# EDGAR Filing Document

**Accession Number:** 0001496749
**File Stem:** 0001193125-26-080772
**Filing Date:** 2026-2
**Character Count:** 252002
**Document Hash:** 9269c96ddfb9ef8348cf9aa4bf78c88a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-080772.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-080772

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**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:** 26695000

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $147333243.71

**Total Liabilities:** $239408.85

**Net Assets:** $147093834.86

**Cash Not Reported:** $1939144.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -18.521709000000 | **1-Year:** -452.400781000000 | **5-Year:** -1539.252028000000 | **10-Year:** -1230.188845000000 | **30-Year:** -395.803862000000

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

- **3-Month:** -162.728052000000 | **1-Year:** -2758.845370000000 | **5-Year:** -6327.243399000000 | **10-Year:** -2751.571053000000 | **30-Year:** -983.393930000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.94%                | 1.67%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $862691.38               | $-1501891.66                               |
| Month 2  | $-717916.59              | $1959825.50                                |
| Month 3  | $2607318.23              | $-748232.42                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Rio Tinto plc                                                             | RIO TINTO PLC COMMON STOCK GBP.1                             | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      7633 | NS      | $614845.92    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                 | PARTNERS GROUP HOLDING AG COMMON STOCK CHF.01                | CUSIP: B119QG904<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       339 | NS      | $415946.40    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                           | NORSK HYDRO ASA COMMON STOCK NOK1.098                        | CUSIP: B11HK3901<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     26741 | NS      | $206418.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Life Insurance Co. Ltd.                                           | SAMSUNG LIFE INSURANCE CO LTD COMMON STOCK KRW500.0          | CUSIP: B12C0T906<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      6270 | NS      | $685405.22    | 0.47%             |  |  |  | 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      | $395165.02    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Limited                                          | IMPALA PLATINUM HOLDINGS LTD COMMON STOCK                    | CUSIP: B1FFT7902<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      8651 | NS      | $135951.70    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| AB SKF                                                                    | SKF AB COMMON STOCK SEK2.5                                   | CUSIP: B1Q3J3907<br>LEI: 549300B6HWYEE57O8J84 | Long             | EC               | CORP              | SE        |      2371 | NS      | $62757.56     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CMOC Group Limited                                                        | CMOC GROUP LTD COMMON STOCK CNY.2                            | CUSIP: B1VRCG906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     79343 | NS      | $197129.29    | 0.13%             |  |  |  | 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      | $360430.03    | 0.25%             |  |  |  | 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        |     11984 | NS      | $101200.52    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| China Jinmao Holdings Group Limited                                       | CHINA JINMAO HOLDINGS GROUP LT COMMON STOCK                  | CUSIP: B23TGR903<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    882714 | NS      | $137414.37    | 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        |     22022 | NS      | $269243.64    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola S.A.                                                            | IBERDROLA SA COMMON STOCK EUR.75                             | CUSIP: B288C9908<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     39342 | NS      | $851887.68    | 0.58%             |  |  |  | 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      | $73126.19     | 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      | $253457.79    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresnillo plc                                                             | FRESNILLO PLC COMMON STOCK USD.5                             | CUSIP: B2QPKJ909<br>LEI: 549300JXWH1UV5J0XV81 | Long             | EC               | CORP              | MX        |      4032 | NS      | $179788.68    | 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        |     12804 | NS      | $89714.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Agricultural Bank of China Limited                                        | AGRICULTURAL BANK OF CHINA LTD COMMON STOCK CNY1.0           | CUSIP: B60LZR903<br>LEI: 549300E7TSGLCOVSY746 | Long             | EC               | CORP              | CN        |    852087 | NS      | $633887.50    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodacom Group                                                             | VODACOM GROUP LTD COMMON STOCK                               | CUSIP: B65B4D905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40326 | NS      | $344842.59    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                          | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6164 | NS      | $988705.60    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                                                               | PHILLIPS 66 COMMON STOCK                                     | CUSIP: 718546104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1308 | NS      | $168784.32    | 0.11%             |  |  |  | No            |                  1 | 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      | $126638.42    | 0.09%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                | ROGERS COMMUNICATIONS INC COMMON STOCK                       | CUSIP: 775109200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     17110 | NS      | $645855.60    | 0.44%             |  |  |  | No            |                  1 | 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        |    119000 | PA      | $113055.37    | 0.08%             | 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        |     22712 | NS      | $925059.76    | 0.63%             |  |  |  | No            |                  1 | 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      | $80313.00     | 0.05%             | 2031-07-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                                | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/33 6.75        | CUSIP: 92858RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $198207.04    | 0.13%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US 5YR NOTE CBT 0326                                                      | US 5YR NOTE CBT 0326                                         | CUSIP: ADI30KNN7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        10 | NC      | $-4361.66     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| US 2YR NOTE CBT 0326                                                      | US 2YR NOTE CBT 0326                                         | CUSIP: ADI30KNP2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        14 | NC      | $-1767.78     | -0.00%            |  |  |  | No            |                  1 | 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        |    530271 | PA      | $531496.28    | 0.36%             | 2051-12-26      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                        | VOLVO AB COMMON STOCK SEK1.26                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      5157 | NS      | $164119.57    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT 0326                                                    | US 10YR ULTRA FUT 0326                                       | CUSIP: ADI30KQQ7<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-298.29      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE 0326                                                     | LONG GILT FUTURE 0326                                        | CUSIP: ADI30KQR5<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         3 | NC      | $-2108.17     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| W.P. Carey Inc.                                                           | WP CAREY INC REIT USD.001                                    | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |      4099 | NS      | $263811.64    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LUXCO3 SHARES COMMON STOCK                                                | LUXCO3 SHARES COMMON STOCK                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |      1034 | NS      | $18210.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                   | WELLS FARGO + CO COMMON STOCK USD1.666                       | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       893 | NS      | $83227.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EMGMKT 0326                                                          | MSCI EMGMKT 0326                                             | CUSIP: ADI2TZ6B0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        42 | NC      | $-38299.14    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MSCI EAFE 0326                                                            | MSCI EAFE 0326                                               | CUSIP: ADI2VCBR7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         9 | NC      | $-398.23      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BOBL FUTURE 0326                                                     | EURO-BOBL FUTURE 0326                                        | CUSIP: ADI302MC2<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         7 | NC      | $4354.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                                            | CHUGAI PHARMACEUTICAL CO LTD COMMON STOCK                    | CUSIP: 619640006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     12333 | NS      | $647008.41    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Limited                                                           | INFOSYS LTD COMMON STOCK INR5.0                              | CUSIP: 620512905<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |      6009 | NS      | $108382.85    | 0.07%             |  |  |  | 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      | $267399.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Limited                                               | APA GROUP STAPLED SECURITY                                   | CUSIP: 624730909<br>LEI: 549300T9RBSX164T8H40 | Long             | EC               | CORP              | AU        |     47907 | NS      | $286254.12    | 0.19%             |  |  |  | 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      | $170854.08    | 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        |      8365 | NS      | $255165.41    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                        | OTSUKA CORP COMMON STOCK                                     | CUSIP: 626705909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5587 | NS      | $115123.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                       | GOLD FIELDS LTD COMMON STOCK ZAR.5                           | CUSIP: 628021909<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |      3645 | NS      | $158930.66    | 0.11%             |  |  |  | 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      | $50765.70     | 0.03%             | 2030-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                      | NCL CORP LTD COMPANY GUAR 144A 09/30 0.75                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     78000 | PA      | $75223.20     | 0.05%             | 2030-09-15      | Fixed         | 0.75%                 | 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        |      3456 | NS      | $181066.38    | 0.12%             |  |  |  | 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      | $232124.28    | 0.16%             | 2031-11-27      | Fixed         | 6.50%                 | 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      | $308239.42    | 0.21%             | 2030-05-01      | Fixed         | 7.12%                 | 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      | $198187.50    | 0.13%             | 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      | $123478.51    | 0.08%             | 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      | $147906.10    | 0.10%             | 2031-07-31      | Floating      | 5.53%                 | 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      | $182285.05    | 0.12%             | 2029-06-15      | Fixed         | 5.12%                 | 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      | $135550.23    | 0.09%             | 2031-03-01      | Fixed         | 6.62%                 | 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      | $181025.47    | 0.12%             | 2031-02-15      | 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      | $122161.70    | 0.08%             | 2029-03-15      | Fixed         | 6.50%                 | 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      | $143966.51    | 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      | $156194.14    | 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      | $122330.14    | 0.08%             | 2030-12-15      | Fixed         | 6.38%                 | 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      | $117434.30    | 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      | $115208.64    | 0.08%             | 2028-02-01      | Fixed         | 1.88%                 | 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      | $52477.70     | 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      | $203360.30    | 0.14%             | 2029-04-01      | Fixed         | 4.65%                 | 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      | $21098.18     | 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      | $49249.64     | 0.03%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                      | MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/34 4.5        | CUSIP: 91087BBN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    130000 | PA      | $152169.35    | 0.10%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | 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      | $76028.50     | 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      | $52083.65     | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                 | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5            | CUSIP: 91845AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202605.56    | 0.14%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                        | HEWLETT PACKARD ENTERPRISE CO COMMON STOCK USD.01            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     14066 | NS      | $337865.32    | 0.23%             |  |  |  | No            |                  1 | 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      | $158891.70    | 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        |       653 | NS      | $224697.30    | 0.15%             |  |  |  | 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      | $84732.97     | 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      | $43338.80     | 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      | $52496.26     | 0.04%             | 2030-06-15      | Fixed         | 7.25%                 | 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        |    275000 | PA      | $283618.56    | 0.19%             | 2039-06-11      | 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        |      6262 | NS      | $1430804.38   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group S.A.                                                         | ARDAGH GROUP SA SR SECURED 144A 12/30 9.5                    | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     59716 | PA      | $64769.04     | 0.04%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                   | BANK OF NOVA SCOTIA/THE COMMON STOCK                         | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      9442 | NS      | $696378.03    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Suncorp Group Limited                                                     | SUNCORP GROUP LTD COMMON STOCK                               | CUSIP: 658508007<br>LEI: 549300BVOKRTHDIWVT46 | Long             | EC               | CORP              | AU        |      6248 | NS      | $73345.78     | 0.05%             |  |  |  | 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        |      5606 | NS      | $204588.48    | 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        |     62275 | NS      | $341266.39    | 0.23%             |  |  |  | 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        |      3729 | NS      | $77070.78     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corporation                                                           | NEC CORP COMMON STOCK                                        | CUSIP: 664040003<br>LEI: 5493000QYMPFRTEY4K28 | Long             | EC               | CORP              | JP        |      1759 | NS      | $59516.62     | 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        |      9428 | NS      | $256347.32    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      2265 | NS      | $615762.90    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                               | ARES MANAGEMENT CORP COMMON STOCK                            | CUSIP: 03990B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2138 | NS      | $345564.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                 | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05             | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $70375.00     | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | 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      | $188987.25    | 0.13%             | 2038-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MakeMyTrip Limited                                                        | MAKEMYTRIP LTD SR UNSECURED 144A 07/30 0.0000                | CUSIP: 56087FAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     75000 | PA      | $73425.00     | 0.05%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                    | SANOFI SA COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      2500 | NS      | $241887.90    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                | SIEMENS AG COMMON STOCK                                      | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      2411 | NS      | $675264.12    | 0.46%             |  |  |  | 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        |       912 | NS      | $77501.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                               | BAYERISCHE MOTOREN WERKE AG PREFERENCE                       | CUSIP: 575603907<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EP               | CORP              | DE        |      1327 | NS      | $141405.56    | 0.10%             |  |  |  | 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      | $176357.31    | 0.12%             | 2029-01-15      | Fixed         | 3.75%                 | 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      | $118340.69    | 0.08%             | 2030-01-15      | Fixed         | 5.50%                 | 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      | $143184.29    | 0.10%             | 2029-07-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                          | UNICREDIT SPA COMMON STOCK                                   | CUSIP: BYMXPS901<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      3410 | NS      | $282439.02    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                                    | TK ELEVATOR MIDCO GMBH 2025 EUR TERM LOAN B1                 | CUSIP: D9000BAH5<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    125000 | PA      | $148042.88    | 0.10%             | 2030-04-30      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                         | ARDAGH GROUP SA SECURED 144A 12/30 12                        | CUSIP: DA3732660<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $107653.33    | 0.07%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/34 5.75       | CUSIP: DA6782860<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    125000 | PA      | $142107.29    | 0.10%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 11/38 6.5        | CUSIP: DA6782878<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    125000 | PA      | $141803.40    | 0.10%             | 2038-11-26      | Fixed         | 6.50%                 | 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        |      2214 | NS      | $594016.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                  | EATON CORP PLC COMMON STOCK USD.01                           | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |       238 | NS      | $75805.38     | 0.05%             |  |  |  | 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        |      1161 | NS      | $319727.79    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1B2 144A          | CUSIP: 20754NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $557732.20    | 0.38%             | 2042-05-25      | Floating      | 14.47%                | 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      | $505880.21    | 0.34%             | 2041-10-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Corning Incorporated                                                      | CORNING INC COMMON STOCK USD.5                               | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      1474 | NS      | $129063.44    | 0.09%             |  |  |  | No            |                  1 | 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        |     40000 | PA      | $38447.18     | 0.03%             | 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      | $104515.88    | 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      | $50098.62     | 0.03%             | 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      | $146856.23    | 0.10%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust Inc.                                                 | DIGITAL REALTY TRUST INC REIT USD.01                         | CUSIP: 253868103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       571 | NS      | $88339.41     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10                   | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69000 | PA      | $70521.57     | 0.05%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                      | GILEAD SCIENCES INC COMMON STOCK USD.001                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      2425 | NS      | $297644.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| goeasy Ltd.                                                               | GOEASY LTD COMPANY GUAR 144A 02/31 6.875                     | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $84185.05     | 0.06%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Company                                                   | GRAHAM HOLDINGS CO COMPANY GUAR 144A 12/33 5.625             | CUSIP: 384637AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $287741.13    | 0.20%             | 2033-12-01      | Fixed         | 5.62%                 | 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      | $456060.33    | 0.31%             | 2035-01-20      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                               | ATandT INC COMMON STOCK USD1.0                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      5768 | NS      | $143277.12    | 0.10%             |  |  |  | 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      | $76117.20     | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                           | SANKYO CO LTD COMMON STOCK                                   | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6152 | NS      | $99852.38     | 0.07%             |  |  |  | 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      | $532884.75    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Hulic Co.Ltd.                                                             | HULIC CO LTD COMMON STOCK                                    | CUSIP: 680531902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     60985 | NS      | $667247.10    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                        | OMNICOM GROUP INC COMMON STOCK USD.15                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      7454 | NS      | $601910.50    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO 2018-1 Ltd.                                             | PALMER SQUARE CLO 2018-1 LTD PLMRS 2018 1A DR 144A           | CUSIP: 69689GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $271365.60    | 0.18%             | 2037-04-18      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                             | YOKOGAWA ELECTRIC CORP COMMON STOCK                          | CUSIP: 698642006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1925 | NS      | $61735.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc.                                                              | PAYCHEX INC COMMON STOCK USD.01                              | CUSIP: 704326107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5036 | NS      | $564938.48    | 0.38%             |  |  |  | No            |                  1 | 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      | $219835.37    | 0.15%             | 2041-03-11      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| RAD CLO 12 LTD RAD 2021 12A DR 144A                                       | RAD CLO 12 LTD RAD 2021 12A DR 144A                          | CUSIP: 75009QAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    555000 | PA      | $554912.87    | 0.38%             | 2040-07-30      | Floating      | 10.49%                | 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-O            | CORP              | US        |    205000 | PA      | $206146.18    | 0.14%             | 2030-04-25      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                           | RTX CORP COMMON STOCK USD1.0                                 | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      1455 | NS      | $266847.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Incorporated                                                       | TRONOX INC SR SECURED 144A 09/30 9.125                       | CUSIP: 897051AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $110367.72    | 0.08%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                              | US BANCORP COMMON STOCK USD.01                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      5146 | NS      | $274590.56    | 0.19%             |  |  |  | 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        |    400000 | PA      | $381000.00    | 0.26%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                   | EXXON MOBIL CORP COMMON STOCK                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     10077 | NS      | $1212666.18   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                       | FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 04/30 5.875     | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    123000 | PA      | $126488.06    | 0.09%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                        | FAIRFAX FINANCIAL HOLDINGS LTD COMMON STOCK                  | CUSIP: 303901102<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | EC               | CORP              | CA        |       350 | NS      | $667051.47    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Forvia SE                                                                 | FORVIA SE SR UNSECURED 144A 06/30 8                          | CUSIP: 31209DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $214180.60    | 0.15%             | 2030-06-15      | Fixed         | 8.00%                 | 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      | $493543.36    | 0.34%             | 2057-02-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1                                   | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B2 144A        | CUSIP: 35564KQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325000 | PA      | $342131.30    | 0.23%             | 2042-01-25      | Floating      | 10.97%                | 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      | $574820.00    | 0.39%             | 2043-05-25      | Floating      | 13.12%                | No            |                  2 | On Loan: No      |
| eircom Finance Designated Activity Company                                | EIRCOM FINANCE DAC SR SECURED REGS 04/31 5                   | CUSIP: YO0380494<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $238826.28    | 0.16%             | 2031-04-30      | Fixed         | 5.00%                 | 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      | $123745.76    | 0.08%             | 2030-05-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Sacyr S.A.                                                                | SACYR SA SR UNSECURED REGS 05/30 4.75                        | CUSIP: YO3085827<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    100000 | PA      | $120665.61    | 0.08%             | 2030-05-29      | Fixed         | 4.75%                 | 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      | $157810.07    | 0.11%             | 2030-12-30      | Fixed         | 7.88%                 | 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      | $122561.54    | 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      | $182879.98    | 0.12%             | 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      | $147361.53    | 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      | $121285.33    | 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      | $118879.71    | 0.08%             | 2029-07-01      | Floating      | 5.64%                 | 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      | $242987.25    | 0.17%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                             | ILIAD HOLDING SAS SR SECURED REGS 04/31 6.875                | CUSIP: ZB7801333<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $125314.10    | 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      | $182712.70    | 0.12%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Postal Savings Bank of China Co. Ltd.                                     | POSTAL SAVINGS BANK OF CHINA C COMMON STOCK CNY1.0           | CUSIP: BL61XF906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |    815600 | NS      | $636299.07    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                            | ATLAS COPCO AB COMMON STOCK SEK.639                          | CUSIP: BLDBN5909<br>LEI: N/A                  | Long             | EC               | CORP              | SE        |      5057 | NS      | $80844.77     | 0.05%             |  |  |  | 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      | $111693.30    | 0.08%             | 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      | $126778.61    | 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      | $262362.39    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | 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      | $134275.86    | 0.09%             | 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        |      4258 | NS      | $215959.20    | 0.15%             |  |  |  | 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      | $132656.62    | 0.09%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Schroders plc                                                             | SCHRODERS PLC COMMON STOCK GBP.2                             | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     47679 | NS      | $260635.45    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                 | AVIVA PLC COMMON STOCK GBP.3289474                           | CUSIP: BPQY8M906<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | EC               | CORP              | GB        |     13981 | NS      | $128554.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Rumo Luxembourg Sarl                                                      | RUMO LUXEMBOURG SARL COMPANY GUAR REGS 01/32 4.2             | CUSIP: BR4709845<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $183080.00    | 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      | $116300.32    | 0.08%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock plc                                                      | SMURFIT WESTROCK PLC COMMON STOCK                            | CUSIP: G8267P108<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3777 | NS      | $146056.59    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity plc                                                       | TE CONNECTIVITY PLC COMMON STOCK USD.01                      | CUSIP: G87052109<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      2658 | NS      | $604721.58    | 0.41%             |  |  |  | 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      | $109336.15    | 0.07%             |  |  |  | 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        |      8982 | NS      | $388920.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Altice France                                                             | ALTICE SA SR SECURED 144A 10/31 5.5                          | CUSIP: YK2666930<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    154020 | PA      | $171783.26    | 0.12%             | 2031-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                      | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 02/33 6.125    | CUSIP: YK4056627<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $221322.82    | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA SR UNSECURED REGS 07/30 4.75           | CUSIP: YM3916033<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $226200.77    | 0.15%             | 2030-07-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SW (Finance) I PLC                                                        | SW FINANCE I PLC SR SECURED REGS 08/32 6.875                 | CUSIP: YM8052412<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $279625.66    | 0.19%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF Europe Finance B.V.                                                    | ZF EUROPE FINANCE BV COMPANY GUAR REGS 06/30 7               | CUSIP: YN0901978<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123695.12    | 0.08%             | 2030-06-12      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Darling Global Finance B.V.                                               | DARLING GLOBAL FINANCE BV COMPANY GUAR 144A 07/32 4.5        | CUSIP: YN4664366<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    115000 | PA      | $136447.96    | 0.09%             | 2032-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bellis Acquisition Company PLC                                            | BELLIS ACQUISITION CO PLC SR SECURED REGS 07/31 8            | CUSIP: YN4668672<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $227552.14    | 0.15%             | 2031-07-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                              | KOMATSU LTD COMMON STOCK                                     | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      3573 | NS      | $113380.02    | 0.08%             |  |  |  | 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        |     14032 | NS      | $518708.30    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Inc.                                                       | NEXTERA ENERGY INC COMMON STOCK USD.01                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1236 | NS      | $99226.08     | 0.07%             |  |  |  | No            |                  1 | 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        |      4656 | NS      | $223463.08    | 0.15%             |  |  |  | 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      | $320527.70    | 0.22%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                      | SUMITOMO MITSUI FINANCIAL GROU COMMON STOCK                  | CUSIP: 656302908<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2022 | NS      | $65030.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25           | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $28980.00     | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | 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      | $89500.00     | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                              | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51792.00     | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2025-1 LTD BMIR 2025 1 M1C 144A                             | BELLEMEADE RE 2025-1 LTD BMIR 2025 1 M1C 144A                | CUSIP: 07876NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $362167.96    | 0.25%             | 2035-10-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875      | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44500.00     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | 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      | $79831.38     | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875  | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     34000 | PA      | $37108.96     | 0.03%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                         | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/34 9.75    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36761.50     | 0.02%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125   | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26178.59     | 0.02%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                       | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 03/33 7.5     | CUSIP: 18453HAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26407.28     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | 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      | $49891.06     | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORLEN S.A.                                                                | ORLEN SA COMMON STOCK PLN1.25                                | CUSIP: 581006905<br>LEI: N/A                  | Long             | EC               | CORP              | PL        |      6636 | NS      | $177159.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                     | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1280 | NS      | $619033.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated                                         | MICROCHIP TECHNOLOGY INC COMMON STOCK USD.001                | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |      1475 | NS      | $93987.00     | 0.06%             |  |  |  | No            |                  1 | 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        |       602 | NS      | $455534.69    | 0.31%             |  |  |  | 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      | $134532.31    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amano Corporation                                                         | AMANO CORP COMMON STOCK                                      | CUSIP: 602730004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13464 | NS      | $362982.92    | 0.25%             |  |  |  | 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        |    156000 | PA      | $155530.52    | 0.11%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Ufj Financial GroupInc.                                        | MITSUBISHI UFJ FINANCIAL GROUP COMMON STOCK                  | CUSIP: 633517909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3982 | NS      | $63198.60     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                             | FUJIFILM HOLDINGS CORP COMMON STOCK                          | CUSIP: 635652001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      5844 | NS      | $124000.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                             | FUJIKURA LTD COMMON STOCK                                    | CUSIP: 635670003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       667 | NS      | $73967.25     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc.                                                 | NIPPON BUILDING FUND INC REIT                                | CUSIP: 639680909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       724 | NS      | $659877.27    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                               | NETAPP INC COMMON STOCK USD.001                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       535 | NS      | $57293.15     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honda Motor Co. Ltd.                                                      | HONDA MOTOR CO LTD COMMON STOCK                              | CUSIP: 643514003<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | EC               | CORP              | JP        |     28706 | NS      | $281739.95    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Hon Hai Precision Industry Co. Ltd.                                       | HON HAI PRECISION INDUSTRY CO COMMON STOCK TWD10.0           | CUSIP: 643856909<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     14468 | NS      | $106055.05    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 645102906<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |      1936 | NS      | $277451.41    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                        | JAPAN TOBACCO INC COMMON STOCK                               | CUSIP: 647453901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     17680 | NS      | $635459.68    | 0.43%             |  |  |  | No            |                  2 | 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      | $151298.80    | 0.10%             | 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        |     24788 | NS      | $592185.32    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac MSCR Trust MN3                                                | FREDDIE MAC MSCR TRUST MN3 MSCR 2021 MN3 B1 144A             | CUSIP: 35563GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $529486.75    | 0.36%             | 2051-11-25      | Floating      | 10.72%                | 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      | $416949.32    | 0.28%             | 2044-05-25      | Floating      | 8.12%                 | 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      | $68175.12     | 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      | $68423.21     | 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        |     15193 | NS      | $678975.17    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                                          | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $66061.06     | 0.04%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                          | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101861.30    | 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      | $309783.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC SR SECURED 144A 12/32 6.25                  | GENMAB A/S/GENMAB FINANCE LLC SR SECURED 144A 12/32 6.25     | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    490000 | PA      | $502174.80    | 0.34%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Company                                                     | GENUINE PARTS CO COMMON STOCK USD1.0                         | CUSIP: 372460105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2421 | NS      | $297686.16    | 0.20%             |  |  |  | No            |                  1 | 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        |    214637 | PA      | $190409.86    | 0.13%             | 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      | $76823.82     | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                      | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75549.53     | 0.05%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                             | TERRAFORM POWER OPERATING LLC COMPANY GUAR 144A 01/28 5      | CUSIP: 88104LAE3<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74931.16     | 0.05%             | 2028-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SECURED 144A 01/34 6.25                     | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15565.22     | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57292.63     | 0.04%             | 2034-01-31      | Fixed         | 6.75%                 | 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      | $139998.99    | 0.10%             | 2042-03-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                      | SUMITOMO CORP COMMON STOCK                                   | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      1910 | NS      | $66109.83     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| TDK Corporation                                                           | TDK CORP COMMON STOCK                                        | CUSIP: 686930009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10554 | NS      | $149315.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                    | TOKYO ELECTRON LTD COMMON STOCK                              | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      1082 | NS      | $240990.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                  | TOYOTA MOTOR CORP COMMON STOCK                               | CUSIP: 690064001<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     27364 | NS      | $587699.18    | 0.40%             |  |  |  | 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      | $73351.85     | 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      | $70337.89     | 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      | $26280.73     | 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      | $73076.69     | 0.05%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enel SpA                                                                  | ENEL SPA COMMON STOCK EUR1.0                                 | CUSIP: 714456902<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | EC               | CORP              | IT        |     10481 | NS      | $108974.45    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | ENI SPA COMMON STOCK                                         | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      4455 | NS      | $84449.51     | 0.06%             |  |  |  | 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      | $113016.00    | 0.08%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | PETROLEOS MEXICANOS COMPANY GUAR 01/30 6.84                  | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     60000 | PA      | $60930.10     | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8                    | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8       | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $108949.20    | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | 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      | $99456.65     | 0.07%             | 2028-07-15      | Fixed         | 4.62%                 | 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        |    150000 | PA      | $143438.30    | 0.10%             | 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      | $66810.71     | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                           | BLACKSTONE INC COMMON STOCK USD.00001                        | CUSIP: 09260D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       801 | NS      | $123466.14    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanlam Limited                                                            | SANLAM LTD COMMON STOCK ZAR.01                               | CUSIP: B0L675905<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |     40215 | NS      | $238972.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Torrent Pharmaceuticals Limited                                           | TORRENT PHARMACEUTICALS LTD COMMON STOCK INR5.0              | CUSIP: B0XPSB904<br>LEI: N/A                  | Long             | EC               | CORP              | IN        |     15166 | NS      | $648573.24    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Arkema                                                                    | ARKEMA SA COMMON STOCK EUR10.0                               | CUSIP: B0Z5YZ906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      1070 | NS      | $65209.71     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Inpex Corporation                                                         | INPEX CORP COMMON STOCK                                      | CUSIP: B10RB1904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     32570 | NS      | $651417.03    | 0.44%             |  |  |  | No            |                  2 | 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      | $69840.00     | 0.05%             | 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      | $98315.18     | 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      | $97179.79     | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Endesa SA                                                                 | ENDESA SA COMMON STOCK EUR1.2                                | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |     18330 | NS      | $659525.88    | 0.45%             |  |  |  | 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      | $59183.15     | 0.04%             | 2029-07-15      | Fixed         | 3.75%                 | 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        |       599 | NS      | $394193.72    | 0.27%             |  |  |  | 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      | $101416.49    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 04/30 7.875   | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74408.28     | 0.05%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                | MAUSER PACKAGING SOLUTIONS HOL SECURED 144A 04/30 9.25       | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24000.00     | 0.02%             | 2030-04-15      | Fixed         | 9.25%                 | 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        |    198000 | PA      | $172671.36    | 0.12%             | 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        |       288 | NS      | $88021.44     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc.                                                | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      3157 | NS      | $313142.83    | 0.21%             |  |  |  | No            |                  1 | 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      | $138996.68    | 0.09%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                           | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      1043 | NS      | $344304.73    | 0.23%             |  |  |  | No            |                  1 | 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      | $104462.90    | 0.07%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                             | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48366.59     | 0.03%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25                | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25   | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75899.25     | 0.05%             | 2033-10-01      | Fixed         | 6.25%                 | 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      | $108705.74    | 0.07%             | 2028-10-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                     | BCP V MODULAR SERVICES FINANCE SR SECURED REGS 11/28 6.125   | CUSIP: BR7688137<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    100000 | PA      | $126652.49    | 0.09%             | 2028-11-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti plc                                                     | ANGLOGOLD ASHANTI PLC COMMON STOCK                           | CUSIP: BRF6FX903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1439 | NS      | $123926.34    | 0.08%             |  |  |  | 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        |    400000 | PA      | $482099.58    | 0.33%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                          | ROCHE HOLDING AG COMMON STOCK                                | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1157 | NS      | $477806.46    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                               | NESTLE SA COMMON STOCK CHF.1                                 | CUSIP: 712387901<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      1294 | NS      | $128441.30    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                              | PEPSICO INC COMMON STOCK USD.017                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2966 | NS      | $425680.32    | 0.29%             |  |  |  | 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      | $97768.26     | 0.07%             | 2029-08-01      | Fixed         | 4.25%                 | 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      | $78175.23     | 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      | $25644.15     | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                               | PFIZER INC COMMON STOCK USD.05                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     34429 | NS      | $857282.10    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                                   | BASF SE COMMON STOCK                                         | CUSIP: ACI0054Q2<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      4774 | NS      | $251201.12    | 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      | $209069.99    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                                      | EVONIK INDUSTRIES AG COMMON STOCK                            | CUSIP: ACI0559Y5<br>LEI: 41GUOJQTALQHLF39XJ34 | Long             | EC               | CORP              | DE        |      5585 | NS      | $87159.93     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                             | INDUSTRIA DE DISENO TEXTIL SA COMMON STOCK EUR.03            | CUSIP: ACI08XL68<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      1395 | NS      | $92020.70     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung CandT Corporation                                                 | SAMSUNG CandT CORP COMMON STOCK KRW100.0                     | CUSIP: ACI0B34K8<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4014 | NS      | $666698.02    | 0.45%             |  |  |  | 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        |     17406 | NS      | $650947.45    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                    | BANCA MONTE DEI PASCHI DI SIEN COMMON STOCK                  | CUSIP: ACI28SXK1<br>LEI: J4CP7MHCXR8DAQMKIL78 | Long             | EC               | CORP              | IT        |      6732 | NS      | $71676.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co.Ltd.                                   | CONTEMPORARY AMPEREX TECHNOLOG COMMON STOCK CNY1.0           | CUSIP: ACI2X39J8<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       985 | NS      | $64063.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CPI Property Group S.A.                                                   | CPI PROPERTY GROUP SA JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI2Y6729<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    100000 | PA      | $108655.76    | 0.07%             | 2031-03-26      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SandP500 EMINI FUT 0326                                                   | SandP500 EMINI FUT 0326                                      | CUSIP: ADI2TSML6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        34 | NC      | $-126275.54   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| TOPIX INDX FUTR 0326                                                      | TOPIX INDX FUTR 0326                                         | CUSIP: ADI2TSMM4<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |         8 | NC      | $-8758.17     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 0326                                                        | EURO STOXX 50 0326                                           | CUSIP: ADI2TSNC5<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        25 | NC      | $-22544.04    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO-SCHATZ FUT 0326                                                      | EURO-SCHATZ FUT 0326                                         | CUSIP: ADI302MG3<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         2 | NC      | $333.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO-BUND FUTURE 0326                                                     | EURO-BUND FUTURE 0326                                        | CUSIP: ADI302N31<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         3 | NC      | $3769.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US LONG BONDCBT 0326                                                      | US LONG BONDCBT 0326                                         | CUSIP: ADI30KFY2<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         1 | NC      | $-1577.17     | -0.00%            |  |  |  | No            |                  1 | 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      | $237902.94    | 0.16%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | 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      | $119174.03    | 0.08%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVID AUTOMOBILE RECEIVABLES 07/32 7.8                                     | AVID AUTOMOBILE RECEIVABLES 07/32 7.8                        | CUSIP: 05368WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453684 | PA      | $453684.28    | 0.31%             | 2032-07-15      | Fixed         | 7.80%                 | No            |                  3 | 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      | $133429.22    | 0.09%             | 2029-06-20      | Fixed         | 7.31%                 | 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      | $186777.48    | 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        |     75000 | PA      | $76308.68     | 0.05%             | 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      | $41000.00     | 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      | $480631.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                       | COMCAST CORP COMMON STOCK USD.01                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     15965 | NS      | $477193.85    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    140000 | PA      | $154812.17    | 0.11%             | 2029-11-30      | Fixed         | 10.75%                | 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      | $102775.47    | 0.07%             | 2047-09-21      | Fixed         | 6.75%                 | 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      | $44809.81     | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | 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      | $159183.48    | 0.11%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 01/33 5.625      | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15153.71     | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Snam S.p.A.                                                               | SNAM SPA COMMON STOCK                                        | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     17140 | NS      | $113893.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLD AUD/BOUGHT USD                                                       | SOLD AUD/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | AU        |         1 | NC      | $-2665.87     | -0.00%            |  |  |  | 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        |     90000 | PA      | $94268.61     | 0.06%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Pret 2025-NPL7 LLC                                                        | PRET 2025-NPL7 LLC PRET 2025 NPL7 A2 144A                    | CUSIP: 740934AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125479.71    | 0.09%             | 2055-07-25      | Variable      | 8.35%                 | No            |                  2 | On Loan: No      |
| Pret 2025-Npl6 LLC                                                        | PRET 2025-NPL6 LLC PRET 2025 NPL6 A2 144A                    | CUSIP: 740936AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $105718.47    | 0.07%             | 2055-06-25      | Variable      | 8.71%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 LLC                                                        | PRET 2025-NPL3 LLC PRET 2025 NPL3 A2 144A                    | CUSIP: 74143HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245000 | PA      | $246389.32    | 0.17%             | 2055-04-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc.                                                   | ENERGIZER HOLDINGS INC COMPANY GUAR 144A 06/28 4.75          | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74354.52     | 0.05%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Inc.                                                               | EVERGY INC COMMON STOCK                                      | CUSIP: 30034W106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8507 | NS      | $616672.43    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| PRET 2025-NPL5 LLC                                                        | PRET 2025-NPL5 LLC PRET 2025 NPL5 A2 144A                    | CUSIP: 74143LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405000 | PA      | $407373.58    | 0.28%             | 2055-05-25      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL13 LLC PRET 2025 NPL13 A2 144A                               | PRET 2025-NPL13 LLC PRET 2025 NPL13 A2 144A                  | CUSIP: 74143UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138000 | PA      | $138128.89    | 0.09%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                         | EVERSOURCE ENERGY COMMON STOCK USD5.0                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |     13700 | NS      | $922421.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                         | EXETER SELECT AUTOMOBILE RECEI ESART 2025 2 E 144A           | CUSIP: 30185EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $210132.29    | 0.14%             | 2033-02-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| Unimicron Technology Corp.                                                | UNIMICRON TECHNOLOGY CORP COMMON STOCK TWD10.0               | CUSIP: 613772904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      8663 | NS      | $60492.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Motor Company                                                     | HYUNDAI MOTOR CO PREFERENCE                                  | CUSIP: 614827905<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |       856 | NS      | $126460.88    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                | CANON INC COMMON STOCK                                       | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     13066 | NS      | $386604.45    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 D 144A          | CUSIP: 61762DAG6<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $277066.38    | 0.19%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9                | MORGAN STANLEY BANK OF AMERICA MSBAM 2013 C9 E 144A          | CUSIP: 61762DAJ0<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    125000 | PA      | $113247.10    | 0.08%             | 2046-05-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| China Resources Land Limited                                              | CHINA RESOURCES LAND LTD COMMON STOCK HKD.1                  | CUSIP: 619376908<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     17388 | NS      | $60828.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2017-1 C WINDR 2017 1A DR 144A                      | THL CREDIT WIND RIVER 2017-1 C WINDR 2017 1A DR 144A         | CUSIP: 97315TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400589.20    | 0.27%             | 2036-04-18      | Floating      | 7.87%                 | 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        |    155000 | PA      | $163735.49    | 0.11%             | 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      | $239970.57    | 0.16%             | 2036-11-10      | Fixed         | 3.53%                 | No            |                  2 | 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      | $132232.00    | 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      | $127580.84    | 0.09%             | 2028-01-18      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| GOLD TRIPARTY MORTGAGE REPO - 02Jan26                                     | GOLD TRIPARTY MORTGAGE REPO - 02Jan26                        | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |   3500000 | PA      | $3500000.00   | 2.38%             |  |  |  | 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      | $117622.38    | 0.08%             | 2029-02-26      | Fixed         | 4.75%                 | 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        |     15415 | NS      | $163995.50    | 0.11%             |  |  |  | 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        |      1270 | NS      | $151650.17    | 0.10%             |  |  |  | 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        |      4219 | NS      | $180479.78    | 0.12%             |  |  |  | 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        |      7320 | NS      | $128396.28    | 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        |     18107 | NS      | $427361.18    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| KONE Oyj                                                                  | KONE OYJ COMMON STOCK                                        | CUSIP: B09M9D905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      5444 | NS      | $385668.98    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| United Utilities Group PLC                                                | UNITED UTILITIES GROUP PLC COMMON STOCK GBP.05               | CUSIP: B39J2M903<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     42398 | NS      | $681184.38    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| China Hongqiao Group Limited                                              | CHINA HONGQIAO GROUP LTD COMMON STOCK USD.01                 | CUSIP: B44ZV9907<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27553 | NS      | $115714.93    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                 | GJENSIDIGE FORSIKRING ASA COMMON STOCK NOK2.0                | CUSIP: B4PH0C901<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |      6621 | NS      | $197890.59    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 D 144A                       | WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C37 D 144A          | CUSIP: 95000PAX2<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    720000 | PA      | $652978.80    | 0.44%             | 2049-12-15      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                               | WILLIAMS COS INC/THE COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     12270 | NS      | $737549.70    | 0.50%             |  |  |  | No            |                  1 | 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      | $-71160.63    | -0.05%            |  |  |  | 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      | $-159128.53   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $1153.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                                       | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $798.42       | 0.00%             |  |  |  | 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      | $-15319.86    | -0.01%            |  |  |  | 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      | $6627.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                                       | BOUGHT GBP/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-6600.61     | -0.00%            |  |  |  | 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      | $100360.02    | 0.07%             | 2027-07-01      | Floating      | 6.85%                 | No            |                  2 | 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      | $50039.75     | 0.03%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                             | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5     | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151613.55    | 0.10%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                               | ZOETIS INC SR UNSECURED 144A 06/29 0.25                      | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42127.50     | 0.03%             | 2029-06-15      | Fixed         | 0.25%                 | 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      | $52693.94     | 0.04%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc.                                                 | ALLISON TRANSMISSION INC COMPANY GUAR 144A 12/33 5.875       | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101456.22    | 0.07%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B E 144A                        | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B E 144A           | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    232476 | PA      | $233090.38    | 0.16%             | 2033-09-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Altice France                                                             | ALTICE SA SR SECURED 144A 04/32 6.5                          | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     93000 | PA      | $89157.42     | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                         | ALTRIA GROUP INC COMMON STOCK USD.333                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     13603 | NS      | $784348.98    | 0.53%             |  |  |  | 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      | $137030.92    | 0.09%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                           | BRITISH AMERICAN TOBACCO PLC COMMON STOCK                    | CUSIP: 028758902<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      2214 | NS      | $125513.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                | AMGEN INC COMMON STOCK USD.0001                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       561 | NS      | $183620.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                      | AMPHENOL CORP COMMON STOCK USD.001                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |      1998 | NS      | $270009.72    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                       | ANALOG DEVICES INC COMMON STOCK USD.167                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       690 | NS      | $187128.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 2 M1 144A                        | ANGEL OAK MORTGAGE TRUST 2022- AOMT 2022 2 M1 144A           | CUSIP: 03464PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $281143.78    | 0.19%             | 2067-01-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Annaly Capital Management Inc.                                            | ANNALY CAPITAL MANAGEMENT IN REIT USD.01                     | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |     16799 | NS      | $375625.64    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BPER Banca S.p.A.                                                         | BPER BANCA SPA COMMON STOCK                                  | CUSIP: 411609902<br>LEI: N747OI7JINV7RUUH6190 | Long             | EC               | CORP              | IT        |     28063 | NS      | $379200.66    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                              | CAPGEMINI SE COMMON STOCK EUR8.0                             | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       440 | NS      | $73061.17     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc.                                                | HEALTHPEAK PROPERTIES INC REIT USD1.0                        | CUSIP: 42250P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14954 | NS      | $240460.32    | 0.16%             |  |  |  | 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      | $512185.35    | 0.35%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | 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      |
| AGC Inc.                                                                  | AGC INC COMMON STOCK                                         | CUSIP: 605520006<br>LEI: JE4WFFEELMVPFZ0G1E77 | Long             | EC               | CORP              | JP        |     19258 | NS      | $638666.98    | 0.43%             |  |  |  | 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      | $81381.82     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                               | TELENOR ASA COMMON STOCK NOK6.0                              | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      8128 | NS      | $118217.14    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                       | JOHNSON and JOHNSON COMMON STOCK USD1.0                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      4705 | NS      | $973699.75    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                               | LOCKHEED MARTIN CORP COMMON STOCK USD1.0                     | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       373 | NS      | $180408.91    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki Spolka Akcyjna                                    | BANK POLSKA KASA OPIEKI SA COMMON STOCK PLN1.0               | CUSIP: 547311902<br>LEI: 5493000LKS7B3UTF7H35 | Long             | EC               | CORP              | PL        |      3616 | NS      | $205105.43    | 0.14%             |  |  |  | No            |                  2 | 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        |     25271 | NS      | $592786.87    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                    | MERCEDES-BENZ GROUP AG COMMON STOCK                          | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       887 | NS      | $61488.68     | 0.04%             |  |  |  | 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        |    105000 | PA      | $101088.13    | 0.07%             | 2030-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                          | MEDTRONIC PLC COMMON STOCK USD.1                             | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      1399 | NS      | $134387.94    | 0.09%             |  |  |  | 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        |      7574 | NS      | $797239.24    | 0.54%             |  |  |  | No            |                  1 | 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      | $49174.79     | 0.03%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gold Circuit Electronics Ltd.                                             | GOLD CIRCUIT ELECTRONICS LTD COMMON STOCK TWD10.0            | CUSIP: 610758906<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      4455 | NS      | $97315.41     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                  | TREND MICRO INC/JAPAN COMMON STOCK                           | CUSIP: 612528901<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1455 | NS      | $60429.46     | 0.04%             |  |  |  | No            |                  2 | 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      | $47300.00     | 0.03%             | 2029-03-01      | Fixed         | 0.50%                 | 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      | $99369.49     | 0.07%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.           | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4          | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47620.21     | 0.03%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc.                                                                | ONEOK INC COMMON STOCK USD.01                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      9419 | NS      | $692296.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                        | ORACLE CORP COMMON STOCK USD.01                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       941 | NS      | $183410.31    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland                                                                 | STOCKLAND REIT                                               | CUSIP: 685085003<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    236018 | NS      | $899868.55    | 0.61%             |  |  |  | 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      | $136959.26    | 0.09%             | 2032-06-01      | Fixed         | 7.38%                 | No            |                  2 | 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      | $122825.64    | 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      | $128104.60    | 0.09%             | 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        |     15802 | NS      | $758195.75    | 0.52%             |  |  |  | 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      | $10468.95     | 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        |     11416 | NS      | $255741.35    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 TRUST PRET 2025 RPL6 A2 144A                               | PRET 2025-RPL6 TRUST PRET 2025 RPL6 A2 144A                  | CUSIP: 74143YAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $228128.19    | 0.16%             | 2069-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                   | BRIDGESTONE CORP COMMON STOCK                                | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |     29188 | NS      | $656708.66    | 0.45%             |  |  |  | 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      | $52277.25     | 0.04%             | 2028-11-15      | Fixed         | 8.50%                 | No            |                  2 | 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      | $103637.07    | 0.07%             | 2029-05-15      | Fixed         | 4.75%                 | 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        |    173000 | PA      | $212010.46    | 0.14%             | 2032-07-11      | Fixed         | 5.88%                 | 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      | $240515.88    | 0.16%             | 2031-08-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Samhallsbyggnadsbolaget i Norden Holding AB                               | SAMHALLSBYGGNADSBOLAGET I NORD COMPANY GUAR REGS 09/29 1.125 | CUSIP: YS1279134<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |    100000 | PA      | $96328.78     | 0.07%             | 2029-09-26      | Fixed         | 1.12%                 | 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      | $115941.22    | 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      | $150744.63    | 0.10%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                        | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3044 | NS      | $567706.00    | 0.39%             |  |  |  | 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      | $311164.67    | 0.21%             | 2042-02-15      | Floating      | 7.29%                 | 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        |      5824 | NS      | $102488.69    | 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        |     52511 | NS      | $240418.14    | 0.16%             |  |  |  | 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      | $255317.09    | 0.17%             | 2042-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Samsung Electro-Mechanics Co. Ltd.                                        | SAMSUNG ELECTRO-MECHANICS CO L COMMON STOCK KRW5000.0        | CUSIP: 677168908<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3709 | NS      | $656410.82    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                                              | SAMSUNG ELECTRONICS CO LTD PREFERENCE                        | CUSIP: 677381907<br>LEI: N/A                  | Long             | EP               | CORP              | KR        |     14247 | NS      | $884322.21    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM1 B1 144A                    | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM1 B1 144A       | CUSIP: 452766AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $403371.52    | 0.27%             | 2067-02-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM4 B2 144A                    | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM4 B2 144A       | CUSIP: 45276JAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $242798.27    | 0.17%             | 2057-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM3 B2 144A                    | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2022 NQM3 B2 144A       | CUSIP: 45276KAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $328234.92    | 0.22%             | 2067-05-25      | Variable      | 4.41%                 | 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      | $102799.60    | 0.07%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc.                                            | INTERACTIVE BROKERS GROUP INC COMMON STOCK USD.01            | CUSIP: 45841N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1450 | NS      | $93249.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                               | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3568 | NS      | $1056877.28   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                               | INTERNATIONAL PAPER CO COMMON STOCK USD1.0                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      2501 | NS      | $98514.39     | 0.07%             |  |  |  | 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      | $172411.49    | 0.12%             | 2032-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                | IRON MOUNTAIN INC REIT USD.01                                | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               | CORP              | US        |      1526 | NS      | $126581.70    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMDB COM MTG SECURITIES TRUST JPMDB 2016 C2 B                            | JPMDB COM MTG SECURITIES TRUST JPMDB 2016 C2 B               | CUSIP: 46590LAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $103998.71    | 0.07%             | 2049-06-15      | Variable      | 3.99%                 | 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        |      5244 | NS      | $1689721.68   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                       | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $80095.01     | 0.05%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A                        | MAD COMMERCIAL MORTGAGE TRUST MAD 2025 11MD D 144A           | CUSIP: 55616AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135000 | PA      | $136679.60    | 0.09%             | 2042-10-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                 | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $9223.90      | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                            | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3350 | NS      | $581191.50    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                 | TORONTO-DOMINION BANK/THE COMMON STOCK                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      7010 | NS      | $660678.01    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastern European Electric Company B.V.                                    | EASTERN EUROPEAN ELECTRIC CO B SR SECURED REGS 05/30 6.5     | CUSIP: YO3089647<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123398.15    | 0.08%             | 2030-05-15      | Fixed         | 6.50%                 | 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      | $123638.70    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                            | TRANSDIGM INC COMPANY GUAR 05/29 4.875                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84779.17     | 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      | $52548.50     | 0.04%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                      | DOMINION ENERGY INC COMMON STOCK                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      1761 | NS      | $103176.99    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                  | DOW INC COMMON STOCK USD.01                                  | CUSIP: 260557103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19470 | NS      | $455208.60    | 0.31%             |  |  |  | No            |                  1 | 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      | $139876.50    | 0.10%             | 2048-02-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 E 144A                       | COMM 2015-LC19 MORTGAGE TRUST COMM 2015 LC19 E 144A          | CUSIP: 200474AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162000 | PA      | $146206.62    | 0.10%             | 2048-02-10      | Variable      | 4.42%                 | No            |                  2 | 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        |    620000 | PA      | $675475.55    | 0.46%             | 2042-03-25      | Floating      | 13.37%                | 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      | $532649.95    | 0.36%             | 2042-04-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01                              | CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1B2 144A          | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    525000 | PA      | $544031.25    | 0.37%             | 2041-12-25      | Floating      | 9.87%                 | No            |                  2 | 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        |     22978 | NS      | $217179.26    | 0.15%             |  |  |  | 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      | $306972.99    | 0.21%             |  |  |  | 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        |    390518 | PA      | $362205.58    | 0.25%             | 2040-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                      | ECHOSTAR CORP SR SECURED 11/30 6.75                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    147784 | PA      | $151400.07    | 0.10%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                      | EMERSON ELECTRIC CO COMMON STOCK USD.5                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       524 | NS      | $69545.28     | 0.05%             |  |  |  | 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      | $69667.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 20 ESA 2025 ESH F 144A                        | EXTENDED STAY AMERICA TRUST 20 ESA 2025 ESH F 144A           | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $247142.30    | 0.17%             | 2042-10-15      | Floating      | 7.85%                 | 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      | $403689.72    | 0.27%             | 2030-01-25      | Variable      | 8.35%                 | No            |                  2 | 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      | $49725.00     | 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      | $49835.00     | 0.03%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82694.33     | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57344.05     | 0.04%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                     | ROCKET COS INC COMPANY GUAR 144A 08/29 6.5                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $102107.39    | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | 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      | $146996.66    | 0.10%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST SGR 2022 1 B2 144A                          | SG RESIDENTIAL MORTGAGE TRUST SGR 2022 1 B2 144A             | CUSIP: 78433QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $611585.54    | 0.42%             | 2062-03-27      | Variable      | 3.96%                 | 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      | $113052.89    | 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        |    524454 | PA      | $540870.52    | 0.37%             | 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      | $75751.87     | 0.05%             | 2029-10-01      | Fixed         | 8.00%                 | 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      | $59809.02     | 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      | $187019.74    | 0.13%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                                 | SIMON PROPERTY GROUP LP REIT USD.0001                        | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2583 | NS      | $478139.13    | 0.33%             |  |  |  | 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        |       632 | NS      | $61815.92     | 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      | $206250.00    | 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        |     98972 | PA      | $92068.44     | 0.06%             | 2028-10-16      | Floating      | 7.57%                 | 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      | $73176.00     | 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      | $75050.70     | 0.05%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                | BLOCK INC SR UNSECURED 144A 08/33 6                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143725.26    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | 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        |     75000 | PA      | $80040.61     | 0.05%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                     | STARBUCKS CORP COMMON STOCK USD.001                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       763 | NS      | $64252.23     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                  | STATE STREET CORP COMMON STOCK USD1.0                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |       617 | NS      | $79599.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                                                 | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                      | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39996.46     | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | 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      | $48826.25     | 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      | $25965.93     | 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      | $104300.70    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                        | TARGET CORP COMMON STOCK USD.0833                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       671 | NS      | $65590.25     | 0.04%             |  |  |  | No            |                  1 | 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      | $50892.70     | 0.03%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                 | TELECOM ITALIA CAPITAL SA COMPANY GUAR 07/36 7.2             | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     60000 | PA      | $65067.34     | 0.04%             | 2036-07-18      | Fixed         | 7.20%                 | 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      | $150278.61    | 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      | $51164.67     | 0.03%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                             | TERADYNE INC COMMON STOCK USD.125                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       314 | NS      | $60777.84     | 0.04%             |  |  |  | No            |                  1 | 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      | $110964.78    | 0.08%             | 2029-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| I.M.A. Industria Macchine Automatiche S.P.A. In Sigla Ima 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      | $117667.02    | 0.08%             | 2028-01-15      | Fixed         | 3.75%                 | 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        |      2568 | NS      | $61957.39     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc.                                                          | KE HOLDINGS INC COMMON STOCK USD.00002                       | CUSIP: BN7SX9906<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     27971 | NS      | $147936.93    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                            | TRIVIUM PACKAGING FINANCE BV SR SECURED REGS 07/30 6.625     | CUSIP: YO6702360<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $123638.70    | 0.08%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| alstria office AG                                                         | ALSTRIA OFFICE AG SR UNSECURED REGS 03/31 5.5                | CUSIP: YQ2556831<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    200000 | PA      | $240348.63    | 0.16%             | 2031-03-20      | Fixed         | 5.50%                 | 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      | $121090.17    | 0.08%             | 2032-03-15      | Fixed         | 4.50%                 | 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      | $165971.83    | 0.11%             | 2030-05-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL6 TRUST PRET 2025 RPL6 M2 144A                               | PRET 2025-RPL6 TRUST PRET 2025 RPL6 M2 144A                  | CUSIP: 74143YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $300732.67    | 0.20%             | 2069-09-25      | Variable      | 3.85%                 | 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        |      6321 | NS      | $647143.98    | 0.44%             |  |  |  | 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        |      3748 | NS      | $537125.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc.                                                 | PRUDENTIAL FINANCIAL INC COMMON STOCK USD.01                 | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      4820 | NS      | $544081.60    | 0.37%             |  |  |  | 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      | $401077.36    | 0.27%             | 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      | $500296.70    | 0.34%             | 2029-11-25      | Variable      | 8.84%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC TERM LOAN B                            | CUSIP: 74737SAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100375.00    | 0.07%             | 2032-11-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                    | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75             | CUSIP: 74743LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25561.15     | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                     | QUALCOMM INC COMMON STOCK USD.0001                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      5363 | NS      | $917341.15    | 0.62%             |  |  |  | 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      | $532039.45    | 0.36%             | 2041-11-13      | Fixed         | 8.82%                 | 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      | $21474.94     | 0.01%             |  |  |  | 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      | $101351.80    | 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      | $101671.61    | 0.07%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR CNM 144A                    | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR CNM 144A       | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $228448.60    | 0.16%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR DNM 144A                    | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR DNM 144A       | CUSIP: 05492PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $132569.16    | 0.09%             | 2032-11-05      | Variable      | 3.72%                 | 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      | $14758.05     | 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      | $53999.42     | 0.04%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC BX 2025 DELC F 144A                                    | BX TRUST 2025-DELC BX 2025 DELC F 144A                       | CUSIP: 05594MAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    285000 | PA      | $285355.97    | 0.19%             | 2042-12-15      | Floating      | 7.91%                 | 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        |     58384 | NS      | $205488.09    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                                                     | BWX TECHNOLOGIES INC COMPANY GUAR 144A 11/30 0.0000          | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105783.00    | 0.07%             | 2030-11-01      | None          | 0.00%                 | 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      | $483036.50    | 0.33%             | 2034-07-19      | Floating      | 10.76%                | 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        |      6839 | NS      | $311448.06    | 0.21%             |  |  |  | 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      | $566588.27    | 0.39%             | 2028-02-25      | Variable      | 4.25%                 | 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      | $204238.00    | 0.14%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Best Buy Co. Inc.                                                         | BEST BUY CO INC COMMON STOCK USD.1                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      1048 | NS      | $70142.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Properties Limited Partnership                                     | BOSTON PROPERTIES LP SR UNSECURED 144A 10/30 2               | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    101000 | PA      | $97515.50     | 0.07%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | 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      | $119301.84    | 0.08%             | 2029-10-01      | Fixed         | 4.55%                 | 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      | $52712.10     | 0.04%             | 2028-03-15      | Fixed         | 8.30%                 | 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      | $80836.33     | 0.05%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                     | BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 01/31 6.125      | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68052.69     | 0.05%             | 2031-01-15      | Fixed         | 6.12%                 | 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      | $201879.38    | 0.14%             | 2034-03-15      | Fixed         | 6.12%                 | 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      | $104021.20    | 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      | $26243.78     | 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      | $94721.24     | 0.06%             | 2030-03-01      | Fixed         | 5.00%                 | 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      | $90460.08     | 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      | $231284.34    | 0.16%             | 2042-07-15      | Floating      | 7.40%                 | 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      | $49604.38     | 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      | $61198.27     | 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 02/31 4.25  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $68913.76     | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                               | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 01/34 4.25  | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $110535.66    | 0.08%             | 2034-01-15      | Fixed         | 4.25%                 | 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      | $361007.16    | 0.25%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                            | CME GROUP INC COMMON STOCK USD.01                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       966 | NS      | $263795.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CP Atlas Buyer Inc.                                                       | CP ATLAS BUYER INC SR SECURED 144A 07/30 9.75                | CUSIP: 12597YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $77681.21     | 0.05%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                       | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                  | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56845.24     | 0.04%             | 2031-01-15      | Fixed         | 12.75%                | 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      | $417902.08    | 0.28%             | 2065-05-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                    | CVS HEALTH CORP COMMON STOCK USD.01                          | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12444 | NS      | $987555.84    | 0.67%             |  |  |  | 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      | $560421.50    | 0.38%             | 2041-12-10      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                        | CANADIAN IMPERIAL BANK OF COMM COMMON STOCK                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      7584 | NS      | $687535.70    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Tire Corporation Limited                                         | CANADIAN TIRE CORP LTD COMMON STOCK                          | CUSIP: 136681202<br>LEI: 549300RLHDA7VQYMUB14 | Long             | EC               | CORP              | CA        |      5139 | NS      | $651253.26    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Utilities Limited                                                | CANADIAN UTILITIES LTD COMMON STOCK                          | CUSIP: 136717832<br>LEI: LWV4QIQODEH3VBHUFX07 | Long             | EC               | CORP              | CA        |     21122 | NS      | $657566.62    | 0.45%             |  |  |  | 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      | $548357.67    | 0.37%             | 2034-04-20      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| Caterpillar Inc.                                                          | CATERPILLAR INC COMMON STOCK USD1.0                          | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       132 | NS      | $75618.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                  | CELANESE US HOLDINGS LLC COMPANY GUAR 02/31 7                | CUSIP: 15089QBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $56312.51     | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc.                                                       | CENOVUS ENERGY INC COMMON STOCK                              | CUSIP: 15135U109<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     36759 | NS      | $621867.31    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                       | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7329 | NS      | $1117012.89   | 0.76%             |  |  |  | No            |                  1 | 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      | $39995.58     | 0.03%             | 2028-07-15      | Fixed         | 5.25%                 | 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      | $51885.10     | 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        |     14482 | NS      | $1115548.46   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc.                                             | CITIZENS FINANCIAL GROUP INC COMMON STOCK USD.01             | CUSIP: 174610105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10781 | NS      | $629718.21    | 0.43%             |  |  |  | No            |                  1 | 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      | $157978.95    | 0.11%             | 2030-04-01      | Fixed         | 7.88%                 | 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      | $128636.25    | 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        |      4089 | NS      | $245421.78    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Incorporated                                                        | EMERA INC COMMON STOCK                                       | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |     13321 | NS      | $656466.02    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Bouygues                                                                  | BOUYGUES SA COMMON STOCK EUR1.0                              | CUSIP: 400212908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8973 | NS      | $466464.42    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                   | VEOLIA ENVIRONNEMENT SA COMMON STOCK EUR5.0                  | CUSIP: 403187909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     10089 | NS      | $351071.65    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 E 144A                         | HTL COMMERCIAL MORTGAGE TRUST HTL 2024 T53 E 144A            | CUSIP: 404300AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $309511.83    | 0.21%             | 2039-05-10      | Variable      | 10.26%                | No            |                  2 | 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      | $531083.05    | 0.36%             | 2047-09-15      | Variable      | 4.51%                 | 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      | $153478.17    | 0.10%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1390 | NS      | $140237.10    | 0.10%             |  |  |  | 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      | $485703.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM Acquisition LLC                                                       | LBM ACQUISITION LLC 2024 INCREMENTAL TERM LOAN B             | CUSIP: 50179JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98995 | PA      | $92693.93     | 0.06%             | 2031-06-06      | Floating      | 7.58%                 | 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      | $220896.77    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | ALLIANZ SE COMMON STOCK                                      | CUSIP: 523148906<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2050 | NS      | $947873.25    | 0.64%             |  |  |  | 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        |     26427 | NS      | $384366.94    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                                                 | TALANX AG COMMON STOCK                                       | CUSIP: B8F0TD907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       488 | NS      | $64825.38     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| China Galaxy Securities Co. Ltd                                           | CHINA GALAXY SECURITIES CO LTD COMMON STOCK CNY1.0           | CUSIP: B92NYF908<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     47253 | NS      | $61107.61     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDandR Firefly Bidco PLC                                                  | CD+R FIREFLY BIDCO LIMITED 2025 GBP TERM LOAN                | CUSIP: BA000GT00<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    125000 | PA      | $169546.90    | 0.12%             | 2029-04-29      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                         | NATIONAL GRID PLC COMMON STOCK GBP.1243129                   | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |     11037 | NS      | $169290.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                        | WIWYNN CORP COMMON STOCK TWD10.0                             | CUSIP: BF4QXG904<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |       669 | NS      | $95310.14     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi AppTec Co. Ltd.                                                      | WUXI APPTEC CO LTD COMMON STOCK CNY1.0                       | CUSIP: BGHH0L903<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5009 | NS      | $63516.96     | 0.04%             |  |  |  | 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      | $301083.93    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| New Immo Holding                                                          | NEW IMMO HOLDING SA SR UNSECURED REGS 07/27 3.25             | CUSIP: BK4723809<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    100000 | PA      | $117218.75    | 0.08%             | 2027-07-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                             | ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125         | CUSIP: BK6YZP902<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | HK        |      3238 | NS      | $59452.78     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc.                                                               | JD.COM INC COMMON STOCK USD.00002                            | CUSIP: BKPQZT900<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | CN        |      8166 | NS      | $117420.80    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PACCAR Inc                                                                | PACCAR INC COMMON STOCK USD1.0                               | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4027 | NS      | $440996.77    | 0.30%             |  |  |  | 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      | $260069.58    | 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      | $507982.86    | 0.35%             | 2065-04-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Pret 2025-NPL11 LLC                                                       | PRET 2025-NPL11 LLC PRET 2025 NPL11 A2 144A                  | CUSIP: 69383AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $104966.88    | 0.07%             | 2055-10-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL12 LLC                                                       | PRET 2025-NPL12 LLC PRET 2025 NPL12 A2 144A                  | CUSIP: 69383CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $168072.31    | 0.11%             | 2055-11-25      | Variable      | 6.90%                 | 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      | $290705.98    | 0.20%             | 2055-03-25      | Variable      | 8.23%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL10 LLC PRET 2025 NPL10 A2 144A                               | PRET 2025-NPL10 LLC PRET 2025 NPL10 A2 144A                  | CUSIP: 69392WAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $224832.92    | 0.15%             | 2055-10-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL14 LLC PRET 2025 NPL14 A2 144A                               | PRET 2025-NPL14 LLC PRET 2025 NPL14 A2 144A                  | CUSIP: 69393CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    290000 | PA      | $289999.30    | 0.20%             | 2055-12-25      | Variable      | 6.78%                 | No            |                  3 | 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        |    225000 | PA      | $219418.79    | 0.15%             | 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      | $56655.94     | 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      | $20641.10     | 0.01%             | 2033-02-15      | Fixed         | 7.50%                 | 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      | $855047.13    | 0.58%             | 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        |      3239 | NS      | $158516.66    | 0.11%             |  |  |  | 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      | $83466.06     | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75                  | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50908.77     | 0.03%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7                     | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31124.26     | 0.02%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc.                                                            | BLACKROCK INC COMMON STOCK USD.01                            | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       444 | NS      | $475230.96    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BXP Inc.                                                                  | BXP INC REIT USD.01                                          | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | EC               | CORP              | US        |      2317 | NS      | $156351.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                              | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      9429 | NS      | $508600.26    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                             | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       614 | NS      | $212505.40    | 0.14%             |  |  |  | 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      | $107844.34    | 0.07%             | 2043-11-15      | Fixed         | 5.85%                 | 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      | $51439.04     | 0.03%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HP Inc.                                                                   | HP INC COMMON STOCK USD.01                                   | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     25751 | NS      | $573732.28    | 0.39%             |  |  |  | No            |                  1 | 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      | $260216.40    | 0.18%             | 2048-10-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International Public Limited Company                     | JOHNSON CONTROLS INTERNATIONAL COMMON STOCK USD.01           | CUSIP: 478366107<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       563 | NS      | $67419.25     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                     | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                    | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       330 | NS      | $90279.83     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                    | SAP SE COMMON STOCK                                          | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       654 | NS      | $158901.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS Oracle Corporation P 100 20301220                                     | CDS Oracle Corporation P 100 20301220                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    300000 | PA      | $5693.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS HSBC HOLDINGS plc P 100 20301220                                      | CDS HSBC HOLDINGS plc P 100 20301220                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | GB        |    250000 | PA      | $-2387.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS Stellantis N.V. P 500 20301220                                        | CDS Stellantis N.V. P 500 20301220                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | NL        |    225000 | PA      | $-43721.16    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20301220                          | CDS VOLKSWAGEN AKTIENGESELLSCHAFT P 100 20301220             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | DE        |    250000 | PA      | $-1348.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer