# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-25-255300
**Filing Date:** 2025-10
**Character Count:** 261649
**Document Hash:** 0dba8ac8b311f3b12638ecb1673c3cba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255300.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Funds II
- **CENTRAL INDEX KEY:** 0001331971

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21779
- **FILM NUMBER:** 251427533

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-2166

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

## Series and Classes Contracts Data

### Multi-Asset High Income Fund (Series ID: S000045160)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000140586 | Class A      | JIAFX           |
| C000140587 | Class C      | JIAGX           |
| C000140588 | Class I      | JIAIX           |
| C000140589 | Class R6     | JIASX           |
| C000219602 | Class NAV    |  |

## 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 Funds II

- **b. Investment Company Act file number:** 811-21779

- **c. CIK number of Registrant:** 0001331971

- **d. LEI of Registrant:** O3MKD80X1I2OGNEFGW25

- **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:** Multi-Asset High Income Fund

- **b. EDGAR series identifier (if any):** S000045160

- **c. LEI of Series:** 549300LF9M3VMC4UVY22

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $112461397.19

**Total Liabilities:** $180814.27

**Net Assets:** $112280582.92

**Cash Not Reported:** $312781.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -30.084107000000 | **1-Year:** -722.781882000000 | **5-Year:** -2193.156821000000 | **10-Year:** -2153.882410000000 | **30-Year:** -487.502470000000

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

- **3-Month:** -211.796780000000 | **1-Year:** -4279.458389000000 | **5-Year:** -10448.053757000000 | **10-Year:** -2903.235121000000 | **30-Year:** -484.508493000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140586 | 2.38%                | 0.51%                | 1.93%                |
| Class ID C000140587 | 2.22%                | 0.44%                | 1.87%                |
| Class ID C000140588 | 2.40%                | 0.53%                | 1.95%                |
| Class ID C000140589 | 2.30%                | 0.54%                | 1.96%                |
| Class ID C000219602 | 2.37%                | 0.51%                | 2.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $77724.74                | $1875677.81                                |
| Month 2  | $1188137.53              | $-1091822.04                               |
| Month 3  | $187026.67               | $1387099.74                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMC Entertainment Holdings Inc.                                                | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72675.00     | 0.06%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                                 | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    194000 | PA      | $202028.50    | 0.18%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5                       | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    237000 | PA      | $245553.80    | 0.22%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5                     | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5   | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $116709.95    | 0.10%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 03/55 VAR        | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    228000 | PA      | $238713.35    | 0.21%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                         | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7        | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |    200000 | PA      | $208499.77    | 0.19%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                                           | AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $117774.55    | 0.10%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7                         | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $206380.60    | 0.18%             | 2030-05-21      | Fixed         | 7.00%                 | 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        |    170000 | PA      | $173415.81    | 0.15%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                   | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                      | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    594000 | PA      | $601911.49    | 0.54%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                          | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    255000 | PA      | $202087.50    | 0.18%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                               | ALTICE SA SR SECURED 144A 02/27 8.125                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    358000 | PA      | $331431.07    | 0.30%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                                              | ALTRIA GROUP INC COMMON STOCK USD.333                        | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      7297 | NS      | $490431.37    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambipar Lux S.a r.l.                                                           | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875              | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    266000 | PA      | $220686.64    | 0.20%             | 2033-02-05      | Fixed         | 10.88%                | No            |                  2 | 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        |     47000 | PA      | $49018.79     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc.                                                  | AMERICAN FINANCIAL GROUP INC/O COMMON STOCK                  | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |      2567 | NS      | $348752.62    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                     | AMGEN INC COMMON STOCK USD.0001                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       194 | NS      | $55815.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amsted Industries Incorporated                                                 | AMSTED INDUSTRIES INC SR UNSECURED 144A 03/33 6.375          | CUSIP: 032177AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66578.53     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5                     | AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5   | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $22472.91     | 0.02%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                            | ANALOG DEVICES INC COMMON STOCK USD.167                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       548 | NS      | $137717.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc.                                                  | APOLLO GLOBAL MANAGEMENT INC PREFERRED STOCK 09/53 VAR       | CUSIP: 03769M205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      5975 | NS      | $158038.75    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Apollo Global Management Inc.                                                  | APOLLO GLOBAL MANAGEMENT INC COMPANY GUAR 12/54 VAR          | CUSIP: 03769MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $298439.64    | 0.27%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                     | APPLE INC COMMON STOCK USD.00001                             | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      4409 | NS      | $1023505.26   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                         | APPLIED MATERIALS INC COMMON STOCK USD.01                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       689 | NS      | $110763.64    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45                    | EGYPT GOVERNMENT INTERNATIONAL SR UNSECURED 144A 02/33 9.45  | CUSIP: 03846JAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $206474.10    | 0.18%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                              | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125               | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113000 | PA      | $109573.49    | 0.10%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                              | ARCHES BUYER INC 2021 TERM LOAN B                            | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308265 | PA      | $308530.36    | 0.27%             | 2027-12-06      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25                    | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25  | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $63210.99     | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625                   | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625 | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $211167.92    | 0.19%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125                     | ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125   | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    440000 | PA      | $418000.00    | 0.37%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Ares Capital Corporation                                                       | ARES CAPITAL CORP COMMON STOCK USD.001                       | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |     19697 | NS      | $441212.80    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                   | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $179565.97    | 0.16%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Redeia Corporacion S.A.                                                        | REDEIA CORP SA COMMON STOCK EUR.5                            | CUSIP: BD6FXN906<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      5042 | NS      | $98018.35     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                                              | NATIONAL GRID PLC COMMON STOCK GBP.1243129                   | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      7146 | NS      | $100373.29    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| The AES Corporation                                                            | AES CORP/THE COMMON STOCK USD.01                             | CUSIP: 00130H105<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EC               | CORP              | US        |      5324 | NS      | $72086.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| The AES Corporation                                                            | AES CORP/THE JR SUBORDINA 01/55 VAR                          | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    495000 | PA      | $508625.41    | 0.45%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                                            | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                 | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $154823.67    | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Abbott Laboratories                                                            | ABBOTT LABORATORIES COMMON STOCK                             | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2417 | NS      | $320639.22    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaic Holdings Inc.                                                            | OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75                | CUSIP: 00791GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $96796.17     | 0.09%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                            | OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8                 | CUSIP: 00791GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12158.57     | 0.01%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875                     | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $320963.19    | 0.29%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                                            | JOHNSON + JOHNSON COMMON STOCK USD1.0                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2424 | NS      | $429460.08    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corporation                                                                | KLA CORP COMMON STOCK USD.001                                | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        65 | NS      | $56680.00     | 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        |       383 | NS      | $94097.86     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                         | SAP SE COMMON STOCK                                          | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       650 | NS      | $176927.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                    | SWEDBANK AB COMMON STOCK                                     | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2802 | NS      | $78856.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| KB Home                                                                        | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    251000 | PA      | $233527.59    | 0.21%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                        | KB HOME COMPANY GUAR 07/30 7.25                              | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82314.16     | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                                   | KEYERA CORP COMMON STOCK                                     | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1088 | NS      | $35055.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                     | KIMBERLY-CLARK CORP COMMON STOCK USD1.25                     | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      1522 | NS      | $196551.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                                             | KINDER MORGAN INC COMMON STOCK USD.01                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      9420 | NS      | $254151.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kioxia Holdings Corporation                                                    | KIOXIA HOLDINGS CORP KIOXIA HOLDINGS CORP                    | CUSIP: 49726JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    330000 | PA      | $330220.77    | 0.29%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                             | KOHL'S CORP SR UNSECURED 05/31 5.125                         | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    135000 | PA      | $106218.78    | 0.09%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                             | KOHL'S CORP SR SECURED 144A 06/30 10                         | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    168000 | PA      | $180426.46    | 0.16%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                        | BRIDGESTONE CORP COMMON STOCK                                | CUSIP: 613210004<br>LEI: 549300DHPOF90OYYD780 | Long             | EC               | CORP              | JP        |       900 | NS      | $40657.88     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                                  | OBIC CO LTD COMMON STOCK                                     | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3296 | NS      | $116543.73    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                       | ORACLE CORP JAPAN COMMON STOCK                               | CUSIP: 614168904<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       799 | NS      | $82698.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    270000 | PA      | $297636.93    | 0.27%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Fujitec Co. Ltd.                                                               | FUJITEC CO LTD COMMON STOCK                                  | CUSIP: 635682008<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1200 | NS      | $45626.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                  | NISOURCE INC JR SUBORDINA 03/55 VAR                          | CUSIP: 65473PAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179706.80    | 0.16%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                          | NISSAN MOTOR CO LTD SR UNSECURED 144A 07/30 7.5              | CUSIP: 654922AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    204000 | PA      | $213137.77    | 0.19%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                           | MARUBENI CORP COMMON STOCK                                   | CUSIP: 656946001<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      4400 | NS      | $99858.87     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                           | OBAYASHI CORP COMMON STOCK                                   | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $32442.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Company                                              | NORTHWEST NATURAL HOLDING CO JR SUBORDINA 09/55 VAR          | CUSIP: 66765NAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $456846.30    | 0.41%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                      | TORONTO-DOMINION BANK/THE COMMON STOCK                       | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1281 | NS      | $96185.77     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WPP PLC                                                                        | WPP PLC COMMON STOCK GBP.1                                   | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |      6356 | NS      | $33703.43     | 0.03%             |  |  |  | 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        |       622 | NS      | $253010.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $33370.21     | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625 | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55898.64     | 0.05%             | 2034-01-15      | Fixed         | 6.62%                 | 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        |    103000 | PA      | $108338.59    | 0.10%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                      | KESKO OYJ COMMON STOCK                                       | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      6155 | NS      | $136519.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc.                                                             | IGM FINANCIAL INC COMMON STOCK                               | CUSIP: 449586106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2063 | NS      | $73966.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204085.89    | 0.18%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                 | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206370.91    | 0.18%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                   | KBC GROUP NV COMMON STOCK                                    | CUSIP: 449774009<br>LEI: N/A                  | Long             | EC               | CORP              | BE        |      1124 | NS      | $132489.61    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                                      | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $118323.70    | 0.11%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                               | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      2576 | NS      | $430526.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                    | SNAM SPA COMMON STOCK                                        | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     24481 | NS      | $149022.14    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                         | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25           | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     32000 | PA      | $29440.00     | 0.03%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                   | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |    209000 | PA      | $220604.31    | 0.20%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                             | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161624.64    | 0.14%             | 2033-03-01      | Fixed         | 6.38%                 | 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        |       488 | NS      | $52518.56     | 0.05%             |  |  |  | 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        |       714 | NS      | $112126.56    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus N.V.                                                                    | PROSUS NV SR UNSECURED 144A 02/51 3.832                      | CUSIP: 74365PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $131080.80    | 0.12%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                 | PUBLIC STORAGE REIT USD.1                                    | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       199 | NS      | $58623.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC Inc.                                                                       | QVC INC SR SECURED 144A 04/29 6.875                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    164000 | PA      | $78866.65     | 0.07%             | 2029-04-15      | Fixed         | 6.88%                 | 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        |     76000 | PA      | $77260.03     | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                         | QNITY ELECTRONICS INC SR UNSECURED 144A 08/33 6.25           | CUSIP: 74743LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $142653.76    | 0.13%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Incorporated                                                          | QUALCOMM INC COMMON STOCK USD.0001                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1521 | NS      | $244470.33    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DaVita Inc.                                                                    | DAVITA INC COMPANY GUAR 144A 06/30 4.625                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269562.83    | 0.24%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125                    | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $140538.44    | 0.13%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc.                                                           | DENTSPLY SIRONA INC JR SUBORDINA 09/55 VAR                   | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274831.92    | 0.24%             | 2055-09-12      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                   | DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75               | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16927.73     | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | 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        |    288000 | PA      | $286306.27    | 0.25%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                       | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $285462.51    | 0.25%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                           | DISH DBS CORP COMPANY GUAR 06/29 5.125                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $66865.55     | 0.06%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                           | DISH DBS CORP SR SECURED 144A 12/26 5.25                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $91183.55     | 0.08%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                           | DISH DBS CORP SR SECURED 144A 12/28 5.75                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $77163.15     | 0.07%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                     | DOLLAR GENERAL CORP COMMON STOCK USD.875                     | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       566 | NS      | $61558.16     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc.                                                           | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267560.00    | 0.24%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                        | DUKE ENERGY CORP COMMON STOCK USD.001                        | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       445 | NS      | $54508.05     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75                      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75    | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $204801.30    | 0.18%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                           | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $144217.50    | 0.13%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| The Edelman Financial Engines Center LLC                                       | EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN         | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    201000 | PA      | $201126.63    | 0.18%             | 2028-10-06      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                                 | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152250.19    | 0.14%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279            | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $321899.00    | 0.29%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                            | MAGNERA CORP SR SECURED 144A 11/31 7.25                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |    245000 | PA      | $231870.45    | 0.21%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nemetschek SE                                                                  | NEMETSCHEK SE COMMON STOCK                                   | CUSIP: 563396902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       214 | NS      | $29563.87     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                         | SANOFI SA COMMON STOCK EUR2.0                                | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1692 | NS      | $167866.61    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                                | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 06/29 4.5   | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $55081.82     | 0.05%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Siemens Aktiengesellschaft                                                     | SIEMENS AG COMMON STOCK                                      | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       332 | NS      | $92032.13     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                    | MASTEC INC SR UNSECURED 144A 08/29 6.625                     | CUSIP: 576323AQ2<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159200.00    | 0.14%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                    | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 09/33 6.125    | CUSIP: 57667JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $181979.47    | 0.16%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                             | MERCK and CO INC COMMON STOCK USD.5                          | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      2784 | NS      | $234190.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                       | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875       | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $263970.96    | 0.24%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                                          | MICROSOFT CORP COMMON STOCK USD.00000625                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2982 | NS      | $1510949.58   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Incorporated                                                     | MICROSTRATEGY INC PREFERRED STOCK 10                         | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      6150 | NS      | $487449.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Stagwell Global LLC                                                            | STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $231483.24    | 0.21%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zurich Insurance Group Ltd                                                     | ZURICH INSURANCE GROUP AG COMMON STOCK CHF.1                 | CUSIP: 598381903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       338 | NS      | $246995.28    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25  | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    373500 | PA      | $374355.69    | 0.33%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amada Co. Ltd.                                                                 | AMADA CO LTD COMMON STOCK                                    | CUSIP: 602210007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      6191 | NS      | $78670.30     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75                      | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $84530.77     | 0.08%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fortescue Ltd                                                                  | FORTESCUE LTD COMMON STOCK                                   | CUSIP: 608625901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      9391 | NS      | $118450.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                    | MONDELEZ INTERNATIONAL INC COMMON STOCK                      | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       799 | NS      | $49090.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Muthoot Finance Limited                                                        | MUTHOOT FINANCE LTD SR SECURED REGS 02/28 7.125              | CUSIP: 62828M2C4<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $205550.97    | 0.18%             | 2028-02-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A                                            | MVW 2023-1 LLC MVWOT 2023 1A D 144A                          | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    212349 | PA      | $219270.49    | 0.20%             | 2040-10-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                          | NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14811.50     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                              | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/29 6.5   | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $159713.89    | 0.14%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                                  | NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    417300 | PA      | $427523.77    | 0.38%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                                   | HITACHI LTD COMMON STOCK                                     | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      1600 | NS      | $43109.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hongkong Land Holdings Limited                                                 | HONGKONG LAND HOLDINGS LTD COMMON STOCK USD.1                | CUSIP: 643491905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      6800 | NS      | $42162.19     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                  | POWER ASSETS HOLDINGS LTD COMMON STOCK                       | CUSIP: 643532005<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     25201 | NS      | $164325.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                             | ITOCHU CORP COMMON STOCK                                     | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      3000 | NS      | $169466.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Matheson Holdings Limited                                              | JARDINE MATHESON HOLDINGS LTD COMMON STOCK USD.25            | CUSIP: 647211002<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2300 | NS      | $139261.54    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                                              | KANDENKO CO LTD COMMON STOCK                                 | CUSIP: 648358000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      1500 | NS      | $40425.53     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha Ltd.                                                     | KAWASAKI KISEN KAISHA LTD COMMON STOCK                       | CUSIP: 648468007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2400 | NS      | $36677.22     | 0.03%             |  |  |  | No            |                  2 | On Loan: —       |
| Komatsu Ltd.                                                                   | KOMATSU LTD COMMON STOCK                                     | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1500 | NS      | $50781.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                             | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137244.25    | 0.12%             | 2028-06-01      | Fixed         | 8.50%                 | 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        |       792 | NS      | $57063.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc.                                                            | NEXTERA ENERGY INC PREFFERD STOCK                            | CUSIP: 65339F663<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3250 | NS      | $156617.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                           | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR        | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159786.56    | 0.14%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BOC Hong Kong (Holdings) Limited                                               | BOC HONG KONG HOLDINGS LTD COMMON STOCK                      | CUSIP: 653611905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     57032 | NS      | $258932.39    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Ns Solutions Corporation                                                       | NS SOLUTIONS CORP COMMON STOCK                               | CUSIP: 654468909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2300 | NS      | $54474.58     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company                                                  | NIPPON LIFE INSURANCE CO SUBORDINATED 144A 04/55 VAR         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    313000 | PA      | $333765.67    | 0.30%             | 2055-04-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                         | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46410.80     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                             | RAKUTEN GROUP INC SR UNSECURED 144A 02/27 11.25              | CUSIP: 75102WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $216249.01    | 0.19%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                             | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                | CUSIP: 75102WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    200000 | PA      | $205554.76    | 0.18%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fortune Star (BVI) Limited                                                     | FORTUNE STAR BVI LTD COMPANY GUAR REGS 01/27 5.05            | CUSIP: BN6409815<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $197406.24    | 0.18%             | 2027-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                                        | GSK PLC COMMON STOCK GBP.3125                                | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      6773 | NS      | $133835.05    | 0.12%             |  |  |  | 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        |      1999 | NS      | $112962.31    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS 12/99 VAR              | CUSIP: BP8082243<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $53000.00     | 0.05%             | 2028-03-10      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Indika Energy PT.TBK                                                           | INDIKA ENERGY TBK PT COMPANY GUAR REGS 05/29 8.75            | CUSIP: ZB6837841<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    250000 | PA      | $245993.68    | 0.22%             | 2029-05-07      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Manappuram Finance Limited                                                     | MANAPPURAM FINANCE LTD SR SECURED REGS 05/28 7.375           | CUSIP: ZB7473281<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $203790.06    | 0.18%             | 2028-05-12      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 07/30 8.45                     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR REGS 07/30 8.45   | CUSIP: ZJ9047458<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201087.85    | 0.18%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Wanda Properties Global Co. Limited                                            | WANDA PROPERTIES GLOBAL CO LTD COMPANY GUAR REGS 02/26 11    | CUSIP: ZM8806055<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $192000.00    | 0.17%             | 2026-02-13      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| RKPF Overseas 2019 (A) Limited                                                 | RKPF OVERSEAS 2019 A LTD COMPANY GUAR REGS 03/29 6           | CUSIP: ZO1504075<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    176595 | PA      | $32132.14     | 0.03%             | 2029-03-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I plc                                                     | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25        | CUSIP: ZO4153599<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    420000 | PA      | $471272.41    | 0.42%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Limited                                                   | AGILE GROUP HOLDINGS LTD SR SECURED REGS 10/25 6.05          | CUSIP: ZO8346009<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $20276.00     | 0.02%             | 2025-10-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    321000 | PA      | $330472.07    | 0.29%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $428364.33    | 0.38%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                               | BANK OF MONTREAL COMMON STOCK                                | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       470 | NS      | $56875.02     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                                                               | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                      | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $312792.30    | 0.28%             | 2084-05-26      | Variable      | 7.70%                 | 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        |      4167 | NS      | $260242.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of Nova Scotia                                                        | BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR               | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $413055.24    | 0.37%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                   | BARCLAYS PLC JR SUBORDINA 12/99 8                            | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    550000 | PA      | $578655.00    | 0.52%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto plc                                                                  | RIO TINTO PLC COMMON STOCK GBP.1                             | CUSIP: 071887004<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       474 | NS      | $29630.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| The Bell Telephone Company of Canada or Bell Canada                            | BELL TELEPHONE CO OF CANADA OR COMPANY GUAR 09/55 VAR        | CUSIP: 0778FPAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $255327.75    | 0.23%             | 2055-09-15      | Variable      | 6.88%                 | 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        |      1062 | NS      | $78205.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Brink's Company                                                            | BRINK'S CO/THE COMPANY GUAR 144A 06/29 6.5                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49362.86     | 0.04%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                                              | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 6.75    | CUSIP: 21220LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    213000 | PA      | $219922.50    | 0.20%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                 | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                   | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $86308.31     | 0.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                 | COREWEAVE INC COMPANY GUAR 144A 02/31 9                      | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $60389.78     | 0.05%             | 2031-02-01      | Fixed         | 9.00%                 | 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        |    106000 | PA      | $107371.23    | 0.10%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                                            | SABLE INTERNATIONAL FINANCE LT SR SECURED 144A 10/32 7.125   | CUSIP: 785712AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203350.60    | 0.18%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 06/27 8.625                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68825.63     | 0.06%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 11/29 10.75                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123743.00    | 0.11%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CEC Entertainment LLC                                                          | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199185.42    | 0.18%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                                 | CME GROUP INC COMMON STOCK USD.01                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1140 | NS      | $303821.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                         | CMS ENERGY CORP JR SUBORDINA 06/55 VAR                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    217000 | PA      | $221349.33    | 0.20%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                               | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275171.49    | 0.25%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                             | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625               | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    400000 | PA      | $322027.60    | 0.29%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CandW Senior Finance Limited                                                   | CandW SENIOR FINANCE LTD COMPANY GUAR 144A 01/33 9           | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    209000 | PA      | $219436.00    | 0.20%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 07/30 11.125                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    179000 | PA      | $175437.90    | 0.16%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                    | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11         | CUSIP: 79380MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42500 | PA      | $9668.75      | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                                    | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11         | CUSIP: 79380MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $33575.00     | 0.03%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                                       | EW SCRIPPS CO/THE SR SECURED 144A 08/30 9.875                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22560.91     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                         | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $81820.95     | 0.07%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                      | SEAGATE DATA STORAGE TECHNOLOG COMPANY GUAR 144A 12/32 9.625 | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    292800 | PA      | $332423.67    | 0.30%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                                         | SEALED AIR CORP COMPANY GUAR 144A 04/29 5                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50584.36     | 0.05%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                         | SEMPRA JR SUBORDINA 10/54 VAR                                | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172736.41    | 0.15%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                                       | SGUS LLC SR SECURED 144A 12/29 11                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54863 | PA      | $48223.67     | 0.04%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625                        | SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $130598.71    | 0.12%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                                      | SIMON PROPERTY GROUP INC REIT USD.0001                       | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2387 | NS      | $431235.42    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75                           | SIMPAR FINANCE S.A.R.L SR UNSECURED 144A 02/28 10.75         | CUSIP: 82883AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   1190000 | PA      | $172334.81    | 0.15%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/29 5.5              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    164000 | PA      | $163765.91    | 0.15%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                                      | SNAP INC COMPANY GUAR 144A 03/33 6.875                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    179000 | PA      | $180860.53    | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                                      | SOTHEBY'S SR SECURED 144A 10/27 7.375                        | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $217578.42    | 0.19%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 50.5 CALL                                  | ISHARES MSCI EMERGING MARKETS SEP25 50.5 CALL                | CUSIP: ADI2ZJ4F2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        15 | NC      | $-172.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT SEP25 5350 PUT                                  | EUREX EURO STOXX 50 WEEKLY OPT SEP25 5350 PUT                | CUSIP: ADI2ZJ6L7<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-1193.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 49.5 PUT                                   | ISHARES MSCI EMERGING MARKETS SEP25 49.5 PUT                 | CUSIP: ADI2ZJ7B8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        42 | NC      | $-777.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250829                                         | FTSE 100 INDEX EQUITYOPTION---20250829                       | CUSIP: AEII91190<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250905                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250905              | CUSIP: AEII93139<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       290 | NC      | $-1096.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250912                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250912              | CUSIP: AEII94228<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       296 | NC      | $-92.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250912                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250912              | CUSIP: AEII94236<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       285 | NC      | $-2213.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250912                                         | FTSE 100 INDEX EQUITYOPTION---20250912                       | CUSIP: AEII94244<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         3 | NC      | $-127.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250912                                         | FTSE 100 INDEX EQUITYOPTION---20250912                       | CUSIP: AEII94251<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $-257.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250919                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250919              | CUSIP: AEII95969<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       305 | NC      | $-524.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAKISTAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/27 6.875                   | PAKISTAN GOVERNMENT INTERNATIO SR UNSECURED REGS 12/27 6.875 | CUSIP: AQ2330779<br>LEI: N/A                  | Long             | DBT              | NUSS              | PK        |    200000 | PA      | $197402.09    | 0.18%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                    | OVERSEA-CHINESE BANKING CORP L COMMON STOCK                  | CUSIP: B0F9V2906<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |     16100 | NS      | $209935.46    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                                                | KUEHNE + NAGEL INTERNATIONAL A COMMON STOCK CHF1.0           | CUSIP: B142S6906<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       386 | NS      | $78691.38     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Corporation                                                              | ORION OYJ COMMON STOCK EUR.65                                | CUSIP: B17NY4905<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |       374 | NS      | $29877.46     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                     | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7            | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $206823.60    | 0.18%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                     | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5          | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    171000 | PA      | $175306.46    | 0.16%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Camposol S.A.                                                                  | CAMPOSOL SA COMPANY GUAR 144A 02/27 6                        | CUSIP: 134638AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    322000 | PA      | $316034.96    | 0.28%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                                             | CANADIAN IMPERIAL BANK OF COMM COMMON STOCK                  | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1589 | NS      | $122748.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                                               | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0                | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       207 | NS      | $49862.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                       | CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 7.05             | CUSIP: 15089QAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66543.81     | 0.06%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                        | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230593.88    | 0.21%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                      | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875       | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     49000 | PA      | $51138.21     | 0.05%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Chevron Corporation                                                            | CHEVRON CORP COMMON STOCK USD.75                             | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3037 | NS      | $487742.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress Public Limited Company                                                | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                   | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $35119.11     | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | 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        |     39000 | PA      | $40407.39     | 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        |      6209 | NS      | $428979.81    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                          | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/32 7               | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    196000 | PA      | $194852.81    | 0.17%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cloud Software Group Inc.                                                      | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    452000 | PA      | $471178.27    | 0.42%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                      | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    175000 | PA      | $187097.40    | 0.17%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                      | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67926.16     | 0.06%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                           | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75  | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72136.68     | 0.06%             | 2030-04-15      | Fixed         | 8.75%                 | 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        |    100000 | PA      | $102810.00    | 0.09%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                           | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75    | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $109938.77    | 0.10%             | 2032-04-15      | Fixed         | 6.75%                 | 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        |       738 | NS      | $50914.62     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                     | COGNIZANT TECHNOLOGY SOLUTIONS COMMON STOCK USD.01           | CUSIP: 192446102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2188 | NS      | $158083.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Company                                                      | COLGATE-PALMOLIVE CO COMMON STOCK USD1.0                     | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |      1574 | NS      | $132326.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Colombia Government International Bond                                         | COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 01/41 6.125      | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $261507.00    | 0.23%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                            | COMCAST CORP COMMON STOCK USD.01                             | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     12829 | NS      | $435801.13    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                          | COMERICA INC PREFERRED STOCK VAR                             | CUSIP: 200340701<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |     12775 | NS      | $323207.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Comision Federal de Electricidad                                               | COMISION FEDERAL DE ELECTRICID COMPANY GUAR 144A 02/31 3.348 | CUSIP: 200447AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    175000 | PA      | $156215.41    | 0.14%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Compania de Minas Buenaventura S.A.A.                                          | CIA DE MINAS BUENAVENTURA SAA COMPANY GUAR 144A 02/32 6.8    | CUSIP: 204448AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    200000 | PA      | $205820.00    | 0.18%             | 2032-02-04      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9                         | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     73000 | PA      | $76053.52     | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                 | CONOCOPHILLIPS COMMON STOCK USD.01                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       616 | NS      | $60965.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                 | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135513.68    | 0.12%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                                    | CONSTELLATION SOFTWARE INC/CAN COMMON STOCK                  | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        46 | NS      | $152412.45    | 0.14%             |  |  |  | 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      | $5.01         | 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      | $172.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    655116 | NS      | $6553189.79   | 5.84%             |  |  |  | No            |                  1 | On Loan: No      |
| GMR Hyderabad International Airport Limited                                    | GMR HYDERABAD INTERNATIONAL AI SR SECURED REGS 10/27 4.25    | CUSIP: AP5111855<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196815.50    | 0.18%             | 2027-10-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fastenal Company                                                               | FASTENAL CO COMMON STOCK USD.01                              | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6493 | NS      | $322442.38    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                            | FREDDIE MAC POOL FR 07/53 FIXED 5.5                          | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98043 | PA      | $99304.65     | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                                              | FREDDIE MAC POOL FR 09/53 FIXED 6                            | CUSIP: 3132E0EY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89159 | PA      | $92091.60     | 0.08%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78814 | PA      | $79817.24     | 0.07%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                                          | TOWNSQUARE MEDIA INC 2025 TERM LOAN                          | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    200738 | PA      | $178656.38    | 0.16%             | 2030-02-19      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| TransCanada Pipelines Limited                                                  | TRANSCANADA PIPELINES LTD JR SUBORDINA 06/65 VAR             | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $289079.78    | 0.26%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                                      | FRASERS CENTREPOINT TRUST REIT                               | CUSIP: B17NZ4904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     68800 | NS      | $124957.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| RTL Group SA                                                                   | RTL GROUP SA COMMON STOCK                                    | CUSIP: B1BK20909<br>LEI: 5493000C8J3C3SZYS040 | Long             | EC               | CORP              | LU        |      2376 | NS      | $97943.83     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                    | AKER BP ASA COMMON STOCK NOK1.0                              | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      3496 | NS      | $88441.66     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                                 | CAIXABANK SA COMMON STOCK EUR1.0                             | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     20360 | NS      | $203295.06    | 0.18%             |  |  |  | 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        |      1400 | NS      | $32566.59     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust and HKT Limited                                                      | HKT TRUST and HKT LTD STAPLED SECURITY HKD.0005              | CUSIP: B4TXDZ907<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |    140691 | NS      | $213414.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                              | TRINET GROUP INC SR UNSECURED 144A 08/31 7.125               | CUSIP: 896288AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $209015.08    | 0.19%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                        | TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN             | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    105263 | PA      | $107368.42    | 0.10%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri A.S.                                              | TURKCELL ILETISIM HIZMETLERI A SR UNSECURED 144A 01/32 7.65  | CUSIP: 900111AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | TR        |    250000 | PA      | $261519.44    | 0.23%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                                  | TWITTER INC 2025 FIXED TERM LOAN                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    658000 | PA      | $646366.56    | 0.58%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                                       | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    309000 | PA      | $319524.54    | 0.28%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                   | US BANCORP COMMON STOCK USD.01                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      6856 | NS      | $334778.48    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ESC CB144A UNIFIN FINA 01/29 9.875                                             | ESC CB144A UNIFIN FINA 01/29 9.875                           | CUSIP: 904ESCAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    475000 | PA      | $28975.00     | 0.03%             | 2029-01-28      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                      | UNION PACIFIC CORP COMMON STOCK USD2.5                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       232 | NS      | $51868.24     | 0.05%             |  |  |  | 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        |      4398 | NS      | $384561.12    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                             | UNITED STATES CELLULAR CORP PREFERRED STOCK 09/69 6.25       | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       225 | NS      | $4662.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corporation                                             | UNITED STATES CELLULAR CORP PREFERRED STOCK 06/70 5.5        | CUSIP: 911684884<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       693 | NS      | $12446.28     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                   | UNITED STATES TREASURY BILL 09/25 0.00000                    | CUSIP: 912797MH7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1999529.44   | 1.78%             | 2025-09-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                   | UNITED STATES TREASURY BILL 07/26 0.00000                    | CUSIP: 912797RF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1800000 | PA      | $1742288.33   | 1.55%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                | UNITEDHEALTH GROUP INC COMMON STOCK USD.01                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       250 | NS      | $77467.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5                      | UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    152000 | PA      | $159938.96    | 0.14%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                  | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    251000 | PA      | $258645.71    | 0.23%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                                  | VT TOPCO INC SR SECURED 144A 08/30 8.5                       | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $213428.80    | 0.19%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5     | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    311000 | PA      | $341127.50    | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/34 6.5     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     77000 | PA      | $80385.46     | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5             | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $302338.85    | 0.27%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7               | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $193723.85    | 0.17%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR           | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $767621.31    | 0.68%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                    | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     10272 | NS      | $454330.56    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris Inc.                                                                   | VIATRIS INC COMPANY GUAR 06/50 4                             | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $210828.23    | 0.19%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                           | VICI PROPERTIES INC REIT USD.01                              | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3430 | NS      | $115865.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                                      | VISA INC COMMON STOCK USD.0001                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       757 | NS      | $266297.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A VAR                            | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $326648.32    | 0.29%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 92840MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $294790.28    | 0.26%             | 2029-01-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                             | VOLVO AB COMMON STOCK SEK1.26                                | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      3268 | NS      | $100549.81    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                       | WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625            | CUSIP: 92943GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $87753.60     | 0.08%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                                   | WALMART INC COMMON STOCK USD.1                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2883 | NS      | $279593.34    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker and Dunlop Inc.                                                         | WALKER and DUNLOP INC COMPANY GUAR 144A 04/33 6.625          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $93636.90     | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc.                                                              | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                 | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $146005.93    | 0.13%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Genting Singapore Limited                                                      | GENTING SINGAPORE LTD COMMON STOCK                           | CUSIP: 933GHH903<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |    118900 | NS      | $66697.78     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                                            | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125  | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76324.20     | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                    | WAYFAIR LLC SR SECURED 144A 10/29 7.25                       | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $54040.34     | 0.05%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                    | WAYFAIR LLC SR SECURED 144A 09/30 7.75                       | CUSIP: 94419NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $237625.42    | 0.21%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO COMMON STOCK USD1.666                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      3465 | NS      | $284753.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO Distribution Inc                                                         | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375         | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $68456.26     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                          | WHIRLPOOL CORP SR UNSECURED 06/30 6.125                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195145.39    | 0.17%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whitecap Resources Inc.                                                        | WHITECAP RESOURCES INC COMMON STOCK                          | CUSIP: 96467A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4175 | NS      | $31433.72     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                                             | POSTE ITALIANE SPA COMMON STOCK EUR1.0                       | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      1425 | NS      | $33375.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brookfield Infrastructure Finance ULC                                          | BROOKFIELD INFRASTRUCTURE FINA COMPANY GUAR 03/55 VAR        | CUSIP: 11276BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    268000 | PA      | $272409.14    | 0.24%             | 2055-03-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Brother Industries Ltd.                                                        | BROTHER INDUSTRIES LTD COMMON STOCK                          | CUSIP: 114813108<br>LEI: 549300O5FACQ67KI6R92 | Long             | EC               | CORP              | JP        |      3595 | NS      | $60578.62     | 0.05%             |  |  |  | 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        |    158000 | PA      | $163742.98    | 0.15%             | 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        |     50000 | PA      | $51932.20     | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                      | BUILDERS FIRSTSOURCE INC SR UNSECURED 144A 05/35 6.75        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130356.68    | 0.12%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 09/29 6.375 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $521831.30    | 0.46%             | 2029-09-01      | Fixed         | 6.38%                 | 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      | $-13363.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                    | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $212617.74    | 0.19%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                   | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75      | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $232509.38    | 0.21%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                   | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25          | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    175000 | PA      | $194087.78    | 0.17%             | 2030-10-01      | Fixed         | 12.25%                | 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        |     99000 | PA      | $102106.89    | 0.09%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                  | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875  | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66083.64     | 0.06%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GTCR W Dutch Finance Sub B.V.                                                  | BOOST NEWCO BORROWER LLC/GTCR SR SECURED 144A 01/31 8.5      | CUSIP: 36268NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $145647.24    | 0.13%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $108124.85    | 0.10%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $78223.58     | 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        |      1122 | NS      | $55348.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $232821.37    | 0.21%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                            | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8          | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $40737.53     | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | 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        |      1688 | NS      | $235189.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125                   | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125 | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68574.30     | 0.06%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                                          | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $191168.00    | 0.17%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                  | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR           | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $263074.00    | 0.23%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                                           | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $138391.78    | 0.12%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                                    | GOEASY LTD SR UNSECURED 144A 10/30 7.375                     | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $226668.42    | 0.20%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                    | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $67483.96     | 0.06%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                    | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61080.21     | 0.05%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                                              | GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75     | CUSIP: 39807UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $178953.59    | 0.16%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25                     | HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25   | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $67271.80     | 0.06%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                              | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $350654.92    | 0.31%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| L'Oreal                                                                        | L'OREAL SA COMMON STOCK EUR.2                                | CUSIP: 405780909<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       117 | NS      | $54625.62     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                               | LVMH MOET HENNESSY LOUIS VUITT COMMON STOCK EUR.3            | CUSIP: 406141903<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       148 | NS      | $87384.16     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| The Southern Company                                                           | SOUTHERN CO/THE COMMON STOCK USD5.0                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       820 | NS      | $75686.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                           | SOUTHERN CO/THE PREFERRED STOCK 10/60 4.2                    | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      8900 | NS      | $161980.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Intesa Sanpaolo S.p.A                                                          | INTESA SANPAOLO SPA COMMON STOCK                             | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     22848 | NS      | $143840.71    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                   | CAPGEMINI SE COMMON STOCK EUR8.0                             | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       276 | NS      | $39255.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                             | HERC HOLDINGS INC SR UNSECURED 144A 06/30 7                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    129000 | PA      | $134255.18    | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                          | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 02/29 5.75   | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    138000 | PA      | $136215.98    | 0.12%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                            | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $239793.30    | 0.21%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                         | MCDONALD'S CORP COMMON STOCK USD.01                          | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       194 | NS      | $60826.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MONGOLIA GOVERNMENT INTERNATIO SR UNSECURED 144A 02/30 6.625                   | MONGOLIA GOVERNMENT INTERNATIO SR UNSECURED 144A 02/30 6.625 | CUSIP: 60937LAJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |    200000 | PA      | $200984.50    | 0.18%             | 2030-02-25      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The First International Bank of Israel Ltd.                                    | FIRST INTERNATIONAL BANK OF IS COMMON STOCK ILS.05           | CUSIP: 612381905<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      2400 | NS      | $170175.35    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                     | MITSUBISHI HC CAPITAL INC COMMON STOCK                       | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     28100 | NS      | $230510.73    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                                              | DISCO CORP COMMON STOCK                                      | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $54721.11     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                                    | TRANSMONTAIGNE PARTNERS LLC COMPANY GUAR 144A 06/30 8.5      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $76785.49     | 0.07%             | 2030-06-15      | 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        |     66000 | PA      | $69504.07     | 0.06%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125                    | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67655.02     | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    259000 | PA      | $264094.27    | 0.24%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                               | VEDANTA RESOURCES FINANCE II P COMPANY GUAR 144A 07/30 9.475 | CUSIP: 92243XAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197545.66    | 0.18%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: —       |
| The Williams Companies Inc.                                                    | WILLIAMS COS INC/THE COMMON STOCK USD1.0                     | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1027 | NS      | $59442.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                      | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25    | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $130022.13    | 0.12%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                      | WOODSIDE ENERGY GROUP LTD COMMON STOCK                       | CUSIP: 980228100<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      3447 | NS      | $59417.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| XP Inc.                                                                        | XP INC COMPANY GUAR 144A 07/29 6.75                          | CUSIP: 98379XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    161000 | PA      | $164629.75    | 0.15%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Xerox Corporation                                                              | XEROX HOLDINGS CORP 2023 TERM LOAN B                         | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |    134282 | PA      | $125083.83    | 0.11%             | 2029-11-19      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                     | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5              | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $71377.05     | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production B.V.                                                 | YINSON BORONIA PRODUCTION BV SR SECURED 144A 07/42 8.947     | CUSIP: 98584XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    161880 | PA      | $176596.86    | 0.16%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                                  | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875   | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    197000 | PA      | $199542.29    | 0.18%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                                  | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75    | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $170642.48    | 0.15%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                                 | ZEBRA TECHNOLOGIES CORP COMPANY GUAR 144A 06/32 6.5          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44155.93     | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Yancoal Australia Limited                                                      | YANCOAL AUSTRALIA LTD COMMON STOCK                           | CUSIP: ACI0231X3<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     27344 | NS      | $97197.27     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum Spa                                                           | BANCA MEDIOLANUM SPA COMMON STOCK                            | CUSIP: ACI0JRQR8<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      9524 | NS      | $192647.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS Group GmbH and Co. KGaA                                                    | DWS GROUP GMBH and CO KGAA COMMON STOCK                      | CUSIP: ACI11F2W6<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      1848 | NS      | $114771.56    | 0.10%             |  |  |  | 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        |        99 | NS      | $135957.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                        | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/25 3.125   | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    200000 | PA      | $17430.00     | 0.02%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Country Garden Holdings Company Limited                                        | COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 01/30 5.625   | CUSIP: ZP3166540<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |    350000 | PA      | $29575.00     | 0.03%             | 2030-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Medco Bell Pte Ltd                                                             | MEDCO BELL PTE LTD SR SECURED REGS 01/27 6.375               | CUSIP: ZP5617490<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200611.40    | 0.18%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HPCL-Mittal Energy Limited                                                     | HPCL-MITTAL ENERGY LTD SR UNSECURED REGS 10/26 5.45          | CUSIP: ZQ1477608<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199560.00    | 0.18%             | 2026-10-22      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Vanke Real Estate (Hong Kong) Company Limited                                  | VANKE REAL ESTATE HONG KONG CO SR UNSECURED REGS 11/29 3.5   | CUSIP: ZQ4362088<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $147882.93    | 0.13%             | 2029-11-12      | Fixed         | 3.50%                 | No            |                  2 | 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        |      1790 | NS      | $50066.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                                       | LAM RESEARCH CORP COMMON STOCK USD.001                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       664 | NS      | $66499.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                         | ASM INTERNATIONAL NV COMMON STOCK EUR.04                     | CUSIP: 516529906<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |        51 | NS      | $24488.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                         | ORANGE SA COMMON STOCK EUR4.0                                | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     14218 | NS      | $231741.63    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                                      | ENDESA SA COMMON STOCK EUR1.2                                | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      3671 | NS      | $111805.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                         | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875            | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    374000 | PA      | $377356.65    | 0.34%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                         | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                | CUSIP: 527298CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $245657.23    | 0.22%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                                        | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25              | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    385000 | PA      | $51012.50     | 0.05%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                            | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25               | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $170797.17    | 0.15%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                          | ELI LILLY and CO COMMON STOCK                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       393 | NS      | $287903.94    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corporation                                                   | LINCOLN NATIONAL CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    220000 | PA      | $238315.66    | 0.21%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                       | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7             | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67590.66     | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                               | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196798.58    | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | 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        |      2816 | NS      | $176238.79    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                                          | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25    | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    456104 | PA      | $386172.70    | 0.34%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                    | SWISSCOM AG COMMON STOCK CHF1.0                              | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       147 | NS      | $106277.33    | 0.09%             |  |  |  | No            |                  2 | 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        |     42000 | PA      | $44034.02     | 0.04%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $56444.62     | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24401.11     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375     | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $136561.87    | 0.12%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fortum Oyj                                                                     | FORTUM OYJ COMMON STOCK EUR3.4                               | CUSIP: 557955903<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      3711 | NS      | $64214.68     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| EBOS Group Limited                                                             | EBOS GROUP LTD COMMON STOCK                                  | CUSIP: 616003901<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      1495 | NS      | $28740.93     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                     | CANON INC COMMON STOCK                                       | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3695 | NS      | $108134.24    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY COMMON STOCK USD.01                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      3092 | NS      | $465284.16    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Pro Medicus Limited                                                            | PRO MEDICUS LTD COMMON STOCK                                 | CUSIP: 629278904<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |       213 | NS      | $41371.97     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                            | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                       | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5841 | NS      | $246681.10    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD PREFERRED STOCK 03/64 VAR                 | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     10646 | NS      | $269876.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                    | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501528.50    | 0.45%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                              | HSBC HOLDINGS PLC COMMON STOCK USD.5                         | CUSIP: 054052907<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EC               | CORP              | GB        |      4486 | NS      | $57426.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                           | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125            | CUSIP: 05464CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $65754.94     | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                           | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25             | CUSIP: 05464CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $66157.44     | 0.06%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                              | AXIS BANK LTD/GANDHINAGAR JR SUBORDINA 144A 12/99 VAR        | CUSIP: 05464XAA3<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $196836.92    | 0.18%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                    | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $371606.90    | 0.33%             | 2031-08-22      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                                            | BW REAL ESTATE INC 144A 12/99 VAR                            | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $304212.60    | 0.27%             | 2030-03-30      | Variable      | 9.50%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125                     | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125   | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99000 | PA      | $102746.46    | 0.09%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                             | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                    | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $217345.00    | 0.19%             | 2034-02-01      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                             | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                    | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $294693.50    | 0.26%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte S.A.                                                 | BANCO MERCANTIL DEL NORTE SA/G JR SUBORDINA 144A VAR         | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $302784.76    | 0.27%             | 2029-06-27      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP COMMON STOCK USD.01                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1204 | NS      | $61090.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP PREFERRED STOCK 7.25                    | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       100 | NS      | $124705.00    | 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        |      6493 | NS      | $306339.74    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc.                                                                  | BROADCOM INC COMMON STOCK                                    | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1291 | NS      | $383930.49    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Choice Properties Real Estate Investment Trust                                 | CHOICE PROPERTIES REAL ESTATE REIT                           | CUSIP: 17039A106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2981 | NS      | $31495.47     | 0.03%             |  |  |  | No            |                  1 | 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      | $1257.01      | 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      | $-1857.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL COMMON STOCK                            | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       927 | NS      | $52032.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR                  | CUSIP: 281020AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $360128.16    | 0.32%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Electronic Arts Inc.                                                           | ELECTRONIC ARTS INC COMMON STOCK USD.01                      | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       485 | NS      | $83395.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                           | EMERSON ELECTRIC CO COMMON STOCK USD.5                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       693 | NS      | $91476.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625                     | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625   | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $164324.16    | 0.15%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC COMMON STOCK                                    | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5166 | NS      | $249958.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 01/83 VAR                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $396029.89    | 0.35%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 01/84 VAR                          | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $30542.78     | 0.03%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    830000 | PA      | $851731.06    | 0.76%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                                     | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $277862.43    | 0.25%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Entergy Corporation                                                            | ENTERGY CORP COMMON STOCK USD.01                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       648 | NS      | $57082.32     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUSHI Finance Inc.                                                             | EUSHI FINANCE INC COMPANY GUAR 12/54 VAR                     | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    267000 | PA      | $278961.33    | 0.25%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                          | EXCELERATE ENERGY LP SR UNSECURED 144A 05/30 8               | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $179965.90    | 0.16%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                                  | FandG ANNUITIES and LIFE INC PREFERRED STOCK 01/65 7.3       | CUSIP: 30190A609<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10000 | NS      | $240700.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corporation                                                        | EXXON MOBIL CORP COMMON STOCK                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3629 | NS      | $414758.41    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                                | FMC CORP SUBORDINATED 11/55 VAR                              | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313435.50    | 0.28%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Farm Credit Bank of Texas                                                      | FARM CREDIT BANK OF TEXAS JR SUBORDINA 12/99 VAR             | CUSIP: 30767EAF6<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    216000 | PA      | $221359.61    | 0.20%             | 2173-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                             | FORD MOTOR CO COMMON STOCK USD.01                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     37386 | NS      | $440033.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                     | FRONERI LUX FINCO SARL SR SECURED 144A 08/32 6               | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    625000 | PA      | $628412.85    | 0.56%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                                             | GEO GROUP INC/THE COMPANY GUAR 04/31 10.25                   | CUSIP: 36162JAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    299000 | PA      | $329609.54    | 0.29%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                                           | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86                 | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $196887.50    | 0.18%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: —       |
| Gaming and Leisure Properties Inc.                                             | GAMING AND LEISURE PROPERTIES REIT                           | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      4980 | NS      | $239089.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                           | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/31 5.25      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51280.35     | 0.05%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                  | GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125        | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $120037.32    | 0.11%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                | GRAY MEDIA INC COMPANY GUAR 144A 10/30 4.75                  | CUSIP: 389375AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $21015.68     | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Medtronic Public Limited Company                                               | MEDTRONIC PLC COMMON STOCK USD.1                             | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2203 | NS      | $204460.43    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings Inc.                                                         | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68411.11     | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                 | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $113077.37    | 0.10%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7                            | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7          | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90241 | PA      | $88840.28     | 0.08%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75                         | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75       | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $133844.86    | 0.12%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Rede D'Or Finance                                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5           | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $190272.11    | 0.17%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                      | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR        | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152791.50    | 0.14%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625                    | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $179829.46    | 0.16%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RioCan Real Estate Investment Trust                                            | RIOCAN REAL ESTATE INVESTMENT REIT                           | CUSIP: 766910103<br>LEI: 549300S8HVUSEU3JBY60 | Long             | EC               | CORP              | CA        |      6602 | NS      | $88837.49     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc.                                                          | ROCKET COS INC SR UNSECURED 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    163000 | PA      | $167718.85    | 0.15%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                          | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $142168.33    | 0.13%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                     | ROGERS COMMUNICATIONS INC SUBORDINATED 04/55 VAR             | CUSIP: 775109DG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    425000 | PA      | $435956.50    | 0.39%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                           | ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR                  | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    352000 | PA      | $368030.78    | 0.33%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| SBL Holdings LLC                                                               | SBL HOLDINGS INC JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $285000.00    | 0.25%             | 2026-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                              | SandP GLOBAL INC COMMON STOCK USD1.0                         | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       385 | NS      | $211149.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Company                                                              | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194387.86    | 0.17%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                                | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR        | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    175000 | PA      | $182908.60    | 0.16%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144130.39    | 0.13%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                     | BLOCK INC SR UNSECURED 144A 08/33 6                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116011.53    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black and Decker Inc.                                                  | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR          | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140469.42    | 0.13%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Starbucks Corporation                                                          | STARBUCKS CORP COMMON STOCK USD.001                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |      1336 | NS      | $117821.84    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                      | STONEPEAK NILE PARENT LLC SR SECURED 144A 03/32 7.25         | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $112333.52    | 0.10%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                            | STRYKER CORP COMMON STOCK USD.1                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |       169 | NS      | $66148.29     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio City Company Limited                                                    | STUDIO CITY CO LTD SR SECURED 144A 02/27 7                   | CUSIP: 86400GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $201692.00    | 0.18%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Talen Energy Supply LLC                                                        | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625          | CUSIP: 87422VAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $237060.26    | 0.21%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                                             | TARGET CORP COMMON STOCK USD.0833                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       637 | NS      | $61139.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corporation                                                          | TC ENERGY CORP W/I COMMON STOCK                              | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       592 | NS      | $30829.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc.                                                | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625         | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     20125 | NS      | $422625.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                 | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                    | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2408 | NS      | $487571.84    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc.                                                           | TEXAS ROADHOUSE INC COMMON STOCK USD.001                     | CUSIP: 882681109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       312 | NS      | $53835.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corporation                                                    | THOMSON REUTERS CORP COMMON STOCK                            | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       158 | NS      | $28061.15     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                                      | TORONTO-DOMINION BANK/THE JR SUBORDINA 07/84 VAR             | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $225437.83    | 0.20%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250919                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250919              | CUSIP: AEII95977<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       292 | NC      | $-1448.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                 | SOFTBANK CORP COMMON STOCK                                   | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87879 | NS      | $135938.35    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                     | FDJ UNITED COMMON STOCK                                      | CUSIP: BG0SC1908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      2261 | NS      | $72776.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS 12/99 VAR              | CUSIP: BK0893614<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $63500.92     | 0.06%             | 2026-03-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                 | BAWAG GROUP AG COMMON STOCK                                  | CUSIP: BZ1GZ0908<br>LEI: N/A                  | Long             | EC               | CORP              | AT        |       424 | NS      | $54821.35     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                 | ING GROEP NV COMMON STOCK EUR.01                             | CUSIP: BZ5739900<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EC               | CORP              | NL        |      5877 | NS      | $140313.20    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                                             | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                | CUSIP: L9339LAK9<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |    257985 | PA      | $66108.53     | 0.06%             | 2028-05-03      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| CFAMC II Co. Ltd.                                                              | CFAMC II CO LTD COMPANY GUAR REGS 11/25 5                    | CUSIP: QJ7682553<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199868.00    | 0.18%             | 2025-11-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diamond II Limited                                                             | DIAMOND II LTD SR SECURED REGS 07/26 7.95                    | CUSIP: V28479AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $201609.64    | 0.18%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| San Miguel Global Power Holdings Corp.                                         | SAN MIGUEL GLOBAL POWER HOLDIN SR UNSECURED REGS 12/99 VAR   | CUSIP: YV4257775<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    200000 | PA      | $199927.81    | 0.18%             | 2029-06-12      | Variable      | 8.75%                 | 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        |    188000 | PA      | $194437.50    | 0.17%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375                    | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154535.25    | 0.14%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                    | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    276000 | PA      | $284246.05    | 0.25%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                           | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75            | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $96911.74     | 0.09%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375                         | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375       | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $71755.30     | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223848.68    | 0.20%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bank Mizrahi Tefahot Ltd.                                                      | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1                  | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |       862 | NS      | $56294.52     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                   | UNITED OVERSEAS BANK LTD COMMON STOCK                        | CUSIP: 691678007<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | EC               | CORP              | SG        |      7300 | NS      | $199922.59    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP PREFERRED STOCK 12/27 6                          | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      5700 | NS      | $228285.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332448.77    | 0.30%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                      | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $254234.05    | 0.23%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                        | PEBBLEBROOK HOTEL TRUST PREFERRED STOCK 6.375                | CUSIP: 70509V803<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     10275 | NS      | $206527.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                                   | PEMBINA PIPELINE CORP COMMON STOCK                           | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      1172 | NS      | $44265.22     | 0.04%             |  |  |  | No            |                  1 | 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        |    116000 | PA      | $118523.46    | 0.11%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $107502.89    | 0.10%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                               | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/34 6.75  | CUSIP: 70932MAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125852.93    | 0.11%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                                                    | NOVARTIS AG COMMON STOCK CHF.49                              | CUSIP: 710306903<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      1983 | NS      | $250992.40    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                               | ROCHE HOLDING AG COMMON STOCK                                | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       602 | NS      | $196299.06    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim Ltd                                                                     | HOLCIM AG COMMON STOCK CHF2.0                                | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1773 | NS      | $148610.42    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                    | EQUINOR ASA COMMON STOCK NOK2.5                              | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      9992 | NS      | $246590.88    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                                   | PEPSICO INC COMMON STOCK USD.017                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2589 | NS      | $384854.85    | 0.34%             |  |  |  | No            |                  1 | 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        |    114000 | PA      | $118196.34    | 0.11%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                        | ENI SPA COMMON STOCK                                         | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      7022 | NS      | $125528.39    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                                 | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75     | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    196000 | PA      | $208996.96    | 0.19%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                 | BLACKROCK INC COMMON STOCK USD.01                            | CUSIP: 09290D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       134 | NS      | $151036.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                | ASTRAZENECA PLC COMMON STOCK USD.25                          | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       547 | NS      | $87199.64     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                                         | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    325000 | PA      | $224726.58    | 0.20%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192215.37    | 0.17%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                         | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    203000 | PA      | $208830.57    | 0.19%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                                         | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625          | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    124000 | PA      | $131246.77    | 0.12%             | 2033-06-15      | Fixed         | 9.62%                 | 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        |     62000 | PA      | $62978.25     | 0.06%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $202882.82    | 0.18%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                                      | CUBESMART REIT USD.01                                        | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1362 | NS      | $55733.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                                   | CUMMINS INC COMMON STOCK USD2.5                              | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       679 | NS      | $270540.76    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A          | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245806 | PA      | $240948.36    | 0.21%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                                         | DAVE + BUSTERS INC 2024 TERM LOAN B                          | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    326000 | PA      | $314368.32    | 0.28%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                              | ASML HOLDING NV COMMON STOCK EUR.09                          | CUSIP: ACI02GTQ9<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       131 | NS      | $97279.62     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unifin Financiera S. A. B. de C. V.                                            | UNIFIN FINANCIERA SAB DE CV COMMON STOCK                     | CUSIP: ACI0CQ8G1<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |     64472 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| China SCE Group Holdings Limited                                               | CHINA SCE GROUP HOLDINGS LTD SR SECURED REGS 04/24 7.375     | CUSIP: ACI1B1J99<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $8950.00      | 0.01%             | 2024-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                                     | KWG GROUP HOLDINGS LTD SR SECURED REGS 01/24 6               | CUSIP: ACI287V60<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    237500 | PA      | $14843.75     | 0.01%             | 2024-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SandP 500 INDEX SEP25 6575 CALL                                                | SandP 500 INDEX SEP25 6575 CALL                              | CUSIP: ADI2T4N53<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2530.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 PRICE EUR SEP25 5475 PUT                                         | EURO STOXX 50 PRICE EUR SEP25 5475 PUT                       | CUSIP: ADI2XWV99<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-4832.86     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 PRICE EUR SEP25 5575 CALL                                        | EURO STOXX 50 PRICE EUR SEP25 5575 CALL                      | CUSIP: ADI2XWVB4<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-297.15      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX AUG25 6300 PUT                                                 | SandP 500 INDEX AUG25 6300 PUT                               | CUSIP: ADI2Z7M43<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX AUG25 6400 CALL                                                | SandP 500 INDEX AUG25 6400 CALL                              | CUSIP: ADI2Z9142<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-6355.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS AUG25 49 PUT                                     | ISHARES MSCI EMERGING MARKETS AUG25 49 PUT                   | CUSIP: ADI2Z9SY7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        33 | NC      | $-66.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS AUG25 48 PUT                                     | ISHARES MSCI EMERGING MARKETS AUG25 48 PUT                   | CUSIP: ADI2Z9SZ4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS AUG25 50 CALL                                    | ISHARES MSCI EMERGING MARKETS AUG25 50 CALL                  | CUSIP: ADI2Z9T42<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-258.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT SEP25 5450 CALL                                 | EUREX EURO STOXX 50 WEEKLY OPT SEP25 5450 CALL               | CUSIP: ADI2ZHD66<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-252.70      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX SEP25 6400 PUT                                                 | SandP 500 INDEX SEP25 6400 PUT                               | CUSIP: ADI2ZHT44<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-1640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX SEP25 6500 CALL                                                | SandP 500 INDEX SEP25 6500 CALL                              | CUSIP: ADI2ZJ7D4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2095.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX SEP25 6450 PUT                                                 | SandP 500 INDEX SEP25 6450 PUT                               | CUSIP: ADI2ZKB12<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-4740.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT SEP25 5550 CALL                                 | EUREX EURO STOXX 50 WEEKLY OPT SEP25 5550 CALL               | CUSIP: ADI2ZPK86<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         4 | NC      | $-182.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 51.5 CALL                                  | ISHARES MSCI EMERGING MARKETS SEP25 51.5 CALL                | CUSIP: ADI2ZQCY6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-66.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 50 PUT                                     | ISHARES MSCI EMERGING MARKETS SEP25 50 PUT                   | CUSIP: ADI2ZQD66<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        30 | NC      | $-1515.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 50.5 PUT                                   | ISHARES MSCI EMERGING MARKETS SEP25 50.5 PUT                 | CUSIP: ADI2ZQD74<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        12 | NC      | $-978.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT SEP25 5425 PUT                                  | EUREX EURO STOXX 50 WEEKLY OPT SEP25 5425 PUT                | CUSIP: ADI2ZQDM1<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-3307.89     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX SEP25 6560 CALL                                                | SandP 500 INDEX SEP25 6560 CALL                              | CUSIP: ADI2ZQDZ2<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-3400.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 52 CALL                                    | ISHARES MSCI EMERGING MARKETS SEP25 52 CALL                  | CUSIP: ADI2ZWQX0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        11 | NC      | $-77.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX SEP25 6470 PUT                                                 | SandP 500 INDEX SEP25 6470 PUT                               | CUSIP: ADI2ZWQY8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-6820.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS SEP25 50.5 PUT                                   | ISHARES MSCI EMERGING MARKETS SEP25 50.5 PUT                 | CUSIP: ADI2ZWQZ5<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        42 | NC      | $-3822.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX SEP25 9450 CALL                                                 | FTSE 100 INDEX SEP25 9450 CALL                               | CUSIP: ADI2ZX743<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-128.40      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX SEP25 9300 PUT                                                  | FTSE 100 INDEX SEP25 9300 PUT                                | CUSIP: ADI2ZX784<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-1777.35     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250829                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250829              | CUSIP: AEII91141<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       311 | NC      | $-2843.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250829                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250829              | CUSIP: AEII91158<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       301 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250829                                         | FTSE 100 INDEX EQUITYOPTION---20250829                       | CUSIP: AEII91208<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250905                                         | FTSE 100 INDEX EQUITYOPTION---20250905                       | CUSIP: AEII92693<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         2 | NC      | $-73.14       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20250905                                         | FTSE 100 INDEX EQUITYOPTION---20250905                       | CUSIP: AEII92701<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         5 | NC      | $-132.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250905                                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20250905              | CUSIP: AEII93121<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       301 | NC      | $-111.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FWD Group Holdings Limited                                                     | FWD GROUP HOLDINGS LTD SUBORDINATED REGS VAR                 | CUSIP: AN8403593<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $201200.00    | 0.18%             | 2025-12-15      | Variable      | 8.04%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corporation                                              | INVINCIBLE INVESTMENT CORP REIT                              | CUSIP: B00STP902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       312 | NS      | $141399.81    | 0.13%             |  |  |  | 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        |      1962 | NS      | $96144.52     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                   | UNILEVER PLC COMMON STOCK GBP.00031111                       | CUSIP: B10RZP905<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      4096 | NS      | $258396.34    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                    | CRESCENT ENERGY FINANCE LLC SR UNSECURED 144A 01/34 8.375    | CUSIP: 45344LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $320672.06    | 0.29%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| India Clean Energy Holdings                                                    | INDIA CLEAN ENERGY HOLDINGS SR SECURED 144A 04/27 4.5        | CUSIP: 45409MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    300000 | PA      | $291324.63    | 0.26%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                    | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2            | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       600 | NS      | $146094.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                                    | INTUIT INC COMMON STOCK USD.01                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       566 | NS      | $377522.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                    | INVERSION ESCROW ISSUER LLC SR SECURED 144A 08/32 6.75       | CUSIP: 46150DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198046.73    | 0.18%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                               | DEUTSCHE POST AG COMMON STOCK                                | CUSIP: 461785909<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      2041 | NS      | $93024.05     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                             | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $96120.21     | 0.09%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                         | OMV AG COMMON STOCK                                          | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      4502 | NS      | $247968.37    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| J and J Ventures Gaming LLC                                                    | J+J VENTURES GAMING LLC 2025 REPRICED TERM LOAN B            | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    299250 | PA      | $295042.55    | 0.26%             | 2030-04-26      | Floating      | 7.82%                 | 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        |       302 | NS      | $91028.84     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JSW Infrastructure Limited                                                     | JSW INFRASTRUCTURE LTD SR SECURED 144A 01/29 4.95            | CUSIP: 46654XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $200342.39    | 0.18%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Telenor ASA                                                                    | TELENOR ASA COMMON STOCK NOK6.0                              | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      9250 | NS      | $154322.57    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Inc.                                                                  | JELD-WEN INC COMPANY GUAR 144A 09/32 7                       | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    231000 | PA      | $199577.90    | 0.18%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Mastercard Incorporated                                                        | MASTERCARD INC COMMON STOCK USD.0001                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       129 | NS      | $76792.41     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Amynta Agency Borrower Inc.                                                    | AMYNTA AGENCY BORROWER INC 2025 TERM LOAN B                  | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199000 | PA      | $198876.62    | 0.18%             | 2031-12-29      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                   | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $190570.99    | 0.17%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                            | NOVELIS CORP COMPANY GUAR 144A 08/33 6.375                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    101000 | PA      | $102037.47    | 0.09%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                             | NVIDIA CORP COMMON STOCK USD.001                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9435 | NS      | $1643388.30   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp.                                                               | OGE ENERGY CORP COMMON STOCK USD.01                          | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |      1253 | NS      | $55958.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanica Lux                                                                   | OCEANICA LUX SR SECURED 144A 10/29 13                        | CUSIP: 67525AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $198256.23    | 0.18%             | 2029-10-02      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Sankyo Co. Ltd.                                                                | SANKYO CO LTD COMMON STOCK                                   | CUSIP: 677543001<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2996 | NS      | $60307.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bapco Energies B.S.C. Closed                                                   | BAPCO ENERGIES BSC CLOSED SR UNSECURED 144A 10/27 7.5        | CUSIP: 67778M2A7<br>LEI: N/A                  | Long             | DBT              | CORP              | BH        |    300000 | PA      | $309784.50    | 0.28%             | 2027-10-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Seino Holdings Co. Ltd.                                                        | SEINO HOLDINGS CO LTD COMMON STOCK                           | CUSIP: 679342006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      9886 | NS      | $154265.35    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                                      | SINO LAND CO LTD COMMON STOCK                                | CUSIP: 681042008<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     62161 | NS      | $74057.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                                             | OMNICOM GROUP INC COMMON STOCK USD.15                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       797 | NS      | $62429.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                                     | ONEOK INC COMMON STOCK USD.01                                | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4861 | NS      | $371283.18    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc.                                                          | ONEMAIN HOLDINGS INC COMMON STOCK USD.01                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |      4497 | NS      | $278184.42    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 03/32 6.75                 | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66542.26     | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    251000 | PA      | $254909.70    | 0.23%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                              | ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875              | CUSIP: 68278CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $60934.10     | 0.05%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                              | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    454000 | PA      | $471411.35    | 0.42%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                 | OPAL BIDCO SAS SR SECURED 144A 03/32 6.5                     | CUSIP: 68348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203512.80    | 0.18%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                          | OPEN TEXT CORP COMMON STOCK                                  | CUSIP: 683715106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1033 | NS      | $34163.81     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corporation                                                             | ORACLE CORP COMMON STOCK USD.01                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1913 | NS      | $432586.69    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corporation                                                           | SUMITOMO CORP COMMON STOCK                                   | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      6100 | NS      | $170832.90    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                                | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125   | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    200000 | PA      | $10000.00     | 0.01%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                         | TOKYO ELECTRON LTD COMMON STOCK                              | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       599 | NS      | $81575.47     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                                              | TOSOH CORP COMMON STOCK                                      | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10885 | NS      | $171595.67    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos del Peru SA - Petroperu S.A.                                         | PETROLEOS DEL PERU SA SR UNSECURED 144A 06/47 5.625          | CUSIP: 716564AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |    310000 | PA      | $210025.00    | 0.19%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5                       | PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $247405.05    | 0.22%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875                   | PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75228.45     | 0.07%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc.                                                                    | PFIZER INC COMMON STOCK USD.05                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     17870 | NS      | $442461.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Studio City Finance Limited                                                    | STUDIO CITY FINANCE LTD COMPANY GUAR REGS 01/28 6.5          | CUSIP: BK4197954<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199359.26    | 0.18%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Prosus N.V.                                                                    | PROSUS NV SR UNSECURED 144A 08/32 2.031                      | CUSIP: BK6874741<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    170000 | PA      | $178828.92    | 0.16%             | 2032-08-03      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Meituan                                                                        | MEITUAN SR UNSECURED REGS 10/25 2.125                        | CUSIP: BM0555425<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $199271.67    | 0.18%             | 2025-10-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Champion Path Holdings Limited                                                 | CHAMPION PATH HOLDINGS LTD COMPANY GUAR REGS 01/26 4.5       | CUSIP: BN5837628<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $198955.37    | 0.18%             | 2026-01-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Schroders plc                                                                  | SCHRODERS PLC COMMON STOCK GBP.2                             | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6302 | NS      | $32376.31     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Pte. Ltd.                                                                  | GLP PTE LTD SUBORDINATED REGS 12/99 VAR                      | CUSIP: BQ1893032<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    200000 | PA      | $127779.70    | 0.11%             | 2027-06-29      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| West China Cement Limited                                                      | WEST CHINA CEMENT LTD COMPANY GUAR REGS 07/26 4.95           | CUSIP: BQ3057743<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $193810.17    | 0.17%             | 2026-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                          | ALTICE FINANCING SA SR SECURED 144A 08/29 4.25               | CUSIP: BQ8377260<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $91610.53     | 0.08%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PT Bank Negara Indonesia (Persero) Tbk                                         | BANK NEGARA INDONESIA PERSERO JR SUBORDINA REGS 12/99 VAR    | CUSIP: BR4366042<br>LEI: 549300HZ8J3MLVXQ8F85 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $193543.89    | 0.17%             | 2027-03-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| JSW Steel Limited                                                              | JSW STEEL LTD SR UNSECURED REGS 04/27 3.95                   | CUSIP: BR4616925<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $195592.27    | 0.17%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                          | KONGSBERG GRUPPEN ASA COMMON STOCK NOK1.25                   | CUSIP: BSTRB8909<br>LEI: N/A                  | Long             | EC               | CORP              | NO        |       999 | NS      | $29836.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Limited                                                  | CK HUTCHISON HOLDINGS LTD COMMON STOCK HKD1.0                | CUSIP: BW9P81905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11008 | NS      | $72831.09     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                       | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55                | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     19514 | NS      | $251103.85    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                             | ABN AMRO BANK NV DUTCH CERT EUR1.0                           | CUSIP: BYQP13905<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      1375 | NS      | $39660.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                      | CK ASSET HOLDINGS LTD COMMON STOCK HKD1.0                    | CUSIP: BYZQ07905<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     17318 | NS      | $81940.09     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                         | AMUNDI SA COMMON STOCK EUR2.5                                | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       370 | NS      | $27350.31     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VAT Group AG                                                                   | VAT GROUP AG COMMON STOCK CHF.1                              | CUSIP: BYZWMR904<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       178 | NS      | $58211.77     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                      | GARDA WORLD SECURITY CORP 2025 TERM LOAN B                   | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    235626 | PA      | $235331.42    | 0.21%             | 2029-02-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Ltd.                                                             | FTAI AVIATION LTD PREFERRED STOCK VAR                        | CUSIP: EP0602243<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6725 | NS      | $169806.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture Public Limited Company                                               | ACCENTURE PLC COMMON STOCK USD.0000225                       | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1103 | NS      | $286746.91    | 0.26%             |  |  |  | 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        |       328 | NS      | $114517.92    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group plc                                                      | JANUS HENDERSON GROUP PLC COMMON STOCK USD1.5                | CUSIP: G4474Y214<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      1355 | NS      | $60053.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                                    | GARMIN LTD COMMON STOCK CHF.1                                | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1640 | NS      | $396584.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Inc.                                                                 | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    113000 | PA      | $117786.68    | 0.10%             | 2031-12-01      | Fixed         | 7.12%                 | 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        |    171000 | PA      | $176516.75    | 0.16%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

**Name of Applicant:** John Hancock Funds II

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer