# EDGAR Filing Document

**Accession Number:** 0001496749
**File Stem:** 0001145549-25-056567
**Filing Date:** 2025-8
**Character Count:** 222487
**Document Hash:** 3d9c98c0460f55476ba0b376c5227f49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056567.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-056567

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Diversified Income Fund
- **CENTRAL INDEX KEY:** 0001496749

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22441
- **FILM NUMBER:** 251275390

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 800-344-1029

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** John Hancock Hedged Equity & Income Fund
- **DATE OF NAME CHANGE:** 20100715

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Diversified Income Fund

- **b. Investment Company Act file number:** 811-22441

- **c. CIK number of Registrant:** 0001496749

- **d. LEI of Registrant:** TXPTLN9B34V0S0MTR071

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

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

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

- **a. Name of Series:** John Hancock Diversified Income Fund

- **c. LEI of Series:** TXPTLN9B34V0S0MTR071

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $144622789.91

**Total Liabilities:** $1221756.16

**Net Assets:** $143401033.75

**Cash Not Reported:** $923835.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -16.231825000000 | **1-Year:** -378.223882000000 | **5-Year:** -1405.173175000000 | **10-Year:** -742.185749000000 | **30-Year:** -55.989474000000

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

- **3-Month:** -96.670426000000 | **1-Year:** -2665.440752000000 | **5-Year:** -6118.913401000000 | **10-Year:** -1593.256917000000 | **30-Year:** -163.130264000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.60%               | 4.15%                | 2.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-851254.94              | $-9728.28                                  |
| Month 2  | $129461.27               | $2167168.69                                |
| Month 3  | $2641702.22              | $247381.98                                 |

**Designated Index Information**

- **Index Name:** Fund's Designated Reference Portfolio is the Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| I.M.A. Industria Macchine Automatiche S.p.A.                              | IMA INDUSTRIA MACCHINE AUTOMAT SR SECURED REGS 01/28 3.75    | CUSIP: BM9457516<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $116870.31    | 0.08%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| China Resources Mixc Lifestyle Services Limited                           | CHINA RESOURCES MIXC LIFESTYLE COMMON STOCK USD.00001        | CUSIP: BMXWXT906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    135744 | NS      | $659503.84    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Pop Mart International Group Limited                                      | POP MART INTERNATIONAL GROUP L COMMON STOCK USD.0001         | CUSIP: BN6PP3905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2786 | NS      | $94916.65     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED REGS 09/29 3                  | ARDAGH METAL PACKAGING FINANCE SR UNSECURED REGS 09/29 3     | CUSIP: BO2884316<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105603.71    | 0.07%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Group Investment Holdings PLC                                | CANARY WHARF GROUP INVESTMENT SR SECURED REGS 04/28 3.375    | CUSIP: BO8280592<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $124290.59    | 0.09%             | 2028-04-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED REGS 06/28 4.875                | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED REGS 06/28 4.875   | CUSIP: BP3350785<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $263142.43    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                                             | CHINA MERCHANTS BANK CO LTD COMMON STOCK CNY1.0              | CUSIP: BP3R27905<br>LEI: 549300MKO5B60FFIHF58 | Long             | EC               | CORP              | CN        |    107517 | NS      | $689820.79    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Shanghai Pudong Development Bank Co. Ltd.                                 | SHANGHAI PUDONG DEVELOPMENT BA COMMON STOCK CNY1.0           | CUSIP: BP3R2B906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    345000 | NS      | $668631.67    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.                             | INNER MONGOLIA YILI INDUSTRIAL COMMON STOCK CNY1.0           | CUSIP: BP3R2V902<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    155928 | NS      | $607077.77    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Credito Social Cooperativo SA                                    | BANCO DE CREDITO SOCIAL COOPER SUBORDINATED REGS 11/31 VAR   | CUSIP: BP5486488<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $119469.90    | 0.08%             | 2031-11-27      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                                           | AGL CLO 16 LTD AGL 2021 16A ER 144A                          | CUSIP: 00120MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    495000 | PA      | $470911.32    | 0.33%             | 2035-01-20      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                               | ATandT INC COMMON STOCK USD1.0                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5768 | NS      | $166925.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Argentine Republic Government International Bond                          | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 01/38 VAR         | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     90000 | PA      | $64144.67     | 0.04%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96548.76     | 0.07%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                              | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 02/32 5        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95146.85     | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                  | LLOYDS BANKING GROUP PLC COMMON STOCK GBP.1                  | CUSIP: 087061008<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EC               | CORP              | GB        |    639899 | NS      | $672863.75    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                           | BLACKSTONE INC COMMON STOCK USD.00001                        | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       827 | NS      | $123702.66    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                            | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       449 | NS      | $471113.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                                                  | BXP INC REIT USD.01                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      6764 | NS      | $456367.08    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 10/29 4.55       | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117733.16    | 0.08%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       441 | NS      | $96415.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GLP Pte. Ltd.                                                             | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                      | CUSIP: BP4634864<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $104700.31    | 0.07%             | 2026-05-17      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | NOVO NORDISK A/S COMMON STOCK DKK.1                          | CUSIP: BP6KMJ909<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      3364 | NS      | $233105.04    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                         | NATWEST GROUP PLC SUBORDINATED REGS 11/31 VAR                | CUSIP: BP7725222<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $132456.69    | 0.09%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| PeopleCert Wisdom Issuer Plc                                              | PEOPLECERT WISDOM ISSUER PLC SR SECURED REGS 09/26 5.75      | CUSIP: BQ7086573<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $117824.51    | 0.08%             | 2026-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rumo Luxembourg S.a r.l.                                                  | RUMO LUXEMBOURG SARL COMPANY GUAR REGS 01/32 4.2             | CUSIP: BR4709845<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $179250.00    | 0.12%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA COMPANY GUAR REGS 10/28 3.875                     | CUSIP: BR5526230<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $112609.17    | 0.08%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Odido Group Holding B.V.                                                  | ODIDO GROUP HOLDING BV SR UNSECURED REGS 01/30 5.5           | CUSIP: BS9025179<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $117760.65    | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Smurfit WestRock Public Limited Company                                   | SMURFIT WESTROCK PLC COMMON STOCK                            | CUSIP: BSMR1R905<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3255 | NS      | $140784.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                                       | FUYAO GLASS INDUSTRY GROUP CO COMMON STOCK CNY1.0            | CUSIP: BWGCFG905<br>LEI: 549300AS5CSLWETN0P64 | Long             | EC               | CORP              | CN        |     51382 | NS      | $367144.54    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Bond Co Limited                                                        | AA BOND CO LTD SR SECURED REGS 07/50 7.375                   | CUSIP: BX4547523<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $144165.28    | 0.10%             | 2029-07-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tryg A/S                                                                  | TRYG A/S COMMON STOCK DKK5.0                                 | CUSIP: BXDZ97902<br>LEI: N/A                  | Long             | EC               | CORP              | DK        |      8545 | NS      | $220898.41    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertical Midco GmbH                                                       | TK ELEVATOR MIDCO GMBH 2025 EUR TERM LOAN B1                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    125000 | PA      | $146557.67    | 0.10%             | 2030-04-30      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                                          | ACCENTURE PLC COMMON STOCK USD.0000225                       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       204 | NS      | $60973.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                        | SEAGATE TECHNOLOGY HOLDINGS PL COMMON STOCK USD.00001        | CUSIP: G7997R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3801 | NS      | $548598.33    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                               | GARMIN LTD COMMON STOCK CHF.1                                | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       539 | NS      | $112500.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries N.V.                                            | LYONDELLBASELL INDUSTRIES NV COMMON STOCK EUR.04             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |      8378 | NS      | $484751.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Global Finance B.V.                                               | DARLING GLOBAL FINANCE BV SR UNSECURED 144A 07/32 4.5        | CUSIP: YN4664366<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $137503.00    | 0.10%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGO - PRO a.s.                                                         | ENERGO-PRO AS LOCAL GOVT G 144A 05/30 8                      | CUSIP: YO2984350<br>LEI: N/A                  | Long             | DBT              | CORP              | CZ        |    100000 | PA      | $121554.94    | 0.08%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                            | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 6.625     | CUSIP: YO6702337<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121816.02    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                      | AVANTOR FUNDING INC COMPANY GUAR 144A 11/29 3.875            | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47340.07     | 0.03%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avient Corporation                                                        | AVIENT CORP SR UNSECURED 144A 11/31 6.25                     | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65607.62     | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 4A D 144A          | CUSIP: 05377RJS4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130791.32    | 0.09%             | 2029-06-20      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 3A D 144A          | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100855.21    | 0.07%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 5A D 144A          | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100974.25    | 0.07%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BandG Foods Inc.                                                          | BandG FOODS INC SR SECURED 144A 09/28 8                      | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14441.80     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25             | CUSIP: 05552BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52050.00     | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Legal and General Group PLC                                               | LEGAL and GENERAL GROUP PLC COMMON STOCK GBP.025             | CUSIP: 056039902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     97639 | NS      | $341632.49    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2021-ARIA BX 2021 ARIA G 144A                                    | BX TRUST 2021-ARIA BX 2021 ARIA G 144A                       | CUSIP: 05608RAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    665000 | PA      | $659614.70    | 0.46%             | 2036-10-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-2 BCC 2020 2A ER 144A                        | BAIN CAPITAL CREDIT CLO 2020-2 BCC 2020 2A ER 144A           | CUSIP: 05683JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $493319.50    | 0.34%             | 2034-07-19      | Floating      | 11.14%                | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                      | BAKER HUGHES CO COMMON STOCK USD.0001                        | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6338 | NS      | $242998.92    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS MORTGAGE TRUST 2022-R BARC 2022 RPL1 B 144A                      | BARCLAYS MORTGAGE TRUST 2022-R BARC 2022 RPL1 B 144A         | CUSIP: 06745CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570000 | PA      | $553300.94    | 0.39%             | 2028-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC SR SECURED 144A 06/28 4.875            | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $84354.50     | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                             | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9292 | NS      | $540832.18    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Punch Finance PLC                                                         | PUNCH FINANCE PLC SR SECURED 144A 12/30 7.875                | CUSIP: YO7653620<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    115000 | PA      | $160648.06    | 0.11%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SNF Group                                                                 | SNF GROUP SACA SR UNSECURED 144A 03/32 4.5                   | CUSIP: YQ2575385<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $121008.66    | 0.08%             | 2032-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                     | BELRON UK FINANCE PLC SR SECURED 144A 10/29 5.75             | CUSIP: 080782AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201668.66    | 0.14%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 03/28 8.3        | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53608.65     | 0.04%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | ARENA LUXEMBOURG FINANCE SARL SR SECURED 144A 05/30 VAR      | CUSIP: YQ6771154<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    140000 | PA      | $166149.94    | 0.12%             | 2030-05-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Romania                                                                   | ROMANIAN GOVERNMENT INTERNATIO SR UNSECURED 144A 07/32 5.875 | CUSIP: YQ7564442<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    185000 | PA      | $218479.71    | 0.15%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 04/29 8.875      | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     75000 | PA      | $81200.13     | 0.06%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                   | BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 03/34 6.125      | CUSIP: 105756CH1<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $197912.05    | 0.14%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     10670 | NS      | $493914.30    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       543 | NS      | $149677.95    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 11/43 5.85                  | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101355.99    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103602.20    | 0.07%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                     | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25950.92     | 0.02%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5           | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93254.13     | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services N.V.                                             | BARRY CALLEBAUT SERVICES NV COMPANY GUAR REGS 08/31 4.25     | CUSIP: YR4094805<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |    200000 | PA      | $237005.24    | 0.17%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SRI LANKA GOVERNMENT INTERNATI SR UNSECURED 144A 05/36 VAR                | SRI LANKA GOVERNMENT INTERNATI SR UNSECURED 144A 05/36 VAR   | CUSIP: YS0722613<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |     75000 | PA      | $60935.25     | 0.04%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                 | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88013.68     | 0.06%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-GW BX 2025 GW E 144A                                        | BX TRUST 2025-GW BX 2025 GW E 144A                           | CUSIP: 12433GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $230431.25    | 0.16%             | 2042-07-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49539.25     | 0.03%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61969.67     | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/32 4.75  | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $374668.13    | 0.26%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75373.54     | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2218 | NS      | $611325.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer Inc.                                                       | CP ATLAS BUYER INC SR UNSECURED 144A 12/28 7                 | CUSIP: 12597YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $55532.82     | 0.04%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BandM European Value Retail S.A.                                          | BandM EUROPEAN VALUE RETAIL SA SR SECURED REGS 11/31 6.5     | CUSIP: YT3413317<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    175000 | PA      | $241895.97    | 0.17%             | 2031-11-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AccorInvest Group S.A.                                                    | ACCORINVEST GROUP SA SR SECURED REGS 11/31 5.5               | CUSIP: YU6511783<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $119862.29    | 0.08%             | 2031-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Qiagen N.V.                                                               | QIAGEN NV SR UNSECURED REGS 09/31 2.5                        | CUSIP: YV5575746<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $212407.54    | 0.15%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIBERCOP S.p.A.                                                           | FIBERCOP SPA SR SECURED REGS 11/33 6.375                     | CUSIP: YW1227464<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    200000 | PA      | $194218.00    | 0.14%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rossini S.a r.l.                                                          | ROSSINI SARL SR SECURED REGS 12/29 6.75                      | CUSIP: YW2572314<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $124298.88    | 0.09%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TeamSystem S.P.A.                                                         | TEAMSYSTEM SPA SR SECURED REGS 07/31 VAR                     | CUSIP: YW4172816<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    125000 | PA      | $147387.54    | 0.10%             | 2031-07-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Constellium SE                                                            | CONSTELLIUM SE SR UNSECURED REGS 08/32 5.375                 | CUSIP: YW6709409<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119292.79    | 0.08%             | 2032-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Crown European Holdings                                                   | CROWN EUROPEAN HOLDINGS SACA COMPANY GUAR REGS 01/30 4.5     | CUSIP: YW7614376<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $182846.92    | 0.13%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bertrand Franchise Finance                                                | BERTRAND FRANCHISE FINANCE SAS SR SECURED REGS 07/30 6.5     | CUSIP: YX3582567<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    125000 | PA      | $149148.64    | 0.10%             | 2030-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Q-Park Holding I B.V.                                                     | Q-PARK HOLDING I BV SR SECURED REGS 02/30 5.125              | CUSIP: YX8645922<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121388.95    | 0.08%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lion/Polaris Lux 4 S.A.                                                   | LION/POLARIS LUX 4 SA SR SECURED REGS 07/29 VAR              | CUSIP: YX9560757<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $118325.14    | 0.08%             | 2029-07-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Boels Topholding B.V.                                                     | BOELS TOPHOLDING BV SR SECURED REGS 05/30 5.75               | CUSIP: ZB4936868<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $244223.55    | 0.17%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP S.A.                                                                  | OCP SA SR UNSECURED REGS 05/34 6.75                          | CUSIP: ZB6265712<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |    200000 | PA      | $207158.20    | 0.14%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | ILIAD HOLDING SASU SR SECURED REGS 04/31 6.875               | CUSIP: ZB7801333<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $125614.17    | 0.09%             | 2031-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB                                                       | VERISURE HOLDING AB SR SECURED REGS 05/30 5.5                | CUSIP: ZB7814146<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    150000 | PA      | $183429.30    | 0.13%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CPUK Finance Limited                                                      | CPUK FINANCE LTD SECURED REGS 08/29 7.875                    | CUSIP: ZB9440890<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $142539.09    | 0.10%             | 2029-08-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | FORVIA SE SR UNSECURED REGS 06/29 5.125                      | CUSIP: ZD3727868<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $178195.45    | 0.12%             | 2029-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Forvia SE                                                                 | FORVIA SE SR UNSECURED REGS 06/31 5.5                        | CUSIP: ZD3727876<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $232565.61    | 0.16%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                      | HEATHROW FINANCE PLC SR SECURED REGS 03/31 6.625             | CUSIP: ZD6400794<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $136520.99    | 0.10%             | 2031-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARZ TRUST 2024-BILT ARZ 2024 BILT F 144A                                  | ARZ TRUST 2024-BILT ARZ 2024 BILT F 144A                     | CUSIP: 00218TAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $207710.56    | 0.14%             | 2029-06-11      | Fixed         | 8.27%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                               | ABBVIE INC COMMON STOCK USD.01                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3786 | NS      | $702757.32    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/29 4.25                 | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 02/29 4.25    | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95972.26     | 0.07%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75                 | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 07/32 6.75    | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55779.52     | 0.04%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                | ADIENT GLOBAL HOLDINGS LTD COMPANY GUAR 144A 02/33 7.5       | CUSIP: 00687YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     20000 | PA      | $20452.02     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Aegea Finance S.a.r.l.                                                    | AEGEA FINANCE SARL SR UNSECURED 144A 05/29 6.75              | CUSIP: 00775CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199956.64    | 0.14%             | 2029-05-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR AFFRM 2024 B E 144A                        | AFFIRM ASSET SECURITIZATION TR AFFRM 2024 B E 144A           | CUSIP: 00835AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    850000 | PA      | $848847.66    | 0.59%             | 2029-09-15      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc.                                      | ALEXANDRIA REAL ESTATE EQUITIE REIT USD.01                   | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |      6562 | NS      | $476598.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25                  | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 10/27 4.25     | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $82454.49     | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                               | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875      | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52234.60     | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     13134 | NS      | $770046.42    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                                     | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25            | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $133789.89    | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                           | BAE SYSTEMS PLC COMMON STOCK GBP.025                         | CUSIP: 026349902<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      2734 | NS      | $70955.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK GBP.25             | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7740 | NS      | $368008.46    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       549 | NS      | $153286.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       816 | NS      | $194224.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     18241 | NS      | $343295.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                                             | APOLLO GLOBAL MANAGEMENT INC COMMON STOCK USD.0001           | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       456 | NS      | $64692.72     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      1422 | NS      | $291751.74    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                               | ARES MANAGEMENT CORP COMMON STOCK                            | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $433000.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/29 4.625               | ASHTON WOODS USA LLC / ASHTON SR UNSECURED 144A 08/29 4.625  | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $119375.00    | 0.08%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc.                                                      | AVANTOR FUNDING INC COMPANY GUAR 144A 07/28 4.625            | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98195.91     | 0.07%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                   | MARVELL TECHNOLOGY INC COMMON STOCK USD.002                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1898 | NS      | $146905.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck and Co. Inc.                                                        | MERCK and CO INC COMMON STOCK USD.5                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      8399 | NS      | $664864.84    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0                | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      6860 | NS      | $173900.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| New China Life Insurance Company Ltd.                                     | NEW CHINA LIFE INSURANCE CO LT COMMON STOCK CNY1.0           | CUSIP: B5730Z908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    128212 | NS      | $702057.42    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group                                                             | VODACOM GROUP LTD COMMON STOCK                               | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40778 | NS      | $315964.52    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| The Shanghai Commercial and Savings Bank Ltd.                             | SHANGHAI COMMERCIAL and SAVINGS COMMON STOCK TWD10.0         | CUSIP: B7LV1N902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    419988 | NS      | $666733.12    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| AAC Technologies Holdings Inc.                                            | AAC TECHNOLOGIES HOLDINGS INC COMMON STOCK USD.01            | CUSIP: B85LKS908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     19406 | NS      | $100966.43    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                       | SAGE GROUP PLC/THE COMMON STOCK GBP.01051948                 | CUSIP: B8C3BL905<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     26839 | NS      | $460900.60    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Media Information Technology Co. Ltd.                               | FOCUS MEDIA INFORMATION TECHNO COMMON STOCK CNY1.0           | CUSIP: BD5CND907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    653332 | NS      | $665938.10    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                                   | REDEIA CORP SA COMMON STOCK EUR.5                            | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |     32216 | NS      | $689349.62    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129                   | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     63627 | NS      | $933959.01    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                        | WIWYNN CORP COMMON STOCK TWD10.0                             | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1913 | NS      | $166115.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Shandong Gold Mining Co. Ltd.                                             | SHANDONG GOLD MINING CO LTD COMMON STOCK CNY1.0              | CUSIP: BFD209909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     40090 | NS      | $140661.18    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                                                | PHOENIX GROUP HOLDINGS PLC COMMON STOCK GBP.1                | CUSIP: BGXQNP901<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30413 | NS      | $275150.15    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Evolution AB                                                              | EVOLUTION AB COMMON STOCK SEK.003                            | CUSIP: BJXSCH901<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |       712 | NS      | $56549.22     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| RATCH Group Public Company Limited                                        | RATCH GROUP PCL FOREIGN SH. THB10.0 A                        | CUSIP: BK1W1W903<br>LEI: N/A                  | Long             | EC               | CORP              | TH        |    330619 | NS      | $246025.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                                   | TK ELEVATOR HOLDCO GMBH SR UNSECURED REGS 07/28 6.625        | CUSIP: BK2282626<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     90000 | PA      | $106280.60    | 0.07%             | 2028-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ELO                                                                       | ELO SACA SR UNSECURED REGS 07/27 3.25                        | CUSIP: BK4723809<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $113445.26    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vz Vendor Financing Ii B.V.                                               | VZ VENDOR FINANCING II BV SR UNSECURED REGS 01/29 2.875      | CUSIP: BM9454034<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $106983.42    | 0.07%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Shenergy Company Limited                                                  | SHENERGY CO LTD COMMON STOCK CNY1.0                          | CUSIP: BP3R5V909<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    529008 | NS      | $635168.77    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2013-IV LTD CIFC 2013 4A ER2 144A                            | CIFC FUNDING 2013-IV LTD CIFC 2013 4A ER2 144A               | CUSIP: 12549HAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    495000 | PA      | $490064.85    | 0.34%             | 2031-04-27      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                           | COMM 2014-CCRE19 MORTGAGE TRUS COMM 2014 CR19 D 144A         | CUSIP: 12592GAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374784 | PA      | $359793.09    | 0.25%             | 2047-08-10      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                 | CNA FINANCIAL CORP COMMON STOCK USD2.5                       | CUSIP: 126117100<br>LEI: 549300YX2GSZD7YG1R84 | Long             | EC               | CORP              | US        |      9304 | NS      | $432915.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings LLC                                                          | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190231.16    | 0.13%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1 TRUST CSMC 2020 NQM1 B1 144A                               | CSMC 2020-NQM1 TRUST CSMC 2020 NQM1 B1 144A                  | CUSIP: 126401AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $410200.11    | 0.29%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                       | CP ATLAS BUYER INC 2021 TERM LOAN B                          | CUSIP: 12658HAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199393 | PA      | $198479.42    | 0.14%             | 2027-11-23      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      5418 | NS      | $373733.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM D 144A                         | COMM 2024-CBM MORTGAGE TRUST COMM 2024 CBM D 144A            | CUSIP: 12674GAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $557219.09    | 0.39%             | 2041-12-10      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc.                                                       | COTERRA ENERGY INC COMMON STOCK USD.1                        | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      2501 | NS      | $63475.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                                                | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/29 4.625      | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95453.50     | 0.07%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/32 6          | CUSIP: 12769GAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $122588.99    | 0.09%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The Campbell's Company                                                    | THE CAMPBELL'S COMPANY COMMON STOCK USD.0375                 | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |     12052 | NS      | $369393.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 1A DR3 144A                      | CARLYLE GLOBAL MARKET STRATEGI CGMS 2016 1A DR3 144A         | CUSIP: 14312KAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $557717.64    | 0.39%             | 2034-04-20      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5712 | NS      | $817901.28    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chunghwa Telecom Co. Ltd.                                                 | CHUNGHWA TELECOM CO LTD ADR                                  | CUSIP: 17133Q502<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15087 | NS      | $703205.07    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                           | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                   | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $143175.36    | 0.10%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                         | CINEMARK USA INC COMPANY GUAR 144A 07/28 5.25                | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39810.47     | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 06/29 7.5   | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23122.44     | 0.02%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 04/30 7.875   | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154836.60    | 0.11%             | 2030-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 03/28 4.75   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49404.31     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                             | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 02/31 3.75   | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183643.58    | 0.13%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/29 6.625   | CUSIP: 18972EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25362.12     | 0.02%             | 2029-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                      | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875   | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $40891.11     | 0.03%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Coca-Cola Company                                                     | COCA-COLA CO/THE COMMON STOCK USD.25                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      6875 | NS      | $486406.25    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/30 3          | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $172740.76    | 0.12%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 D 144A                       | COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 D 144A          | CUSIP: 200474AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $135759.41    | 0.09%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc.                                                       | CONAGRA BRANDS INC COMMON STOCK USD5.0                       | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |     16100 | NS      | $329567.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R04                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B2 144A          | CUSIP: 20753YAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    370000 | PA      | $411940.43    | 0.29%             | 2042-03-25      | Floating      | 13.81%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R05                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B2 144A          | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $540865.30    | 0.38%             | 2042-04-25      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A                       | FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A          | CUSIP: 20754KAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $524553.25    | 0.37%             | 2041-11-25      | Floating      | 10.51%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R07 1B2 144A          | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $585023.85    | 0.41%             | 2042-06-25      | Floating      | 16.31%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R01                              | CONNECTICUT AVENUE SECURITIES CAS 2021 R01 1B2 144A          | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490000 | PA      | $511518.50    | 0.36%             | 2041-10-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                               | REWORLD HOLDING CORP COMPANY GUAR 09/30 5                    | CUSIP: 22282EAJ1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75611.23     | 0.05%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corporation                                               | REWORLD HOLDING CORP COMPANY GUAR 144A 12/29 4.875           | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52323.91     | 0.04%             | 2029-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                             | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 12/28 9.25          | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105864.20    | 0.07%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                             | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50616.75     | 0.04%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                         | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375               | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $143637.68    | 0.10%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5                     | DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5        | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    125000 | PA      | $130154.63    | 0.09%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOLD CHF/BOUGHT USD                                                       | SOLD CHF/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $-99661.29    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-274309.07   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD JPY/BOUGHT USD                                                       | SOLD JPY/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | JP        |         1 | NC      | $-3331.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT CHF/SOLD USD                                                       | BOUGHT CHF/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | CH        |         1 | NC      | $42959.26     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-176925.73   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                                       | SOLD GBP/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-39713.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                       | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3570.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                                  | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17747 | NS      | $469940.56    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/30 6.75                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    147784 | PA      | $134872.17    | 0.09%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30900.00     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA SR UNSECURED 01/36 8.375                        | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |     50000 | PA      | $48243.33     | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                            | ECOPETROL SA SR UNSECURED 02/32 7.75                         | CUSIP: 279158AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |    125000 | PA      | $122844.01    | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | EDISON INTERNATIONAL COMMON STOCK                            | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1953 | NS      | $100774.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                      | EMERSON ELECTRIC CO COMMON STOCK USD.5                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       617 | NS      | $82264.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd.                                                             | ENERFLEX LTD SR SECURED 144A 10/27 9                         | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $61869.60     | 0.04%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |      2527 | NS      | $160767.74    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Extra Space Storage Inc.                                                  | EXTRA SPACE STORAGE INC REIT USD.01                          | CUSIP: 30225T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       535 | NS      | $78880.40     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2021 ESH F 144A                        | EXTENDED STAY AMERICA TRUST 20 ESA 2021 ESH F 144A           | CUSIP: 30227FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407421 | PA      | $407420.68    | 0.28%             | 2038-07-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11460 | NS      | $1235388.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                       | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/30 5.875  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $248065.93    | 0.17%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K759 X3                               | FREDDIE MAC MULTIFAMILY STRUCT FHMS K759 X3                  | CUSIP: 3137HJZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1875891 | PA      | $521002.09    | 0.36%             | 2057-02-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                        | FORD MOTOR CO COMMON STOCK USD.01                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      7818 | NS      | $84825.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                              | FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5        | CUSIP: 34966MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $151904.47    | 0.11%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc.                                                   | FRANKLIN RESOURCES INC COMMON STOCK USD.1                    | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |     31020 | NS      | $739827.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corporation                                              | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12             | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69902.51     | 0.05%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25   | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $67514.20     | 0.05%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                             | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375  | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $65700.51     | 0.05%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc.                                        | GAMING AND LEISURE PROPERTIES REIT                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |     11648 | NS      | $543728.64    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corp                                                 | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66703.20     | 0.05%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                 | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102720.90    | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| General Mills Inc.                                                        | GENERAL MILLS INC COMMON STOCK USD.1                         | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      6662 | NS      | $345158.22    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                         | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2391 | NS      | $290052.21    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2393 | NS      | $265311.91    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 03/29 3.5                | GO DADDY OPERATING CO LLC / GD COMPANY GUAR 144A 03/29 3.5   | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51971.98     | 0.04%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75                 | GREAT CANADIAN GAMING CORP/RAP SR SECURED 144A 11/29 8.75    | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53835.06     | 0.04%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Bouygues                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                              | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     13715 | NS      | $620256.91    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     26105 | NS      | $638528.30    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Generali                                                                  | GENERALI COMMON STOCK                                        | CUSIP: 405671009<br>LEI: 549300X5UKJVE386ZB61 | Long             | EC               | CORP              | IT        |      7467 | NS      | $265612.49    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                        | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14758 | NS      | $258412.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | HERTZ VEHICLE FINANCING III LL HERTZ 2023 3A D 144A          | CUSIP: 42806MCD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511705.45    | 0.36%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                           | HERTZ VEHICLE FINANCING III LL HERTZ 2025 1A D 144A          | CUSIP: 42806MCW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249254.63    | 0.17%             | 2029-09-25      | Fixed         | 7.98%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                     | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125          | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $159080.72    | 0.11%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                       | HOME DEPOT INC/THE COMMON STOCK USD.05                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |       907 | NS      | $332542.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST SR UNSECURED 02/30 4.375            | CUSIP: 44106MAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $84090.12     | 0.06%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                  | SERVICE PROPERTIES TRUST SR UNSECURED 10/29 4.95             | CUSIP: 44106MBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43629.68     | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                     | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52251.75     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                     | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52316.42     | 0.04%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 04/29 4.65         | CUSIP: 44409MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $197661.90    | 0.14%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                                  | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625        | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103013.60    | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      4110 | NS      | $1211545.80   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1423 | NS      | $66639.09     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies Inc.                                   | INTERPUBLIC GROUP OF COS INC/T COMMON STOCK USD.1            | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      5861 | NS      | $143477.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc.                                                                | IQVIA INC COMPANY GUAR 144A 06/32 6.25                       | CUSIP: 46266TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $169326.00    | 0.12%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                    | JPMORGAN CHASE and CO COMMON STOCK USD1.0                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      5366 | NS      | $1555657.06   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank VTB (Publichnoye Aktsionernoye Obshchestvo)                          | VTB BANK PJSC DEPOSITORY RECEIPT                             | CUSIP: 46630Q202<br>LEI: N/A                  | Long             | EC               | CORP              | RU        |     55420 | NS      | $0.06         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 C                           | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C22 C              | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $519754.80    | 0.36%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                       | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2014 C23 D 144A         | CUSIP: 46643AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166320 | PA      | $141913.64    | 0.10%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 D 144A                      | JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 D 144A         | CUSIP: 46644FAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $254983.80    | 0.18%             | 2048-10-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                              | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      8128 | NS      | $126570.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON + JOHNSON COMMON STOCK USD1.0                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      5145 | NS      | $785898.75    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                          | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       456 | NS      | $139435.50    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                   | KEYCORP COMMON STOCK USD1.0                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     13860 | NS      | $241441.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       457 | NS      | $58916.44     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Company                                                   | KRAFT HEINZ CO/THE COMMON STOCK USD.01                       | CUSIP: 500754106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20029 | NS      | $517148.78    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hellenic Telecommunications Organization S.A.                             | HELLENIC TELECOMMUNICATIONS OR COMMON STOCK EUR2.83          | CUSIP: 505160903<br>LEI: ELPUFM0XZRZO4LFXW404 | Long             | EC               | CORP              | GR        |     35035 | NS      | $666192.96    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                         | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21375.52     | 0.01%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                      | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2160 | NS      | $876600.15    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                                | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     21831 | NS      | $691711.23    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                    | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/29 3.75           | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $54681.25     | 0.04%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                    | LEVEL 3 FINANCING INC SECURED 144A 10/30 3.875               | CUSIP: 527298CF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52050.00     | 0.04%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft Aktiengesellschaft in Muenchen | MUENCHENER RUECKVERSICHERUNGS- COMMON STOCK                  | CUSIP: 529412900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       607 | NS      | $394146.09    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       373 | NS      | $172751.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria S.A.                                      | BANCO BILBAO VIZCAYA ARGENTARI COMMON STOCK EUR.49           | CUSIP: 550190904<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     12586 | NS      | $193802.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                    | MandT BANK CORP COMMON STOCK USD.5                           | CUSIP: 55261F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2183 | NS      | $423480.17    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                          | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2087 | NS      | $121589.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| M/I Homes Inc.                                                            | M/I HOMES INC COMPANY GUAR 02/30 3.95                        | CUSIP: 55305BAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $51446.43     | 0.04%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                               | SWISSCOM AG COMMON STOCK CHF1.0                              | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       201 | NS      | $142727.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                 | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $69750.00     | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLV LTD MAGNE 2025 45A SUB 144A                                 | MAGNETITE XLV LTD MAGNE 2025 45A SUB 144A                    | CUSIP: 55956DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $223439.50    | 0.16%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CEZ a. s.                                                                 | CEZ AS COMMON STOCK CZK100.0                                 | CUSIP: 562403907<br>LEI: N/A                  | Long             | EC               | CORP              | CZ        |     12238 | NS      | $718734.42    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1232 | NS      | $119274.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                      | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      1119 | NS      | $287424.48    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                          | DEUTSCHE BANK AG COMMON STOCK                                | CUSIP: 575035902<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EC               | CORP              | DE        |     24139 | NS      | $715611.03    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                       | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1327 | NS      | $110201.85    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                 | MATADOR RESOURCES CO COMPANY GUAR 144A 04/32 6.5             | CUSIP: 576485AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100052.08    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SECURED 144A 04/27 9.25       | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24824.71     | 0.02%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 04/27 7.875   | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76229.40     | 0.05%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                              | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                    | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $302202.80    | 0.21%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                    | MCDONALD'S CORP COMMON STOCK USD.01                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      1235 | NS      | $360829.95    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                             | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1121 | NS      | $97717.57     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlen Energy and Metals SA                                               | METLEN ENERGY and METALS SA COMMON STOCK EUR.97              | CUSIP: 589866904<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     12881 | NS      | $698281.71    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Meritage Homes Corporation                                                | MERITAGE HOMES CORP COMPANY GUAR 05/28 1.75                  | CUSIP: 59001ABF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48411.25     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1100 | NS      | $547151.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      3093 | NS      | $217654.41    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Koninklijke KPN N.V.                                                      | KONINKLIJKE KPN NV COMMON STOCK EUR.04                       | CUSIP: 595607904<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    139100 | NS      | $678556.29    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                 | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       613 | NS      | $428930.10    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corporation                                             | ACCTON TECHNOLOGY CORP COMMON STOCK TWD10.0                  | CUSIP: 600521900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3565 | NS      | $89102.73     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corporation                                                         | AMANO CORP COMMON STOCK                                      | CUSIP: 602730004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9477 | NS      | $294482.16    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                                   | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5           | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221459.74    | 0.15%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                | ANZ GROUP HOLDINGS LTD COMMON STOCK                          | CUSIP: 606558005<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3366 | NS      | $64549.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                           | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1048 | NS      | $72485.81     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 614827905<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      1198 | NS      | $140685.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire and Marine Insurance Co. Ltd.                                | SAMSUNG FIRE and MARINE INSURANC PREFERENCE                  | CUSIP: 615526902<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |       515 | NS      | $123581.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                       | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14120 | NS      | $409532.47    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                           | INFOSYS LTD COMMON STOCK INR5.0                              | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     10731 | NS      | $200684.03    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                      | LENOVO GROUP LTD COMMON STOCK                                | CUSIP: 621808906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     56220 | NS      | $67924.60     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                         | RIO TINTO LTD COMMON STOCK                                   | CUSIP: 622010007<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      2741 | NS      | $194036.01    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                                   | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     47907 | NS      | $257584.63    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875              | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $167867.19    | 0.12%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Delta Electronics Inc.                                                    | DELTA ELECTRONICS INC COMMON STOCK TWD10.0                   | CUSIP: 626073902<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     11558 | NS      | $163556.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                     | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     14763 | NS      | $300742.74    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Indofood Sukses Makmur Tbk                                             | INDOFOOD SUKSES MAKMUR TBK PT COMMON STOCK IDR100.0          | CUSIP: 628397903<br>LEI: N/A                  | Long             | EC               | CORP              | ID        |   1407248 | NS      | $704650.89    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD COMPANY GUAR 02/27 2.5                          | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49925.00     | 0.03%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD SR UNSECURED 144A 03/30 6.25                    | CUSIP: 62886HBP5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50426.72     | 0.04%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taiwan Mobile Co. Ltd.                                                    | TAIWAN MOBILE CO LTD COMMON STOCK TWD10.0                    | CUSIP: 629049909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    169912 | NS      | $668612.79    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Elite Material Co. Ltd.                                                   | ELITE MATERIAL CO LTD COMMON STOCK TWD10.0                   | CUSIP: 631612900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4512 | NS      | $136436.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                         | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/29 6.5   | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $101123.95    | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS NEUB 2024 59A E 144A                       | NEUBERGER BERMAN LOAN ADVISERS NEUB 2024 59A E 144A          | CUSIP: 640973AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499212.00    | 0.35%             | 2039-01-23      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| E. Sun Financial Holding Company Ltd.                                     | E.SUN FINANCIAL HOLDING CO LTD COMMON STOCK TWD10.0          | CUSIP: 643391907<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |    607533 | NS      | $682911.68    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                              | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     29855 | NS      | $287887.16    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Asia Vital Components Co. Ltd.                                            | ASIA VITAL COMPONENTS CO LTD COMMON STOCK TWD10.0            | CUSIP: 654489905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      7557 | NS      | $193024.25    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NJ 2025-WBRK WBRK 2025 WBRK E 144A                                        | NJ 2025-WBRK WBRK 2025 WBRK E 144A                           | CUSIP: 65486BAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $307935.95    | 0.21%             | 2035-03-05      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC                                                      | NOBLE FINANCE II LLC COMPANY GUAR 144A 04/30 8               | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101822.29    | 0.07%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                               | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      6065 | NS      | $86436.20     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                               | MIZUHO FINANCIAL GROUP INC COMMON STOCK                      | CUSIP: 659101901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7302 | NS      | $202702.97    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstRand Limited                                                         | FIRSTRAND LTD COMMON STOCK ZAR.01                            | CUSIP: 660699901<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     99317 | NS      | $424564.24    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                                             | MURATA MANUFACTURING CO LTD COMMON STOCK                     | CUSIP: 661040006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5708 | NS      | $84368.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk.                                            | BANK MANDIRI PERSERO TBK PT COMMON STOCK IDR125.0            | CUSIP: 665104907<br>LEI: 549300RSKQN4Z5ZSGH94 | Long             | EC               | CORP              | ID        |    207666 | NS      | $62379.62     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMMON STOCK USD.01                          | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |      9551 | NS      | $280799.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Gen Digital Inc.                                                          | GEN DIGITAL INC COMPANY GUAR 144A 09/27 6.75                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76328.03     | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corporation                                                | NOVA CHEMICALS CORP SR SECURED 144A 11/28 8.5                | CUSIP: 66977WAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52807.25     | 0.04%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                       | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52700.27     | 0.04%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2333 | NS      | $368590.67    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP E 144A                         | NYC COMMERCIAL MORTGAGE TRUST NYC 2025 3BP E 144A            | CUSIP: 67120UAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $305778.11    | 0.21%             | 2042-02-15      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                               | NORTHERN STAR RESOURCES LTD COMMON STOCK                     | CUSIP: 671745909<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8338 | NS      | $102992.13    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Company Limited                                        | ZIJIN MINING GROUP CO LTD COMMON STOCK CNY.1                 | CUSIP: 672529906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     60533 | NS      | $155679.41    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| E Ink Holdings Inc.                                                       | E INK HOLDINGS INC COMMON STOCK TWD10.0                      | CUSIP: 674428909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     13582 | NS      | $102799.90    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD PREFERENCE                        | CUSIP: 677381907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |     15554 | NS      | $570597.03    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                           | SANKYO CO LTD COMMON STOCK                                   | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16273 | NS      | $301193.28    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SECURED 144A 01/28 4.375      | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98065.04     | 0.07%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      7879 | NS      | $643162.77    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Shanghai Baosight Software Co.Ltd.                                        | SHANGHAI BAOSIGHT SOFTWARE CO COMMON STOCK CNY1.0            | CUSIP: 683542906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    375841 | NS      | $509420.53    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                                   | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $212650.88    | 0.15%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                               | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    285695 | NS      | $1009680.17   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corporation                                                          | SCSK CORP COMMON STOCK                                       | CUSIP: 685847006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5287 | NS      | $159284.97    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      7558 | NS      | $718463.48    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Pret 2024-NPL6 LLC                                                        | PRET 2024-NPL6 LLC PRET 2024 NPL6 A2 144A                    | CUSIP: 69381QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $258088.58    | 0.18%             | 2054-10-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL3 TRUST PRET 2025 RPL3 M1 144A                               | PRET 2025-RPL3 TRUST PRET 2025 RPL3 M1 144A                  | CUSIP: 69382RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $487193.08    | 0.34%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pret 2025-Npl2 LLC                                                        | PRET 2025-NPL2 LLC PRET 2025 NPL2 A2 144A                    | CUSIP: 69392JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $287651.12    | 0.20%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-4 LTD PLMRS 2021 4A ER 144A                        | PALMER SQUARE CLO 2021-4 LTD PLMRS 2021 4A ER 144A           | CUSIP: 69702GAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550000.00    | 0.38%             | 2038-07-15      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                              | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2179 | NS      | $316957.34    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL LP / PEB FIN COMPANY GUAR 144A 10/29 6.375              | PEBBLEBROOK HOTEL LP / PEB FIN COMPANY GUAR 144A 10/29 6.375 | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120644.76    | 0.08%             | 2029-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 06/35 6.625                 | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    135000 | PA      | $113775.16    | 0.08%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AXA                                                                       | AXA SA COMMON STOCK EUR2.29                                  | CUSIP: 708842901<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |     15918 | NS      | $781653.91    | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/29 4.25  | CUSIP: 70932MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $72117.08     | 0.05%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 09/31 5.75  | CUSIP: 70932MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68641.90     | 0.05%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 11/30 7.125 | CUSIP: 70932MAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25909.63     | 0.02%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875 | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $71750.00     | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                          | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10224.70     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OPAP S.A.                                                                 | OPAP SA COMMON STOCK EUR.3                                   | CUSIP: 710725904<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     23422 | NS      | $531110.98    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7     | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77751.15     | 0.05%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                           | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 02/33 6.25  | CUSIP: 71424VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25232.00     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                         | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |     10139 | NS      | $163786.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 06/44 5.5                   | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $100952.97    | 0.07%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                  | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    125000 | PA      | $90536.36     | 0.06%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    160000 | PA      | $154575.12    | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69                  | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $39329.26     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     36625 | NS      | $887790.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6435 | NS      | $1172006.55   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Power Corporation S.A.                                             | PUBLIC POWER CORP SA COMMON STOCK EUR2.48                    | CUSIP: 726829906<br>LEI: N/A                  | Long             | EC               | CORP              | GR        |     41351 | NS      | $675779.78    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5      | CUSIP: 72702AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30000.00     | 0.02%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A                                 | PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A                    | CUSIP: 740936AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105010.27    | 0.07%             | 2055-06-25      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Group Inc.                                                  | T ROWE PRICE GROUP INC COMMON STOCK USD.2                    | CUSIP: 74144T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7111 | NS      | $686211.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter and Gamble Company                                            | PROCTER and GAMBLE CO/THE COMMON STOCK                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3124 | NS      | $497715.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding Ltd                                                    | SWISS LIFE HOLDING AG COMMON STOCK CHF.1                     | CUSIP: 743780900<br>LEI: 5493000KUC3Z24U77V93 | Long             | EC               | CORP              | CH        |       193 | NS      | $195386.14    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1129 | NS      | $121299.76    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PRPM 2024-8 LLC PRPM 2024 8 A2 144A                                       | PRPM 2024-8 LLC PRPM 2024 8 A2 144A                          | CUSIP: 74448KAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $399698.88    | 0.28%             | 2029-12-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC PRPM 2024 7 A2 144A                                       | PRPM 2024-7 LLC PRPM 2024 7 A2 144A                          | CUSIP: 74448LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502721.95    | 0.35%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5660 | NS      | $901411.60    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR E 144A                                | ROCK TRUST 2024-CNTR ROCC 2024 CNTR E 144A                   | CUSIP: 74970WAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $526038.70    | 0.37%             | 2041-11-13      | Fixed         | 8.82%                 | No            |                  2 | On Loan: No      |
| RFR TRUST 2025-SGRM RFR 2025 SGRM E 144A                                  | RFR TRUST 2025-SGRM RFR 2025 SGRM E 144A                     | CUSIP: 74984NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $217733.27    | 0.15%             | 2041-03-11      | Variable      | 7.51%                 | No            |                  2 | On Loan: No      |
| RCO IX MORTGAGE LLC 2025-2 RCO 2025 2 A2 144A                             | RCO IX MORTGAGE LLC 2025-2 RCO 2025 2 A2 144A                | CUSIP: 754930AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $206537.27    | 0.14%             | 2030-04-25      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| RCO X MORTGAGE LLC 2025-1 RCO 2025 1 A2 144A                              | RCO X MORTGAGE LLC 2025-1 RCO 2025 1 A2 144A                 | CUSIP: 75523XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $402704.72    | 0.28%             | 2030-01-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                             | REGIONS FINANCIAL CORP COMMON STOCK USD.01                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      2981 | NS      | $70113.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty L.P.                                            | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/27 4.375   | CUSIP: 76169XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49500.00     | 0.03%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L.P.                                            | REXFORD INDUSTRIAL REALTY LP COMPANY GUAR 144A 03/29 4.125   | CUSIP: 76169XAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48850.00     | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC SR UNSECURED 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $81522.40     | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56276.03     | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                      | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5              | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $145542.98    | 0.10%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                              | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125240.28    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc.                                                       | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875             | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44498.89     | 0.03%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                    | SCRIPPS ESCROW II INC SR SECURED 144A 01/29 3.875            | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56584.45     | 0.04%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                         | SERVICE CORP INTERNATIONAL/US SR UNSECURED 08/30 3.375       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183825.26    | 0.13%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP INC REIT USD.0001                       | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1490 | NS      | $239532.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| The J. M. Smucker Company                                                 | J M SMUCKER CO/THE COMMON STOCK                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | EC               | CORP              | US        |       574 | NS      | $56366.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| South Africa Government International Bond                                | REPUBLIC OF SOUTH AFRICA GOVER SR UNSECURED 04/32 5.875      | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $195641.13    | 0.14%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC                                  | SPECIALTY BLDG PRODUCTS HLDGSO 2021 TERM LOAN B              | CUSIP: 84748EAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99743 | PA      | $95036.06     | 0.07%             | 2028-10-15      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75                 | SPECIALTY BUILDING PRODUCTS HO SR SECURED 144A 10/29 7.75    | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73706.37     | 0.05%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                               | ONEMAIN FINANCE CORP COMPANY GUAR 11/29 5.375                | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73773.42     | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc.                                                   | SPIRIT AEROSYSTEMS INC SR SECURED 144A 11/29 9.375           | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $53050.55     | 0.04%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                             | STANLEY BLACK and DECKER INC COMMON STOCK USD2.5             | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |      2149 | NS      | $145594.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Parent Inc.                                                          | STAR PARENT INC SR SECURED 144A 10/30 9                      | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157772.82    | 0.11%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios IV Issuer LLC                                              | SUNNOVA HELIOS IV ISSUER LLC SNVA 2020 AA A 144A             | CUSIP: 86746CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223583 | PA      | $194266.71    | 0.14%             | 2047-06-20      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                       | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $76252.41     | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                        | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5        | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48075.07     | 0.03%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                     | TALOS PRODUCTION INC SECURED 144A 02/29 9                    | CUSIP: 87485LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25596.60     | 0.02%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                     | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102095.97    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                          | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 01/28 5.75  | CUSIP: 87724RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50750.20     | 0.04%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital S.A.                                               | TELECOM ITALIA CAPITAL SA COMPANY GUAR 07/36 7.2             | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $63866.46     | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                 | TORONTO-DOMINION BANK/THE COMMON STOCK                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      9085 | NS      | $668223.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC COMPANY GUAR 05/29 4.875                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83519.39     | 0.06%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52385.90     | 0.04%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Transocean Inc.                                                           | TRANSOCEAN INC SR SECURED 144A 02/30 8.75                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246802.56    | 0.17%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR1 T TCN 2025 SFR1 E 144A                       | TRICON RESIDENTIAL 2025-SFR1 T TCN 2025 SFR1 E 144A          | CUSIP: 895974AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $139425.64    | 0.10%             | 2042-03-17      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                              | TRUIST FINANCIAL CORP COMMON STOCK USD5.0                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |     15543 | NS      | $668193.57    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UKG Inc.                                                                  | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $129696.88    | 0.09%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     14365 | NS      | $650016.25    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrise FinCo I B.V.                                                      | SUNRISE FINCO I BV SR SECURED 144A 07/31 4.875               | CUSIP: 90320BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $189150.00    | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3210 | NS      | $324017.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/30 5.25       | CUSIP: 911365BL7<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75198.98     | 0.05%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                       | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 144A 03/34 6.125 | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51501.15     | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | UNITED STATES TREASURY NOTE/BO 07/27 2.75                    | CUSIP: 91282CFB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    325000 | PA      | $318665.04    | 0.22%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                             | UNITED WHOLESALE MORTGAGE LLC SR UNSECURED 144A 04/29 5.5    | CUSIP: 913229AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $135891.71    | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100110.77    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VOLT CV LLC VOLT 2021 CF2 A2 144A                                         | VOLT CV LLC VOLT 2021 CF2 A2 144A                            | CUSIP: 91835GAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    517997 | PA      | $510109.04    | 0.36%             | 2051-11-27      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59951.54     | 0.04%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                               | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     21069 | NS      | $911655.63    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Paramount Global                                                          | PARAMOUNT GLOBAL SR UNSECURED 04/36 6.875                    | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102406.23    | 0.07%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                        | VIKING CRUISES LTD COMPANY GUAR 144A 07/31 9.125             | CUSIP: 92676XAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $80775.08     | 0.06%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VOLT CVI LLC VOLT 2021 NP12 A2 144A                                       | VOLT CVI LLC VOLT 2021 NP12 A2 144A                          | CUSIP: 92873KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516078 | PA      | $508971.59    | 0.35%             | 2051-12-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-3 LTD VOYA 2018 3A D 144A                                   | VOYA CLO 2018-3 LTD VOYA 2018 3A D 144A                      | CUSIP: 92917KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250375.00    | 0.17%             | 2031-10-15      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                           | WP CAREY INC REIT USD.001                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      4099 | NS      | $255695.62    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO and CO COMMON STOCK USD1.666                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       893 | NS      | $71547.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                         | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1766 | NS      | $87345.49     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Coal India Limited                                                        | COAL INDIA LTD COMMON STOCK INR10.0                          | CUSIP: ACI00AD24<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     54227 | NS      | $247939.75    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Swiss Re AG                                                               | SWISS RE AG COMMON STOCK CHF.1                               | CUSIP: ACI00MQT5<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1255 | NS      | $217098.73    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0925                                                   | SandP500 EMINI FUT 0925                                      | CUSIP: ADI2QYC37<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        17 | NC      | $187961.74    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP MID 400 EMINI 0925                                                  | SandP MID 400 EMINI 0925                                     | CUSIP: ADI2S5WJ1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $66098.55     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0925                                                     | EURO-BOBL FUTURE 0925                                        | CUSIP: ADI2TGYP0<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         5 | NC      | $2268.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0925                                                      | EURO-SCHATZ FUT 0925                                         | CUSIP: ADI2VGT08<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         7 | NC      | $1230.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0925                                                      | US LONG BONDCBT 0925                                         | CUSIP: ADI2VWY64<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $3826.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US 10YR ULTRA FUT 0925                                                    | US 10YR ULTRA FUT 0925                                       | CUSIP: ADI2VX3V1<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         2 | NC      | $-3909.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0925                                                     | LONG GILT FUTURE 0925                                        | CUSIP: ADI2W1VB3<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         3 | NC      | $-5329.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0925                                                      | US 2YR NOTE CBT 0925                                         | CUSIP: ADI2W3V11<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        19 | NC      | $16108.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Heathrow Finance PLC                                                      | HEATHROW FINANCE PLC SR SECURED REGS 03/27 VAR               | CUSIP: AN7380107<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $133179.41    | 0.09%             | 2027-03-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                    | BANCA MONTE DEI PASCHI DI SIEN SUBORDINATED REGS 01/28 VAR   | CUSIP: AQ6127833<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $128860.44    | 0.09%             | 2028-01-18      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| GOLD TRIPARTY MORTGAGE REPO - 01Jul25                                     | GOLD TRIPARTY MORTGAGE REPO - 01Jul25                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   8300000 | PA      | $8300000.00   | 5.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR REGS 02/29 4.75             | CUSIP: AS6869968<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $112482.07    | 0.08%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED REGS 08/26 2.125                | ARDAGH PACKAGING FINANCE PLC / SR SECURED REGS 08/26 2.125   | CUSIP: AZ8578629<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $112322.48    | 0.08%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Terna S.p.A.                                                              | TERNA - RETE ELETTRICA NAZIONA COMMON STOCK EUR.22           | CUSIP: B01BN5908<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |    107176 | NS      | $1101872.81   | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA.                           | ACS ACTIVIDADES DE CONSTRUCCIO COMMON STOCK EUR.5            | CUSIP: B01FLQ905<br>LEI: N/A                  | Long             | EC               | CORP              | ES        |      9653 | NS      | $670957.03    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| King Slide Works Co. Ltd.                                                 | KING SLIDE WORKS CO LTD COMMON STOCK TWD10.0                 | CUSIP: B01H72900<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1718 | NS      | $119594.65    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC COMMON STOCK GBP.001                       | CUSIP: B02J63904<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8569 | NS      | $384804.32    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                      | SINGAPORE TELECOMMUNICATIONS COMMON STOCK                    | CUSIP: B02PY2901<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    213957 | NS      | $645034.67    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Aeroportuario del Pacifico S.A.B. de C.V.                           | GRUPO AEROPORTUARIO DEL PACIFI COMMON STOCK                  | CUSIP: B0ZV10902<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     29771 | NS      | $681522.60    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                                              | UNILEVER PLC COMMON STOCK GBP.00031111                       | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      3124 | NS      | $190645.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                        | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     28501 | NS      | $163208.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                          | TOTALENERGIES SE COMMON STOCK EUR2.5                         | CUSIP: B15C55900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6061 | NS      | $370464.54    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotes Co. Ltd.                                                            | LOTES CO LTD COMMON STOCK TWD10.0                            | CUSIP: B1GJFG908<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      1622 | NS      | $75104.34     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhaojin Mining Industry Company Limited                                   | ZHAOJIN MINING INDUSTRY CO LTD COMMON STOCK CNY1.0           | CUSIP: B1H508901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     34121 | NS      | $89689.74     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                               | AKER BP ASA COMMON STOCK NOK1.0                              | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      2742 | NS      | $70070.13     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                  | VINCI SA COMMON STOCK EUR2.5                                 | CUSIP: B1XH02900<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2562 | NS      | $377819.11    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                          | SUNNY OPTICAL TECHNOLOGY GROUP COMMON STOCK HKD.1            | CUSIP: B1YBT0905<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     13886 | NS      | $123328.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                            | CAIXABANK SA COMMON STOCK EUR1.0                             | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     12911 | NS      | $111871.41    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                             | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     79773 | NS      | $1534675.72   | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Getlink S.E.                                                              | GETLINK SE COMMON STOCK EUR.4                                | CUSIP: B292JQ905<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     34966 | NS      | $674984.47    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Electronic (International) Company Limited                            | BYD ELECTRONIC INTERNATIONAL C COMMON STOCK                  | CUSIP: B29SHS906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     16886 | NS      | $68729.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MS and Ad Insurance Group Holdings Inc.                                   | MSandAD INSURANCE GROUP HOLDINGS COMMON STOCK                | CUSIP: B2Q4CS905<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10796 | NS      | $241351.07    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardonagh Finco Limited                                                    | ARDONAGH FINCO LTD SR SECURED 144A 02/31 6.875               | CUSIP: ZF8323114<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120816.57    | 0.08%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GTCR W Dutch Finance Sub B.V.                                             | BOOST NEWCO BORROWER LLC/GTCR SR SECURED REGS 01/31 8.5      | CUSIP: ZI9728067<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $147095.43    | 0.10%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Admiral Group plc                                                         | ADMIRAL GROUP PLC SUBORDINATED REGS 01/34 8.5                | CUSIP: ZJ3146215<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $156300.61    | 0.11%             | 2034-01-06      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED REGS 12/30 6.375                | EMRLD BORROWER LP / EMERALD CO SR SECURED REGS 12/30 6.375   | CUSIP: ZK4799381<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $123813.06    | 0.09%             | 2030-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | OLYMPUS WATER US HOLDING CORP SR SECURED REGS 11/28 9.625    | CUSIP: ZK7335050<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $247369.64    | 0.17%             | 2028-11-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| House of HR Group B.V.                                                    | HOUSE OF HR GROUP BV SR SECURED REGS 11/29 9                 | CUSIP: ZN8820971<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $116366.41    | 0.08%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                          | ALTICE SA SR SECURED REGS 01/29 4.125                        | CUSIP: ZO4980280<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $197978.17    | 0.14%             | 2029-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Peach Property Finance GmbH                                               | PEACH PROPERTY FINANCE GMBH SR UNSECURED REGS 11/25 4.375    | CUSIP: ZO9233867<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    160000 | PA      | $182817.94    | 0.13%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Heimstaden Bostad AB                                                      | HEIMSTADEN BOSTAD AB SR UNSECURED REGS 01/26 1.125           | CUSIP: ZP4820616<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $116444.03    | 0.08%             | 2026-01-21      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Arena Luxembourg Finance S.a r.l.                                         | ARENA LUXEMBOURG FINANCE SARL SR SECURED REGS 02/28 1.875    | CUSIP: ZP6096611<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112603.99    | 0.08%             | 2028-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ANGOLAN GOVERNMENT INTERNATION SR UNSECURED REGS 11/29 8                  | ANGOLAN GOVERNMENT INTERNATION SR UNSECURED REGS 11/29 8     | CUSIP: ZQ6807692<br>LEI: N/A                  | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $180956.38    | 0.13%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                         | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51908.25     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc.                                                        | CISCO SYSTEMS INC COMMON STOCK USD.001                       | CUSIP: 17275R102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17434 | NS      | $1209570.92   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                         | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       634 | NS      | $110525.22    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1761 | NS      | $99531.72     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Mexico S.A.B. de C.V.                                               | GRUPO MEXICO SAB DE CV COMMON STOCK                          | CUSIP: 264367905<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     57971 | NS      | $349874.27    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corporation                                                   | DUKE ENERGY CORP COMMON STOCK USD.001                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2619 | NS      | $309042.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ECAF I LTD ECAF 2015 1A A2 144A                                           | ECAF I LTD ECAF 2015 1A A2 144A                              | CUSIP: 26827EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    509789 | PA      | $456285.84    | 0.32%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                        | EOG RESOURCES INC COMMON STOCK USD.01                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      1585 | NS      | $189581.85    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCT MSCR 2021 MN3 B1 144A                      | FREDDIE MAC MULTIFAMILY STRUCT MSCR 2021 MN3 B1 144A         | CUSIP: 35563GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $529375.35    | 0.37%             | 2051-11-25      | Floating      | 11.16%                | No            |                  2 | On Loan: No      |
| FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A                          | FREDDIE MAC MSCR TRUST MN8 MSCR 2024 MN8 M2 144A             | CUSIP: 35563RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $417525.64    | 0.29%             | 2044-05-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA2                                   | FREDDIE MAC STACR REMIC TRUST STACR 2020 HQA2 B2 144A        | CUSIP: 35565LBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    600000 | PA      | $726557.46    | 0.51%             | 2050-03-25      | Floating      | 12.02%                | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn6                                                | FREDDIE MAC MSCR TRUST MN6 MSCR 2023 MN6 B1 144A             | CUSIP: 355920AB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $566227.50    | 0.39%             | 2043-05-25      | Floating      | 13.56%                | No            |                  2 | On Loan: No      |
| Giga-Byte Technology Co. Ltd.                                             | GIGABYTE TECHNOLOGY CO LTD COMMON STOCK TWD10.0              | CUSIP: 612918904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8640 | NS      | $83956.54     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                             | OBIC CO LTD COMMON STOCK                                     | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2284 | NS      | $88813.48     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc.                                                      | QUANTA COMPUTER INC COMMON STOCK TWD10.0                     | CUSIP: 614101905<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     15125 | NS      | $142271.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                         | BHP GROUP LTD COMMON STOCK                                   | CUSIP: 614469005<br>LEI: WZE1WSENV6JSZFK0JC28 | Long             | EC               | CORP              | AU        |      3116 | NS      | $74963.47     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 645102906<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      1936 | NS      | $221080.03    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyocera Corporation                                                       | KYOCERA CORP COMMON STOCK                                    | CUSIP: 649926003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      7520 | NS      | $90317.87     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc.                                                | TOKIO MARINE HOLDINGS INC COMMON STOCK                       | CUSIP: 651312902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10106 | NS      | $428302.68    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                       | BYD CO LTD COMMON STOCK CNY1.0                               | CUSIP: 653665901<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      3660 | NS      | $56986.28     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                                        | SEKISUI HOUSE LTD COMMON STOCK                               | CUSIP: 679390005<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     23882 | NS      | $525626.75    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                      | SHIMADZU CORP COMMON STOCK                                   | CUSIP: 680436003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2265 | NS      | $55997.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      4073 | NS      | $293011.62    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corporation                                              | ON SEMICONDUCTOR CORP COMPANY GUAR 03/29 0.5                 | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46210.00     | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                                   | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      8094 | NS      | $208879.51    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                              | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1130 | NS      | $216405.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                               | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     26011 | NS      | $447987.06    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                       | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 06/32 7.375 | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137542.19    | 0.10%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                                | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1793 | NS      | $585270.45    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                                 | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1633 | NS      | $162363.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2966 | NS      | $391630.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Inc.                                               | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25      | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96424.89     | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C30 D 144A                       | WELLS FARGO COMMERCIAL MORTGAG WFCM 2015 C30 D 144A          | CUSIP: 94989NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532500 | PA      | $515810.23    | 0.36%             | 2058-09-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                  | WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5           | CUSIP: 97360AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $144669.69    | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WORLDWIDE PLAZA TRUST 2017-WWP WPT 2017 WWP A 144A                        | WORLDWIDE PLAZA TRUST 2017-WWP WPT 2017 WWP A 144A           | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $211499.97    | 0.15%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| X-Caliber Funding LLC                                                     | X-CALIBER FUNDING LLC XCAL 2025 VFN1 A 144A                  | CUSIP: 98373XBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.07%             | 2027-07-01      | Floating      | 7.13%                 | No            |                  3 | On Loan: No      |
| YUM! Brands Inc.                                                          | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49528.78     | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Baroda                                                            | BANK OF BARODA COMMON STOCK INR2.0                           | CUSIP: ACI0BHS88<br>LEI: 549300CQ6M9Q0TJEZR23 | Long             | EC               | CORP              | IN        |    236344 | NS      | $685018.25    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Arteria Limited                                                     | ATLAS ARTERIA LTD STAPLED SECURITY                           | CUSIP: ACI1308Z4<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     45379 | NS      | $152086.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                           | JDE PEET'S NV COMMON STOCK EUR.01                            | CUSIP: ACI1MNCX3<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |     24064 | NS      | $687377.88    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Bank Group                                                       | STANDARD BANK GROUP LTD COMMON STOCK ZAR.1                   | CUSIP: B030GJ908<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     10577 | NS      | $135804.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                   | POWSZECHNA KASA OSZCZEDNOSCI B COMMON STOCK PLN1.0           | CUSIP: B03NGS908<br>LEI: P4GTT6GF1W40CVIMFR43 | Long             | EC               | CORP              | PL        |      3901 | NS      | $81510.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                        | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      7988 | NS      | $526255.46    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanlam Limited                                                            | SANLAM LTD COMMON STOCK ZAR.01                               | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     70922 | NS      | $355294.42    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kaixo Bondco Telecom SA                                                   | KAIXO BONDCO TELECOM SA SR SECURED REGS 09/29 5.125          | CUSIP: BR7071730<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $238897.34    | 0.17%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eolo S.P.A.                                                               | EOLO SPA SR SECURED REGS 10/28 4.875                         | CUSIP: BR7686255<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    100000 | PA      | $110543.53    | 0.08%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V.                           | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/30 4.375      | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $239893.85    | 0.17%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Odido Holding B.V.                                                        | ODIDO HOLDING BV SR SECURED REGS 01/29 3.75                  | CUSIP: BS9025161<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $174848.99    | 0.12%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden Holding AB                               | SAMHALLSBYGGNADSBOLAGET I NORD COMPANY GUAR REGS 08/26 2.375 | CUSIP: YS1283565<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $112487.15    | 0.08%             | 2026-08-04      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Matterhorn Telecom S.A.                                                   | MATTERHORN TELECOM SA SR SECURED REGS 01/30 4.5              | CUSIP: YS6354452<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    125000 | PA      | $150288.89    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | ILIAD HOLDING SASU SR SECURED REGS 04/30 5.375               | CUSIP: YT3446697<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    275000 | PA      | $332849.93    | 0.23%             | 2030-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Grifols S.A.                                                              | GRIFOLS SA SR SECURED REGS 05/30 7.125                       | CUSIP: YT9448788<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    250000 | PA      | $306570.68    | 0.21%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| United Group B.V                                                          | UNITED GROUP BV SR SECURED REGS 02/31 6.75                   | CUSIP: ZF4880653<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    150000 | PA      | $180981.17    | 0.13%             | 2031-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldstory SAS                                                             | GOLDSTORY SAS SR SECURED REGS 02/30 6.75                     | CUSIP: ZF6562655<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    150000 | PA      | $183426.84    | 0.13%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cirsa Finance International S.a.r.l.                                      | CIRSA FINANCE INTERNATIONAL SA SR SECURED REGS 03/29 6.5     | CUSIP: ZF6567639<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $122950.61    | 0.09%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WE Soda Investments Holding Plc                                           | WE SODA INVESTMENTS HOLDING PL SR SECURED REGS 02/31 9.375   | CUSIP: ZF8260845<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209118.00    | 0.15%             | 2031-02-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 01/30 3.25         | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $20440.20     | 0.01%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties L.P.                                            | HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 02/28 5.95         | CUSIP: 44409MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48734.66     | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                        | HUNTINGTON BANCSHARES INC/OH COMMON STOCK USD.01             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      7596 | NS      | $127308.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corporation                                                  | IMOLA MERGER CORP SR SECURED 144A 05/29 4.75                 | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $101376.70    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc.                                                                 | LABL INC SR SECURED 144A 10/31 8.625                         | CUSIP: 50168QAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $89813.66     | 0.06%             | 2031-10-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B             | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99497 | PA      | $92657.03     | 0.06%             | 2031-06-06      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                           | UPM-KYMMENE OYJ COMMON STOCK                                 | CUSIP: 505125906<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      7641 | NS      | $208660.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Vital Energy Inc.                                                         | VITAL ENERGY INC COMPANY GUAR 144A 07/29 7.75                | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66235.07     | 0.05%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ORLEN S.A.                                                                | ORLEN SA COMMON STOCK PLN1.25                                | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |     19937 | NS      | $454393.56    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 07/29 6.875      | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157991.95    | 0.11%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                        | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     22505 | NS      | $136238.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Planet Financial Group LLC                                                | PLANET FINANCIAL GROUP LLC COMPANY GUAR 144A 12/29 10.5      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $60057.00     | 0.04%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| SM Energy Company                                                         | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113320.15    | 0.08%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 A F 144A                        | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 A F 144A           | CUSIP: 80290CCN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    682032 | PA      | $692974.35    | 0.48%             | 2032-06-15      | Fixed         | 10.17%                | No            |                  2 | On Loan: No      |
| Publichnoe Aktcionernoe Obshchestvo Sberbank Rossii                       | SBERBANK OF RUSSIA PJSC ADR                                  | CUSIP: 80585Y308<br>LEI: 549300WE6TAF5EEWQS81 | Long             | EC               | CORP              | RU        |      3353 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mativ Holdings Inc.                                                       | MATIV HOLDINGS INC COMPANY GUAR 144A 10/29 8                 | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67955.74     | 0.05%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP SR SECURED 06/28 4.625                 | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148119.20    | 0.10%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                              | TENET HEALTHCARE CORP SR SECURED 06/30 6.125                 | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50869.21     | 0.04%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR D 144A                      | TEXAS COMMERCIAL MORTGAGE TRUS TEXAS 2025 TWR D 144A         | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $255318.24    | 0.18%             | 2042-04-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4588 | NS      | $952560.56    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CDS HSBC HOLDINGS plc P 100 20300620                                      | CDS HSBC HOLDINGS plc P 100 20300620                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |    191000 | PA      | $-1130.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20300620                          | CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20300620             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |     97000 | PA      | $1130.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** John Hancock Diversified Income Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer