.12%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-SVEN                                  | WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-SVEN                               | CUSIP: 949937AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      667000 | PA      | $681209.95    | 0.14%             | 2037-06-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      555000 | PA      | $519829.24    | 0.10%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136575.06    | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      230000 | PA      | $238359.15    | 0.05%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5256.55      | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2018-C47                                   | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |      560000 | PA      | $558221.89    | 0.11%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| WESBANCO INC                                                                        | WesBanco Inc                                                                     | CUSIP: 950810887<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       26425 | NS      | $681236.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                                            | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      490000 | PA      | $470819.55    | 0.09%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                            | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      285000 | PA      | $279937.70    | 0.06%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                              | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      342000 | PA      | $350304.71    | 0.07%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                                                            | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $151074.21    | 0.03%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                                                             | Wintrust Financial Corp                                                          | CUSIP: 97650W702<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |       10275 | NS      | $269821.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| XEROX CORPORATION                                                                   | Xerox Corp                                                                       | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |      215000 | PA      | $220551.82    | 0.04%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| YEOMAN CAP S A                                                                      | YEOMAN CAP S A                                                                   | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |        8977 | NS      | $44885.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| YUM! BRANDS INC                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      290000 | PA      | $291074.07    | 0.06%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      760000 | PA      | $720695.71    | 0.14%             | 2031-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                     | Yum! Brands Inc                                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295642.61    | 0.06%             | 2032-01-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                             | Zayo Group Holdings Inc                                                          | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      151160 | PA      | $139290.51    | 0.03%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                  | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      270000 | PA      | $273871.52    | 0.05%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | AUD/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -2 | NC      | $-593.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Johannesburg Stock Exchange                                                         | FTSE/JSE TOP 40 DEC 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |          14 | NC      | $28744.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johannesburg Stock Exchange                                                         | FTSE/JSE TOP 40 DEC 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |           8 | NC      | $22733.67     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Johannesburg Stock Exchange                                                         | FTSE/JSE TOP 40 DEC 25                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ZA        |           1 | NC      | $-77.62       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Twenty Year Bonds                                                  | Japan Government Twenty Year Bonds                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   207400000 | PA      | $1329022.17   | 0.26%             | 2025-12-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                               | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     9720000 | PA      | $191032.67    | 0.04%             | 2035-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2025000000 | PA      | $125406.36    | 0.02%             | 2033-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | PROVINCE OF ONTARIO CANADA                                                       | CUSIP: 68323ACC6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      500000 | PA      | $318707.25    | 0.06%             | 2045-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                        | KazMunayGas National Co. JSC                                                     | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      215000 | PA      | $219673.19    | 0.04%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                              | Berkshire Hathaway Finance Corp                                                  | CUSIP: 084664CS8<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234929.64    | 0.05%             | 2039-06-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                 | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $182173.01    | 0.04%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                            | Asian Infrastructure Investment Bank/The                                         | CUSIP: 000000000<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | XX        |      245000 | PA      | $323726.27    | 0.06%             | 2025-12-15      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      265000 | PA      | $269696.59    | 0.05%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 13562000000 | PA      | $830451.64    | 0.16%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                                                                | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: 000000000<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |      335000 | PA      | $399971.93    | 0.08%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                      | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    21330000 | PA      | $941225.77    | 0.19%             | 2035-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Austria Government Bonds                                                | Republic of Austria Government Bonds                                             | CUSIP: 000000000<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |      175000 | PA      | $205105.35    | 0.04%             | 2033-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NATL GAS TRANSMISSION                                                               | National Gas Transmission PLC                                                    | CUSIP: 000000000<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $242669.33    | 0.05%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Finland Government Bonds                                                            | Finland Government Bonds                                                         | CUSIP: 000000000<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      445000 | PA      | $522254.47    | 0.10%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                      | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     5600000 | PA      | $269937.16    | 0.05%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                                            | Davide Campari-Milano NV                                                         | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $112816.97    | 0.02%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG ENERGY INC                                                                   | CUSIP: 000000000<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |      714456 | PA      | $715348.57    | 0.14%             | 2031-04-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CHINA AOYUAN GROUP LTD                                                              | CHINA AOYUAN GROUP LTD                                                           | CUSIP: 000000000<br>LEI: 549300YSOKQO5QD6MP25 | Long             | EC               | CORP              | KY        |       30741 | NS      | $372.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                    | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      160000 | PA      | $199797.92    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                       | TRANSDIGM INC                                                                    | CUSIP: 000000000<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      148125 | PA      | $148333.86    | 0.03%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                                      | 1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      751589 | PA      | $750461.44    | 0.15%             | 2030-09-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                            | Electricite de France SA                                                         | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $465647.96    | 0.09%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                         | JetBlue Airways Corporation 2024 Term Loan B                                     | CUSIP: 000000000<br>LEI: 54930070J9H97ZO93T57 | Long             | LON              | CORP              | US        |      430650 | PA      | $396413.33    | 0.08%             | 2029-08-27      | Floating      | 8.95%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                                                             | Yorkshire Water Finance PLC                                                      | CUSIP: 000000000<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      155000 | PA      | $212816.50    | 0.04%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                                                              | Delta 2 (LUX) Sarl 2024 Term Loan B1                                             | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |      268000 | PA      | $268000.00    | 0.05%             | 2031-09-30      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       90000 | PA      | $88272.15     | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CACI INTL INC                                                                       | CACI INTL INC                                                                    | CUSIP: 000000000<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |      610574 | PA      | $611721.94    | 0.12%             | 2031-10-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITED AIR LINES INC (OLD)                                                          | UNITED AIR LINES INC (OLD)                                                       | CUSIP: 000000000<br>LEI: MNUK2DGUCJQSQDF96X28 | Long             | LON              | CORP              | US        |      400558 | PA      | $401295.43    | 0.08%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                          | DYNASTY ACQUISITION CO INC                                                       | CUSIP: 000000000<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |       55792 | PA      | $55921.74     | 0.01%             | 2031-10-31      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| DYNASTY ACQUISITION CO INC                                                          | DYNASTY ACQUISITION CO INC                                                       | CUSIP: 000000000<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |      146678 | PA      | $147020.01    | 0.03%             | 2031-10-27      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                               | AECOM                                                                            | CUSIP: 000000000<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | LON              | CORP              | US        |      439423 | PA      | $442855.16    | 0.09%             | 2031-04-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                            | Equinix Europe 2 Financing Corp LLC                                              | CUSIP: 000000000<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |      130000 | PA      | $146867.44    | 0.03%             | 2034-11-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | TRAVEL + LEISURE CO                                                              | CUSIP: 000000000<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |      589791 | PA      | $591596.02    | 0.12%             | 2029-12-14      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH FINCO BV                                                              | Digital Dutch Finco BV                                                           | CUSIP: 000000000<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              |  | NL        |      220000 | PA      | $252086.76    | 0.05%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                                                   | CLARIOS GLOBAL LP                                                                | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |      640000 | PA      | $641798.40    | 0.13%             | 2032-01-28      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                                                            | GREAT OUTDOORS GROUP LLC                                                         | CUSIP: 000000000<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |      937912 | PA      | $939788.33    | 0.19%             | 2032-01-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                                                                    | GLOVES BUYER INC                                                                 | CUSIP: 000000000<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |      485000 | PA      | $480237.30    | 0.10%             | 2032-01-20      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                               | QUIKRETE HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      890525 | PA      | $891326.47    | 0.18%             | 2032-02-10      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I LP                                                                 | Hilcorp Energy I LP Term Loan B                                                  | CUSIP: 431319AH5<br>LEI: 549300ITPIHLG0LHEC09 | Long             | LON              | CORP              | US        |      442775 | PA      | $442775.00    | 0.09%             | 2030-02-11      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                            | CLEARWATER ANALYTICS LLC                                                         | CUSIP: 000000000<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      430000 | PA      | $430000.00    | 0.09%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                                               | LONG RIDGE ENERGY LLC                                                            | CUSIP: 000000000<br>LEI: 984500764EC9AZ2FC764 | Long             | LON              | CORP              | US        |      407950 | PA      | $400810.88    | 0.08%             | 2032-02-19      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                                           | AADVANTAGE LOYALTY IP LTD                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      132584 | PA      | $132467.07    | 0.03%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                          | KASEYA INC                                                                       | CUSIP: 000000000<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |      383075 | PA      | $383446.58    | 0.08%             | 2032-03-08      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                 | Clydesdale Acquisition Holdings Inc 2025 Delayed Draw Term Loan                  | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |        7139 | PA      | $7088.43      | 0.00%             | 2032-04-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                      | Czech Republic Government Bond                                                   | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |     8440000 | PA      | $395577.92    | 0.08%             | 2034-10-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      244000 | PA      | $281784.77    | 0.06%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      200000 | PA      | $231549.29    | 0.05%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Limited                                                          | AS Mileage Plan IP Limited 2025 Repriced Term Loan B                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      247500 | PA      | $248428.13    | 0.05%             | 2031-10-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1035000 | PA      | $663762.99    | 0.13%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                            | Cloud Software Group Inc 2025 Term Loan B (2031)                                 | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      511144 | PA      | $509584.95    | 0.10%             | 2031-03-21      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMERICA INC                                                    | UNITED RENTALS NORTH AMERICA INC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      197000 | PA      | $197837.25    | 0.04%             | 2031-02-14      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                                                | ARAMARK SERVICES INC                                                             | CUSIP: 000000000<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       64000 | PA      | $64040.32     | 0.01%             | 2028-04-06      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS USD 1st Lien Term Loan B                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      760000 | PA      | $764871.60    | 0.15%             | 2032-04-28      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      135000 | PA      | $156151.55    | 0.03%             | 2044-11-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| London Metal Exchange                                                               | LMAHDP 20260204 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $407.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMAHDP 20260205 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $607.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMAHDP 20260206 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $387.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMAHDP 20260212 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-449.99      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMNIDP 20260217 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -17 | NC      | $8428.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMPBDP 20260217 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $2495.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMAHDP 20260217 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          33 | NC      | $4355.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMZSDP 20260217 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          14 | NC      | $15732.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMPBDP 20260218 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $-2991.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMAHDP 20260218 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-1619.99     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMNIDP 20260218 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $-2738.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMCADP 20260219 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $9362.57      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMZSDP 20260224 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $1364.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMPBDP 20260224 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $140.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMNIDP 20260224 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $2686.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMZSDP 20260225 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $1408.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMCADP 20260212 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $10327.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMPBDP 20260225 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -2 | NC      | $255.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMZSDP 20260227 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -1 | NC      | $-828.74      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMCADP 20260227  LME COMDTY FWD                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $7058.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMZSDP 20260226 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           2 | NC      | $905.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMPBDP 20260227 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           1 | NC      | $-41.24       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LMPBDP 20260226 LME COMDTY FWD                                                   | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          -4 | NC      | $122.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      510000 | PA      | $323984.75    | 0.06%             | 2032-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $4776.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $-5162.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $4293.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $21507.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $-10535.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $-3278.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $14903.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $27778.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | US        |           1 | NC      | $26265.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | XX        |           1 | NC      | $301.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | XX        |           1 | NC      | $-1322.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital, Inc.                                                              | SINGAPORE DOLLAR                                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              |  | SG        |           1 | NC      | $-1386.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Thailand Futures Exchange                                                           | SET50 FUTURES DEC 25                                                             | CUSIP: 000000000<br>LEI: 5493006G4X6OUMF0CE07 | N/A              | DE               |  | TH        |          58 | NC      | $-2730.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | INDONESIA TREASURY BOND                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  2298000000 | PA      | $151815.06    | 0.03%             | 2029-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                                            | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      352000 | PA      | $190973.78    | 0.04%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLERGAN FUNDING SCS                                                                | Allergan Funding SCS                                                             | CUSIP: 000000000<br>LEI: 222100FLFVOSKCBCAR54 | Long             | DBT              | CORP              | LU        |      100000 | PA      | $113060.94    | 0.02%             | 2028-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |      289000 | PA      | $291819.19    | 0.06%             | 2034-08-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                               | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    11000000 | PA      | $124733.23    | 0.02%             | 2029-10-07      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | 10YR MINI JGB DEC 25                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |          -3 | NC      | $4324.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX 600 BANK DEC 25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          10 | NC      | $10604.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                                                             | E.ON SE                                                                          | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      170000 | PA      | $172194.88    | 0.03%             | 2031-11-07      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE                                                            | Pacific National Finance Pty Ltd                                                 | CUSIP: 000000000<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | CORP              | AU        |      240000 | PA      | $145160.77    | 0.03%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                             | Philippine Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      535000 | PA      | $605396.05    | 0.12%             | 2027-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BNY Capital Markets LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              |  | US        |           1 | NC      | $-2360.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              |  | JP        |           1 | NC      | $-7398.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNY Capital Markets LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: VJW2DOOHGDT6PR0ZRO63 | N/A              | DFE              |  | JP        |           1 | NC      | $11266.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                                                 | Worldline SA/France                                                              | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      110011 | PA      | $123949.64    | 0.02%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 11637000000 | PA      | $715586.34    | 0.14%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                             | KazMunayGas National Co JSC                                                      | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | NUSS              | KZ        |      430000 | PA      | $388296.33    | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      430000 | PA      | $262054.62    | 0.05%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1020000 | PA      | $391663.83    | 0.08%             | 2041-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      290000 | PA      | $132430.55    | 0.03%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                             | CUSIP: 000000000<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      185000 | PA      | $229677.71    | 0.05%             | 2031-05-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                            | Johnson Controls International plc / Tyco Fire & Security Finance SCA            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      100000 | PA      | $111702.04    | 0.02%             | 2027-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      405000 | PA      | $167890.50    | 0.03%             | 2041-11-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                               | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    49480000 | PA      | $872780.30    | 0.17%             | 2029-05-19      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                           | Airbus SE                                                                        | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |      100000 | PA      | $110525.91    | 0.02%             | 2030-06-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                                             | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     4695000 | PA      | $401471.63    | 0.08%             | 2031-09-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                                                               | Cellnex Finance Co SA                                                            | CUSIP: 000000000<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $211055.55    | 0.04%             | 2032-09-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      585000 | PA      | $298945.94    | 0.06%             | 2032-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                                               | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      450000 | PA      | $265471.65    | 0.05%             | 2030-05-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $373816.36    | 0.07%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                                                               | Global Switch Finance BV                                                         | CUSIP: 000000000<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $163681.77    | 0.03%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      205000 | PA      | $240884.01    | 0.05%             | 2032-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      845000 | PA      | $480807.45    | 0.10%             | 2026-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      500000 | PA      | $313036.93    | 0.06%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      395000 | PA      | $211228.80    | 0.04%             | 2028-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                               | Province of Ontario Canada                                                       | CUSIP: 000000000<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      185000 | PA      | $214294.82    | 0.04%             | 2034-01-31      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |     1410000 | PA      | $138179.08    | 0.03%             | 2026-03-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTL DEVELOPMENT ASSOC                                                              | International Development Association                                            | CUSIP: 000000000<br>LEI: P41R60HC414IWQA1XW02 | Long             | DBT              | CORP              | XX        |      900000 | PA      | $86495.00     | 0.02%             | 2027-02-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                               | Indonesia Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      100000 | PA      | $96889.22     | 0.02%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                                             | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |      970000 | PA      | $89769.25     | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                               | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |     7990000 | PA      | $88293.54     | 0.02%             | 2031-07-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas International                                                           | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | US        |           1 | NC      | $13823.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                                             | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |    11195000 | PA      | $994511.31    | 0.20%             | 2032-05-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                             | Hungary Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      200000 | PA      | $171660.60    | 0.03%             | 2031-09-22      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN OIL JAN 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           9 | NC      | $6837.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN OIL MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $1700.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN OIL MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           2 | NC      | $199.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN OIL MAY 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           4 | NC      | $-273.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN OIL DEC 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $4268.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1865000 | PA      | $1077290.95   | 0.21%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                             | European Bank for Reconstruction & Development                                   | CUSIP: 000000000<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | XX        |    15300000 | PA      | $170840.32    | 0.03%             | 2027-10-26      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                              | Romania Government International Bonds                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       64000 | PA      | $62771.31     | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                    | Vmed O2 UK Financing I PLC                                                       | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      185000 | PA      | $219382.55    | 0.04%             | 2031-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUEZ                                                                                | Suez SACA                                                                        | CUSIP: 000000000<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $108195.92    | 0.02%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                               | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    21300000 | PA      | $236023.07    | 0.05%             | 2030-07-21      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      595000 | PA      | $787658.72    | 0.16%             | 2027-03-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                                 | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |       80000 | PA      | $105675.15    | 0.02%             | 2031-10-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      446000 | PA      | $260688.01    | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | GBP/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           2 | NC      | $602.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | GBP/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         -28 | NC      | $-29596.05    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    24400000 | PA      | $270726.39    | 0.05%             | 2030-04-17      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRSERVICES AUSTRALIA                                                               | Airservices Australia                                                            | CUSIP: 000000000<br>LEI: 984500E3D9SF5M749X15 | Long             | DBT              | NUSS              | AU        |      480000 | PA      | $322099.96    | 0.06%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Zealand Government Bonds                                                        | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      248000 | PA      | $140958.27    | 0.03%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                          | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |     1070000 | PA      | $704713.96    | 0.14%             | 2031-08-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                                 | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      317000 | PA      | $423921.23    | 0.08%             | 2029-07-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                                                 | U.K. Gilts                                                                       | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      300000 | PA      | $393372.68    | 0.08%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP VICTORIA                                                              | Treasury Corp of Victoria                                                        | CUSIP: 000000000<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |      540000 | PA      | $346691.52    | 0.07%             | 2038-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      855000 | PA      | $534278.41    | 0.11%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 000000000<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      215000 | PA      | $287535.81    | 0.06%             | 2028-10-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                               | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    30240000 | PA      | $546336.08    | 0.11%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      300000 | PA      | $186534.96    | 0.04%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      810000 | PA      | $516181.65    | 0.10%             | 2035-09-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1375000 | PA      | $889400.89    | 0.18%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                                              | Volkswagen International Finance NV                                              | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $268612.73    | 0.05%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LA FRANCAISE DES JEUX SA                                                            | FDJ UNITED                                                                       | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      100000 | PA      | $114449.70    | 0.02%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                                            | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      330000 | PA      | $372366.53    | 0.07%             | 2034-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | BRL/USD FUTURE (CME) JAN 26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           3 | NC      | $411.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | BRL/USD FUTURE (CME) JAN 26                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          82 | NC      | $17908.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                             | International Bank for Reconstruction & Development                              | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | XX        |    30500000 | PA      | $343580.14    | 0.07%             | 2028-04-24      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| AURIZON NETWORK PTY LTD                                                             | Aurizon Network Pty Ltd                                                          | CUSIP: 000000000<br>LEI: 549300FNL9A7DVZKZ444 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $146284.87    | 0.03%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                             | Inter-American Development Bank                                                  | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | XX        |    27000000 | PA      | $309314.10    | 0.06%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                       | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      620000 | PA      | $396503.57    | 0.08%             | 2036-03-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                    | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      845000 | PA      | $512815.03    | 0.10%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NZ LOCAL GOVT FUND AGENC                                                            | New Zealand Local Government Funding Agency Bond                                 | CUSIP: 000000000<br>LEI: 254900ZJG39H1CAH6K02 | Long             | DBT              | NUSS              | NZ        |      295000 | PA      | $195015.20    | 0.04%             | 2028-08-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                               | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    47150000 | PA      | $830420.03    | 0.16%             | 2030-07-27      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SARTORIUS FINANCE BV                                                                | Sartorius Finance BV                                                             | CUSIP: 000000000<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $246894.33    | 0.05%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORP                                                            | Queensland Treasury Corp                                                         | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      360000 | PA      | $235372.24    | 0.05%             | 2036-07-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                               | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    17560000 | PA      | $310133.31    | 0.06%             | 2035-04-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIPPINE GOVERNMENT                                                               | Philippine Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    18900000 | PA      | $330614.12    | 0.07%             | 2029-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                          | NBN Co Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | NUSS              | AU        |      570000 | PA      | $375303.11    | 0.07%             | 2035-03-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                 | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      205000 | PA      | $245394.07    | 0.05%             | 2032-07-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                                 | OMERS Finance Trust                                                              | CUSIP: 000000000<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | CORP              | CA        |      260000 | PA      | $298804.55    | 0.06%             | 2035-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                               | Guatemala Government Bond                                                        | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      710000 | PA      | $739438.07    | 0.15%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 000000000<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      345000 | PA      | $391659.18    | 0.08%             | 2033-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                               | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    29270000 | PA      | $322226.28    | 0.06%             | 2035-05-05      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Norway Government Bonds                                                             | Norway Government Bonds                                                          | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |     6485000 | PA      | $625579.93    | 0.12%             | 2035-06-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | SHORT EURO-BTP (ITALY GOVT) DEC 25                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         233 | NC      | $45316.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | SHORT EURO-BTP (ITALY GOVT) DEC 25                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          34 | NC      | $-6859.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      206000 | PA      | $212656.21    | 0.04%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                     | CUSIP: 000000000<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      100000 | PA      | $114572.34    | 0.02%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  5001000000 | PA      | $342982.57    | 0.07%             | 2031-05-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    12370000 | PA      | $2336716.38   | 0.46%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                                                              | New Zealand Government Bonds                                                     | CUSIP: 000000000<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     1350000 | PA      | $748128.94    | 0.15%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                                                        | BRENT CRUDE OIL LAST DAY FEB 26                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -5 | NC      | $-2324.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | CORN MAR 26                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -37 | NC      | $-15657.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | CORN MAR 26                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -14 | NC      | $-2026.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | CORN MAY 26                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -47 | NC      | $-13667.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | CORN JUL 26                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -41 | NC      | $-3378.93     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | CORN DEC 26                                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -18 | NC      | $-6340.14     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | MILLING WHEAT MAR 26                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |         -19 | NC      | $6080.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | MILLING WHEAT MAY 26                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |         -46 | NC      | $20049.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | MILLING WHEAT SEP 26                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |         -20 | NC      | $4967.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX BANK DEC 25                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          42 | NC      | $17048.84     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COCOA MAR 26                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -7 | NC      | $-17766.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COCOA MAR 26                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -8 | NC      | $20286.49     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COCOA MAY 26                                                                     | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -2 | NC      | $6165.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | CAD/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -1 | NC      | $-126.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | CAD/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -120 | NC      | $60514.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | CAC40 10 EURO DEC 25                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          17 | NC      | $35150.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | CAC40 10 EURO DEC 25                                                             | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DE               |  | FR        |          14 | NC      | $17212.85     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | USD/CNH PH (XCME) DEC 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           1 | NC      | $-561.02      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE JAN 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -7 | NC      | $-6171.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE JAN 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -9 | NC      | $5570.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE JAN 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -5 | NC      | $-2843.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE FEB 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -9 | NC      | $6884.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -4 | NC      | $1303.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -2 | NC      | $-423.42      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE APR 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -6 | NC      | $9479.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | WTI CRUDE DEC 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -5 | NC      | $5001.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | CAN 10YR BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          87 | NC      | $29111.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | CAN 10YR BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |           2 | NC      | $-230.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | CAN 10YR BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          69 | NC      | $22984.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | CAN 10YR BOND MAR 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          -7 | NC      | $-2383.71     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) FEB 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -7 | NC      | $8112.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) FEB 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -1 | NC      | $725.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) FEB 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -5 | NC      | $-2639.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) MAR 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -6 | NC      | $9353.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) APR 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -3 | NC      | $3947.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) APR 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -2 | NC      | $-1302.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | 3M CORRA MAR 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          73 | NC      | $5929.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | 3M CORRA MAR 26                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |          34 | NC      | $-811.20      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | BRENT CRUDE (ICE) DEC 26                                                         | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -4 | NC      | $8636.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | E-MICRO EUR/USD DEC 25                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           4 | NC      | $-395.55      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COTTON NO.2 MAR 26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -37 | NC      | $9199.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COTTON NO.2 MAR 26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -24 | NC      | $9158.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COTTON NO.2 MAR 26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -7 | NC      | $-2659.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COTTON NO.2 MAY 26                                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -6 | NC      | $-113.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              |  | US        |           1 | NC      | $13663.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $9053.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $-13081.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $-1415.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $-7457.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $12422.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | AU        |           1 | NC      | $1715.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |           1 | NC      | $-13088.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | XX        |           1 | NC      | $413.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | JP        |           1 | NC      | $1829.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | MEXICAN PESO                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | MX        |           1 | NC      | $11001.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | NORWAY KRONA                                                                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | NO        |           1 | NC      | $-18060.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| D2R8H4FE4 BUNDESREPUB.  0% 05/15/35/EUR                                             | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      175000 | PA      | $157892.29    | 0.03%             | 2035-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | CLASS III MILK FUTURE JAN 26                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -3 | NC      | $3573.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-832.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-653.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-733.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $671.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1133.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $475.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $2838.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $3734.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1673.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $993.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CHILEAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $2961.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CHILEAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-119.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CHILEAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $3056.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-465.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-4.63        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1019.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | KOREAN WON                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-217.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1336.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-2234.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1027.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1251.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1626.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-841.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                                                  | COFFEE ROBUSTA JAN 26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           2 | NC      | $-992.27      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | COFFEE ROBUSTA MAR 26                                                            | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           2 | NC      | $-2332.27     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | DJIA MINI e-CBOT DEC 25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |           3 | NC      | $5970.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | DJIA MINI e-CBOT DEC 25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |           2 | NC      | $1491.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | DJIA MINI e-CBOT DEC 25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |          13 | NC      | $77303.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ DEC 25                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -417 | NC      | $4456.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-SCHATZ DEC 25                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -132 | NC      | $3016.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | DOLLAR INDEX DEC 25                                                              | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DFE              |  | US        |         -23 | NC      | $-46362.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                                                          | Grifols SA                                                                       | CUSIP: 000000000<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      296000 | PA      | $360345.94    | 0.07%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                                                        | CRUDE OIL EMINI JAN 26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -4 | NC      | $2869.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | CRUDE OIL EMINI JAN 26                                                           | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          -1 | NC      | $-138.80      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EUR/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           1 | NC      | $454.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EUR/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          21 | NC      | $-60616.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WTI CRUDE JAN 26                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -5 | NC      | $6245.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WTI CRUDE JAN 26                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -4 | NC      | $-2614.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WTI CRUDE FEB 26                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -2 | NC      | $297.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WTI CRUDE MAR 26                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -3 | NC      | $2367.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WTI CRUDE APR 26                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -1 | NC      | $1439.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | MAIZE FUTURE MAR 26                                                              | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |          -6 | NC      | $-104.01      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR MAR 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          41 | NC      | $9687.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR MAR 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          19 | NC      | $-11852.48    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR MAR 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        -177 | NC      | $12060.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR MAR 29                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          -2 | NC      | $-29.58       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR JUN 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          75 | NC      | $-42566.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR JUN 27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          62 | NC      | $1436.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR JUN 28                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          22 | NC      | $-2286.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR SEP 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          11 | NC      | $-2165.62     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR DEC 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          21 | NC      | $-1227.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR DEC 27                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          19 | NC      | $-4227.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | 3MO EURO EURIBOR DEC 28                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |           3 | NC      | $-627.59      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S&P500 EMINI DEC 25                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           9 | NC      | $32586.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S&P500 EMINI DEC 25                                                              | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          14 | NC      | $132198.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S&P MID 400 EMINI DEC 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           3 | NC      | $515.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | S&P MID 400 EMINI DEC 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $272.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | ICE NYSE FANG+ INDEX FUTURE DEC 25                                               | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |           1 | NC      | $2937.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         137 | NC      | $2392.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          10 | NC      | $-507.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         262 | NC      | $100453.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           4 | NC      | $-367.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | LONG GILT MAR 26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          23 | NC      | $23180.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | LONG GILT MAR 26                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         -31 | NC      | $-41968.44    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | GOLD 100 OZ FEB 26                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           5 | NC      | $60601.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | GOLD 100 OZ FEB 26                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           8 | NC      | $126329.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | GOLD 100 OZ APR 26                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $30136.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX 600 UTIL DEC 25                                                            | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           7 | NC      | $18630.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2537.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-43891.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $62733.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-2641.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-7418.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $-4443.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $12602.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | US        |           1 | NC      | $14249.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $2861.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | XX        |           1 | NC      | $-655.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $-10007.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              |  | GB        |           1 | NC      | $928.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | DAX INDEX DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           2 | NC      | $-23021.10    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | DAX INDEX DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           1 | NC      | $-3264.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | COPPER MAR 26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           1 | NC      | $1598.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | COPPER MAR 26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           5 | NC      | $25646.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | COPPER MAY 26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           4 | NC      | $20780.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NY HARBOR ULSD (HEAT OIL) JAN 26                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           7 | NC      | $-29122.11    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NY HARBOR ULSD (HEAT OIL) JAN 26                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          19 | NC      | $-162204.04   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NY HARBOR ULSD (HEAT OIL) FEB 26                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-24200.55    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NY HARBOR ULSD (HEAT OIL) MAR 26                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-21399.15    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NY HARBOR ULSD (HEAT OIL) APR 26                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           5 | NC      | $-30298.83    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NY HARBOR ULSD (HEAT OIL) DEC 26                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $-6306.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |           1 | NC      | $17556.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |           1 | NC      | $31035.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |           1 | NC      | $-17692.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |           1 | NC      | $7432.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | US        |           1 | NC      | $24961.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | SINGAPORE DOLLAR                                                                 | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | SG        |           1 | NC      | $-7497.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | MICRO E-MINI NASDAQ 100 DEC 25                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $761.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | MICRO E-MINI RUSSELL 2000 DEC 25                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           2 | NC      | $387.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                                                          | IBEX 35 INDEX DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |           6 | NC      | $37779.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                                                          | IBEX 35 INDEX DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |          12 | NC      | $59209.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                                                          | IBEX MINI IDX DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |           2 | NC      | $804.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | RAPESEED FEB 26                                                                  | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |         -13 | NC      | $-2839.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                                                         | RAPESEED MAY 26                                                                  | CUSIP: 000000000<br>LEI: 724500QJ4QSZ3H9QU415 | N/A              | DCO              |  | FR        |           9 | NC      | $123.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BTP (ITALY GOVT) DEC 25                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          97 | NC      | $-1690.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BTP (ITALY GOVT) DEC 25                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |           7 | NC      | $2011.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BTP (ITALY GOVT) DEC 25                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          28 | NC      | $-3638.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BTP (ITALY GOVT) DEC 25                                                     | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -18 | NC      | $-48186.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                                                      | KL COMPOSITE INDX DEC 25                                                         | CUSIP: 000000000<br>LEI: 254900CXCSGW8M52ZU27 | N/A              | DE               |  | MY        |           6 | NC      | $-237.03      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | 90 D AUD BANK BILL RATE MAR 26                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -118 | NC      | $27434.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | 90 D AUD BANK BILL RATE SEP 26                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |           1 | NC      | $-848.51      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - All Markets                                                                   | 90 D AUD BANK BILL RATE DEC 26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         -11 | NC      | $2283.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EMINI FINANCIAL SELECT SECTOR DEC                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $-2036.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | XAI INDUSTRIAL DEC 25                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $-2451.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EMINI ENERGY SELECT SECTOR DEC 25                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           1 | NC      | $-321.48      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | E-MINI CONSUMER STAPLES DEC 25                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -2 | NC      | $-3012.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EMINI TECHNOLOGY SELECT SECTOR DEC                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           2 | NC      | $9957.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Commodity Exchange                                                            | PLATINUM TCOM AUG 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | JP        |           2 | NC      | $3854.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Commodity Exchange                                                            | PLATINUM TCOM OCT 26                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | JP        |           5 | NC      | $8874.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | JPN 10YR BOND (OSE) DEC 25                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -5 | NC      | $20332.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | JPN 10YR BOND (OSE) DEC 25                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -8 | NC      | $46031.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | JPN 10YR BOND (OSE) DEC 25                                                       | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |          -2 | NC      | $7171.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Commodity Exchange                                                            | GOLD TCOM FUTURE AUG 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | JP        |           4 | NC      | $38312.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                                                    | IFSC NIFTY 50 DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          37 | NC      | $5409.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Stock Exchange Of India                                                    | IFSC NIFTY 50 DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IN        |          19 | NC      | $3393.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Commodity Exchange                                                            | GOLD TCOM FUTURE OCT 26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | JP        |           6 | NC      | $51273.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | RUBBER (TCOM) APR 26                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DCO              |  | JP        |           2 | NC      | $1261.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | FCOJ-A FUTURE JAN 26                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -3 | NC      | $3158.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $2031.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-1991.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $23646.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-1980.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $33550.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-9003.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-801.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $605.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-21640.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-18909.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-24825.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $3877.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $-209.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $2309.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-5090.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1833.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-2451.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1249.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1205.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-2957.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $188.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $617.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $996.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $2077.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-25.17       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWISS FRANC                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $84.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWISS FRANC                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-88046.43    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $9627.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | HUNGARIAN FURINT                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $3672.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $73.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-4642.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NORWAY KRONA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-595.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | POLISH ZLOTY                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $399.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWEDISH KRONA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-8502.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $3303.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-5551.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $8775.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $6318.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWISS FRANC                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $-17061.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-55740.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $-9682.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $-1575.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-1171.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $760.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $20761.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $35003.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $26563.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $3753.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $39018.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | CA        |           1 | NC      | $51232.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | CA        |           1 | NC      | $-222.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWISS FRANC                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | CH        |           1 | NC      | $2482.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $53202.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $99360.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NZ        |           1 | NC      | $4889.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $57810.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $14919.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $38533.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $295.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $654.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-10167.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-7360.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-37336.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $528.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-16147.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWEDISH KRONA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NO        |           1 | NC      | $9746.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1956.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $818.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-149452.05   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $90.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-433.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NZ        |           1 | NC      | $-56509.92    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NZ        |           1 | NC      | $-39864.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $1028.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1278.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-1382.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NORWAY KRONA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NO        |           1 | NC      | $-2339.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $172.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-4303.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-2623.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-15656.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $2540.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $221.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $2680.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | AU        |           1 | NC      | $-10714.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRAZIL REAL                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1446.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRAZIL REAL                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $767.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWISS FRANC                                                                      | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-65536.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CHILEAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $1184.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CHILEAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $3739.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CHINESE OFFSHORE YUAN (HONG KONG)                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $50993.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $16318.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-294.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-317.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | COLOMBIAN PESO                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $93.40        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | CZECH KORUNA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-108.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $11450.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $-12087.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | XX        |           1 | NC      | $6283.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | GB        |           1 | NC      | $18233.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | HUNGARIAN FURINT                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $30756.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | ISRAELI SHEKEL                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $827.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | ISRAELI SHEKEL                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-26351.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | INDIAN RUPEE                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-5227.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $401.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-17047.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | KOREAN WON                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-423.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | KOREAN WON                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-1945.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | KOREAN WON                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $137.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | KOREAN WON                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $5654.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | MEXICAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $459.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | MEXICAN PESO                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-3253.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NORWAY KRONA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NO        |           1 | NC      | $-694.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NORWAY KRONA                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-24403.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | NZ        |           1 | NC      | $3533.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | POLISH ZLOTY                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-10581.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SWEDISH KRONA                                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-17648.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SINGAPORE DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $25962.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-8488.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-3338.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | TAIWAN NEW DOLLAR                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-397.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SOUTH AFRICA COMM. RD                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $4997.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SOUTH AFRICA COMM. RD                                                            | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-29248.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $334.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              |  | US        |           1 | NC      | $-558.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX 600 INSURANCE DEC 25                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           1 | NC      | $830.63       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | JPY/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -1 | NC      | $1179.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | JPY/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -109 | NC      | $320630.74    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COFFEE MAR 26                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |           1 | NC      | $-2739.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COFFEE MAR 26                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |           4 | NC      | $-25299.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | COFFEE MAY 26                                                                    | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |           4 | NC      | $-12346.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                                                     | KOREA 3YR BOND DEC 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | KR        |        -401 | NC      | $74968.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Exchange (Futures Market)                                                     | KOSPI200 MINI DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | KR        |           4 | NC      | $-3762.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                                                      | CRUDE PALM OIL JAN 26                                                            | CUSIP: 000000000<br>LEI: 254900CXCSGW8M52ZU27 | N/A              | DCO              |  | MY        |         -11 | NC      | $3749.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                                                      | CRUDE PALM OIL FEB 26                                                            | CUSIP: 000000000<br>LEI: 254900CXCSGW8M52ZU27 | N/A              | DCO              |  | MY        |         -21 | NC      | $8401.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                                                      | CRUDE PALM OIL MAR 26                                                            | CUSIP: 000000000<br>LEI: 254900CXCSGW8M52ZU27 | N/A              | DCO              |  | MY        |         -17 | NC      | $8070.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                                                      | CRUDE PALM OIL MAR 26                                                            | CUSIP: 000000000<br>LEI: 254900CXCSGW8M52ZU27 | N/A              | DCO              |  | MY        |          -3 | NC      | $935.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bursa Malaysia                                                                      | CRUDE PALM OIL APR 26                                                            | CUSIP: 000000000<br>LEI: 254900CXCSGW8M52ZU27 | N/A              | DCO              |  | MY        |          -1 | NC      | $-569.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Warsaw Stock Exchange/Financial Derivatives                                         | WIG20(PLN20) INDEX DEC 25                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | PL        |          20 | NC      | $6150.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | WHEAT KCBT FUTURE MAR 26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          11 | NC      | $-1238.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | WHEAT KCBT FUTURE MAR 26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -14 | NC      | $8026.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | WHEAT KCBT FUTURE MAY 26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           3 | NC      | $-1381.96     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LME PRI ALUM MAR 26                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          40 | NC      | $64500.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LUMBER FUT JAN 26                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -2 | NC      | $2265.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LIVE CATTLE FEB 26                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          10 | NC      | $-10897.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LIVE CATTLE FEB 26                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -1 | NC      | $797.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LIVE CATTLE JUN 26                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -3 | NC      | $-2796.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LIVE CATTLE AUG 26                                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          -2 | NC      | $-4824.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LEAN HOGS FEB 26                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -15 | NC      | $-10603.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LEAN HOGS FEB 26                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -15 | NC      | $-12657.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LEAN HOGS APR 26                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         -16 | NC      | $-12045.68    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | LEAN HOGS JUN 26                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          13 | NC      | $11761.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LME NICKEL MAR 26                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -10 | NC      | $-11050.08    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LME COPPER MAR 26                                                                | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           4 | NC      | $40523.08     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                                                               | LME ZINC MAR 26                                                                  | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |           8 | NC      | $12426.16     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMER MKT INDEX (ICE) DEC 25                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          24 | NC      | $2200.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EMER MKT INDEX (ICE) DEC 25                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          36 | NC      | $68115.26     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EAFE INDEX DEC 25                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          13 | NC      | $18306.02     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | MSCI EAFE INDEX DEC 25                                                           | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |          33 | NC      | $63425.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | E-MICRO GOLD FUTURES FEB 26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           2 | NC      | $3067.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Endex Derivatives                                                               | ICE ECX EMISSION EUA DEC 26                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |          16 | NC      | $59040.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $42289.41     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $30658.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $45246.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |           1 | NC      | $27637.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | AU        |           1 | NC      | $16160.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |           1 | NC      | $1181.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | NZ        |           1 | NC      | $2304.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                                                        | NATURAL GAS JAN 26                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $4376.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NATURAL GAS FEB 26                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-673.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NATURAL GAS MAR 26                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           2 | NC      | $-1313.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | NATURAL GAS OCT 26                                                               | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           4 | NC      | $963.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | YEN DENOM NIKKEI 225 (CME) DEC 25                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           5 | NC      | $16687.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | YEN DENOM NIKKEI 225 (CME) DEC 25                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           3 | NC      | $-8169.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | NIKKEI 225 (SGX) DEC 25                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          10 | NC      | $118995.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 (OSE) DEC 25                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           2 | NC      | $77857.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 (OSE) DEC 25                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           5 | NC      | $193271.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 MINI DEC 25                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          13 | NC      | $-3755.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | NIKKEI 225 MINI DEC 25                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          12 | NC      | $11840.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NOK/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           7 | NC      | $-39767.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NASDAQ 100 E-MINI DEC 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           2 | NC      | $-13312.96    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NASDAQ 100 E-MINI DEC 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           3 | NC      | $14195.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NASDAQ 100 E-MINI DEC 25                                                         | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           6 | NC      | $101840.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NZD/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -1 | NC      | $1333.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NZD/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -148 | NC      | $-61900.16    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | NIKKEI 225 (CME) DEC 25                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           2 | NC      | $-5204.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | OAT FUTURE MAR 26                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -1 | NC      | $-689.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-OAT DEC 25                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          21 | NC      | $-9965.91     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-OAT DEC 25                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -5 | NC      | $-13538.52    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-OAT DEC 25                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -45 | NC      | $-59928.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -89 | NC      | $603.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -7 | NC      | $-856.86      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                                                         | Corp Nacional del Cobre de Chile                                                 | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      200000 | PA      | $200474.34    | 0.04%             | 2033-02-02      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                                                        | PALLADIUM MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           1 | NC      | $4878.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | PALLADIUM MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $19005.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | MXN/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           4 | NC      | $1428.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | MXN/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         150 | NC      | $98297.35     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | PLATINUM JAN 26                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           3 | NC      | $12719.57     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | PLATINUM JAN 26                                                                  | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           8 | NC      | $87749.39     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | S&P/TSE 60 INDEX DEC 25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          10 | NC      | $123511.01    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal                                          | S&P/TSE 60 INDEX DEC 25                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |          21 | NC      | $298025.23    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | COCOA FUTURE (LIFFE) MAR 26                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -3 | NC      | $43523.61     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | COCOA FUTURE (LIFFE) MAR 26                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -5 | NC      | $2425.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | COCOA FUTURE (LIFFE) MAY 26                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -5 | NC      | $48234.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | COCOA FUTURE (LIFFE) JUL 26                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -4 | NC      | $7537.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | COCOA FUTURE (LIFFE) JUL 26                                                      | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -1 | NC      | $-587.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                                                                 | OMXS30 INDEX DEC 25                                                              | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |          57 | NC      | $56811.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | GAS OIL JAN 26                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           9 | NC      | $-38634.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | GAS OIL JAN 26                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          30 | NC      | $-152851.12   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | GAS OIL FEB 26                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           8 | NC      | $-16733.16    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | GAS OIL MAR 26                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          10 | NC      | $-19710.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | GAS OIL APR 26                                                                   | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |           9 | NC      | $-26708.91    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WHITE SUGAR (LIFFE) MAR 26                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         -22 | NC      | $-21659.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                  | WHITE SUGAR (LIFFE) MAY 26                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          -9 | NC      | $-12789.90    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | MSCI SING IX ETS DEC 25                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          23 | NC      | $4612.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | MSCI SING IX ETS DEC 25                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          43 | NC      | $7674.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | ZAR/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           1 | NC      | $198.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | ZAR/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |         147 | NC      | $93833.01     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                                                                | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $-12403.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $23261.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $3202.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |           1 | NC      | $13757.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $2004.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $-7151.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | AU        |           1 | NC      | $3695.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | CANADIAN DOLLAR                                                                  | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CA        |           1 | NC      | $15649.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $2734.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $-3145.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | NORWAY KRONA                                                                     | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | NO        |           1 | NC      | $-5413.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EUR/GBP FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           1 | NC      | $-781.89      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | ROUGH RICE JAN 26                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -14 | NC      | $15617.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | CANOLA (IFUS) FUTURE JAN 26                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          11 | NC      | $-31.43       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | RUSSELL 2000 EMINI CME DEC 25                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |           3 | NC      | $10895.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | RUSSELL 2000 EMINI CME DEC 25                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          10 | NC      | $40019.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          14 | NC      | $9930.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -47 | NC      | $-4209.50     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -7 | NC      | $1083.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND DEC 25                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -10 | NC      | $-5530.42     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EUR/JPY FUTURE DEC 25                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           1 | NC      | $422.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN JAN 26                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          10 | NC      | $1502.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MAR 26                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          17 | NC      | $4287.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MAR 26                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          43 | NC      | $29941.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                                             | SOYBEAN MAY 26                                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |           2 | NC      | $-216.96      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN NOV 26                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |           7 | NC      | $5134.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | SUGAR #11 MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -34 | NC      | $3359.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | SUGAR #11 MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -58 | NC      | $20418.41     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | SUGAR #11 MAR 26                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -23 | NC      | $-8253.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | SUGAR #11 MAY 26                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         -24 | NC      | $28909.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | SUGAR #11 JUL 26                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -8 | NC      | $10789.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                              | SUGAR #11 OCT 26                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          -5 | NC      | $6272.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | SGX TSI IRON ORE CHINA 62% FUT JAN                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |          52 | NC      | $6632.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | SGX TSI IRON ORE CHINA 62% FUT DEC                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DCO              |  | SG        |         160 | NC      | $5342.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | ONE-MONTH SOFR FUTURE APR 26                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -12 | NC      | $462.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | SEK/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          10 | NC      | $-31431.90    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | THREE MONTH SONIA (ICE) MAR 26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          22 | NC      | $1645.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | THREE MONTH SONIA (ICE) MAR 26                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |          54 | NC      | $-1619.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | THREE-MONTH SOFR FUTURE MAR 26                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |         -99 | NC      | $-6872.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | THREE-MONTH SOFR FUTURE SEP 26                                                   | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          94 | NC      | $8334.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | CHF/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |           1 | NC      | $929.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | CHF/USD FUTURE (CME) DEC 25                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          10 | NC      | $-35656.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | SILVER MAR 26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           6 | NC      | $190567.47    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                                                         | SILVER MAY 26                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |           3 | NC      | $100864.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | INR/USD STANDARD (CME) DEC 25                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |          -2 | NC      | $297.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MEAL (CBT) JAN 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -10 | NC      | $9136.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MEAL (CBT) JAN 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -24 | NC      | $-55683.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MEAL (CBT) MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          29 | NC      | $3622.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MEAL (CBT) MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          22 | NC      | $-3558.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | SOYBEAN MEAL (CBT) MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -13 | NC      | $8109.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-2542.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $212.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $3864.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |           1 | NC      | $6137.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $7147.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-10428.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-16033.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-5701.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-16031.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $16360.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | AUSTRALIA DOLLAR                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | AU        |           1 | NC      | $-5196.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $3977.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | NEW ZEALAND DOLLAR                                                               | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | NZ        |           1 | NC      | $3615.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                             | SINGAPORE DOLLAR                                                                 | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SG        |           1 | NC      | $-800.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                                                          | FTSE/MIB INDEX DEC 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           2 | NC      | $17160.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                                          | FTSE/MIB INDEX DEC 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           5 | NC      | $-2874.19     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                                          | FTSE/MIB INDEX DEC 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           5 | NC      | $16260.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                                          | FTSE/MIB MINI INDEX DEC 25                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           6 | NC      | $5730.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                                                          | FTSE/MIB MINI INDEX DEC 25                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |           1 | NC      | $-74.91       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX EUROPE 600 DEC 25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          48 | NC      | $40657.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX EUROPE 600 DEC 25                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          29 | NC      | $22239.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TD Securities USA LLC                                                               | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              |  | US        |           1 | NC      | $28123.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                                                      | MINI TPX IDX DEC 25                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           8 | NC      | $2897.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | MINI TPX IDX DEC 25                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |          14 | NC      | $24427.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | TOPIX INDEX DEC 25                                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           4 | NC      | $12450.95     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | TOPIX INDEX DEC 25                                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           2 | NC      | $20176.21     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                      | TOPIX INDEX DEC 25                                                               | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |           9 | NC      | $147373.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         171 | NC      | $-2910.24     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          67 | NC      | $12217.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE MAR 26                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          16 | NC      | $-682.44      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | FTSE TAIWAN DEC 25                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          15 | NC      | $45473.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | FTSE TAIWAN DEC 25                                                               | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          14 | NC      | $45081.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         104 | NC      | $1522.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          16 | NC      | $-1498.78     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          72 | NC      | $37993.03     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          11 | NC      | $-2724.15     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -10 | NC      | $-1497.57     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS Securities LLC                                                                  | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |           1 | NC      | $-4686.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                  | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | US        |           1 | NC      | $22050.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                  | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | GB        |           1 | NC      | $-26234.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                  | JAPANESE YEN                                                                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | JP        |           1 | NC      | $-33137.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities LLC                                                                  | SINGAPORE DOLLAR                                                                 | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              |  | SG        |           1 | NC      | $-4062.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO BUXL 30YR BOND DEC 25                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -17 | NC      | $5659.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO BUXL 30YR BOND DEC 25                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |          -3 | NC      | $30.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO BUXL 30YR BOND DEC 25                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -10 | NC      | $-4200.10     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          38 | NC      | $11007.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |           8 | NC      | $-2507.76     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          30 | NC      | $32361.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND MAR 26                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -5 | NC      | $-2975.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          60 | NC      | $11789.73     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          58 | NC      | $38253.27     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA 10YR NOTE MAR 26                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -167 | NC      | $-155801.17   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX 50 DEC 25                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          25 | NC      | $882.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO STOXX 50 DEC 25                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |          35 | NC      | $61729.94     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                                   | STOXX 50 DEC 25                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |           1 | NC      | $2496.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                                                             | WHEAT MAR 26                                                                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |           3 | NC      | $-794.19      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | WHEAT MAR 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         -26 | NC      | $10705.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | WHEAT MAY 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -6 | NC      | $36.62        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | WHEAT JUL 26                                                                     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |          -5 | NC      | $476.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          15 | NC      | $18543.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -22 | NC      | $-8280.59     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA T-BOND MAR 26                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -55 | NC      | $-62402.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                         | EMINI REAL ESTATE SELECT SECTO DEC                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          -1 | NC      | $-88.98       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | GASOLINE RBOB JAN 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           9 | NC      | $-20318.19    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | GASOLINE RBOB JAN 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          10 | NC      | $-36221.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | GASOLINE RBOB FEB 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           7 | NC      | $-16996.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                                                        | GASOLINE RBOB MAR 26                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |           6 | NC      | $-21178.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | INR/USD FUTURE (SGX) DEC 25                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DFE              |  | SG        |          -1 | NC      | $49.11        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | INR/USD FUTURE (SGX) DEC 25                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DFE              |  | SG        |        -107 | NC      | $17958.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 10YR BOND DEC 25                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -80 | NC      | $21811.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 10YR BOND DEC 25                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         -37 | NC      | $30278.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | SPI 200 DEC 25                                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          10 | NC      | $-38555.69    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | SPI 200 DEC 25                                                                   | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |           3 | NC      | $-14881.47    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | KRW/USD FUTURE (SGX) DEC 25                                                      | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DFE              |  | SG        |          -8 | NC      | $1013.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | FTSE CHINA A50 DEC 25                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |         119 | NC      | $22857.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | FTSE CHINA A50 DEC 25                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |           3 | NC      | $-103.87      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                        | FTSE CHINA A50 DEC 25                                                            | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          99 | NC      | $25015.42     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIA GOVERNMENT BOND                                                               | India Government Bond                                                            | CUSIP: 000000000<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    77000000 | PA      | $891813.87    | 0.18%             | 2029-04-18      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                                | Indonesia Treasury Bond                                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |  6212000000 | PA      | $382997.19    | 0.08%             | 2030-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASX - All Markets                                                                   | AUST 3YR BOND DEC 25                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |        -215 | NC      | $50091.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                                                                 | AUST 3YR BOND DEC 25                                                             | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        -211 | NC      | $46168.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | FTSE 100 INDEX DEC 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          16 | NC      | $63645.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                    | FTSE 100 INDEX DEC 25                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          32 | NC      | $95750.37     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Trust 2015-SRCH                                                            | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $426369.02    | 0.08%             | 2035-08-10      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics                                                                   | Sequoia Logistics 2025-1 DAC                                                     | CUSIP: 000000000<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-MBS          | CORP              | IE        |      260000 | PA      | $301618.59    | 0.06%             | 2037-02-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| UK Logisitics                                                                       | UK Logistics 2025-1 DAC                                                          | CUSIP: 000000000<br>LEI: 635400LLQ82YFJBFFU27 | Long             | ABS-MBS          | CORP              | GB        |      179469 | PA      | $244281.70    | 0.05%             | 2035-05-17      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $-14891.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $-5850.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc.                                                      | US DOLLARS                                                                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              |  | US        |           1 | NC      | $-1900.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | XX        |           1 | NC      | $2008.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | EURO COUNTRIES                                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | XX        |           1 | NC      | $-3806.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities USA, Inc.                                                           | BRITISH POUND                                                                    | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              |  | GB        |           1 | NC      | $3247.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Jennifer Borges

**Name of Signer:** Jennifer Borges

**Title:** Senior Manager