# EDGAR Filing Document

**Accession Number:** 0001331971
**File Stem:** 0001193125-26-184489
**Filing Date:** 2026-4
**Character Count:** 319560
**Document Hash:** 977231ec7790900a12a4244a1f8cb8ea
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184489.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184489

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260831

**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:** 26903861

**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:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $115248403.80

**Total Liabilities:** $418322.75

**Net Assets:** $114830081.05

**Delayed Delivery Securities:** $62220.00

**Cash Not Reported:** $515760.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -43.411081000000 | **1-Year:** -804.283765000000 | **5-Year:** -1730.701953000000 | **10-Year:** -1638.484665000000 | **30-Year:** -511.477977000000

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

- **3-Month:** -234.334083000000 | **1-Year:** -4592.351027000000 | **5-Year:** -10490.604759000000 | **10-Year:** -2987.141241000000 | **30-Year:** -590.866270000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000140586 | 1.05%                | 2.12%                | 1.21%                |
| Class ID C000140587 | 0.99%                | 2.06%                | 1.16%                |
| Class ID C000140588 | 1.07%                | 2.14%                | 1.23%                |
| Class ID C000140589 | 1.08%                | 2.14%                | 1.24%                |
| Class ID C000219602 | 1.01%                | 2.11%                | 1.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $392348.30               | $140775.60                                 |
| Month 2  | $41835.92                | $1827621.70                                |
| Month 3  | $514625.17               | $355182.93                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The AES Corporation                                            | AES CORP/THE JR SUBORDINA 01/55 VAR                            | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497545.79    | 0.43%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| 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      | $65263.08     | 0.06%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| AMN Healthcare Inc.                                            | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                   | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $158099.55    | 0.14%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                            | AMN HEALTHCARE INC COMPANY GUAR 144A 01/31 6.5                 | CUSIP: 00175PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $87354.44     | 0.08%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                             | APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $108107.98    | 0.09%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                            | ABBOTT LABORATORIES COMMON STOCK                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2793 | NS      | $324965.55    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Healthcare Company Inc.                                 | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200275.51    | 0.17%             | 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      | $241184.47    | 0.21%             | 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        |     70000 | PA      | $69839.25     | 0.06%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | 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        |    119000 | PA      | $120085.28    | 0.10%             | 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        |     24000 | PA      | $23909.65     | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | 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      | $124648.92    | 0.11%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Albertsons Companies Inc.                                      | ALBERTSONS COS INC COMPANY GUAR 144A 03/32 5.625               | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    196000 | PA      | $196771.57    | 0.17%             | 2032-03-31      | Fixed         | 5.62%                 | 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      | $309818.10    | 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        |      1199 | NS      | $59746.17     | 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      | $124301.00    | 0.11%             |  |  |  | No            |                  1 | 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      | $336057.79    | 0.29%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                               | BANK OF MONTREAL COMMON STOCK                                  | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | CA        |       489 | NS      | $70375.42     | 0.06%             |  |  |  | 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      | $317769.00    | 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        |      3588 | NS      | $272194.01    | 0.24%             |  |  |  | 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      | $412237.41    | 0.36%             | 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      | $586468.44    | 0.51%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/28 5                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $12180.00     | 0.01%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     36000 | PA      | $28440.00     | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/31 5.25             | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     38000 | PA      | $24795.00     | 0.02%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc.                                   | BAUSCH HEALTH COS INC SECURED 144A 10/30 14                    | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $12060.13     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | 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        |       473 | NS      | $46859.98     | 0.04%             |  |  |  | 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      | $261017.00    | 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        |      1058 | NS      | $65564.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Wimpey plc                                              | TAYLOR WIMPEY PLC COMMON STOCK GBP.01                          | CUSIP: 087823001<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |    111963 | NS      | $169955.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125            | BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $63454.01     | 0.06%             | 2031-02-15      | Fixed         | 6.12%                 | 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      | $208922.87    | 0.18%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                    | VERIZON COMMUNICATIONS INC COMMON STOCK USD.1                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     10611 | NS      | $532035.54    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Vermilion Energy Inc.                                          | VERMILION ENERGY INC SR UNSECURED 144A 02/33 7.25              | CUSIP: 923725AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19562.03     | 0.02%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                       | VERSANT MEDIA GROUP INC COMMON STOCK USD.01                    | CUSIP: 925283103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       521 | NS      | $17359.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc.                                       | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25             | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $29678.14     | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Trinseo Holding S.a r.l.                                       | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                  | CUSIP: L9339LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    256641 | PA      | $46998.64     | 0.04%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Li and Fung Limited                                            | LI and FUNG LTD SUBORDINATED REGS 12/99 5.25                   | CUSIP: QZ9975546<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $124377.38    | 0.11%             | 2026-05-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects (Mauritius) Ltd                          | GREENKO WIND PROJECTS MAURITIU COMPANY GUAR REGS 09/28 7.25    | CUSIP: YQ4738817<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $204058.65    | 0.18%             | 2028-09-27      | Fixed         | 7.25%                 | 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      | $207832.90    | 0.18%             | 2029-06-12      | Variable      | 8.75%                 | 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      | $248905.55    | 0.22%             | 2029-05-07      | Fixed         | 8.75%                 | 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      | $199854.92    | 0.17%             | 2027-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                       | CELANESE US HOLDINGS LLC COMPANY GUAR 02/34 7.375              | CUSIP: 15089QBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49311.12     | 0.04%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc.                                       | CHAMPIONS FINANCING INC SR SECURED 144A 02/29 8.75             | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18013.60     | 0.02%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                           | CHEMOURS CO/THE COMPANY GUAR 144A 11/28 5.75                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32186.05     | 0.03%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                           | CHEMOURS CO/THE COMPANY GUAR 144A 01/33 8                      | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16272.74     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Chevron Corporation                                            | CHEVRON CORP COMMON STOCK USD.75                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2679 | NS      | $500330.04    | 0.44%             |  |  |  | No            |                  1 | 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      | $65534.68     | 0.06%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                  | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 01/34 5.75     | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61803.80     | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | 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      | $199062.70    | 0.17%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                      | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    269000 | PA      | $263418.01    | 0.23%             | 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      | $175146.62    | 0.15%             | 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      | $63234.35     | 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      | $69691.44     | 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      | $101533.00    | 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      | $107807.91    | 0.09%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                        | COBRA ACQUISITIONCO LLC COMPANY GUAR 144A 11/29 6.375          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $10380.80     | 0.01%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                        | COBRA ACQUISITIONCO LLC SR UNSECURED 144A 11/29 12.25          | CUSIP: 19106CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7070.00      | 0.01%             | 2029-11-01      | Fixed         | 12.25%                | 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        |       773 | NS      | $63045.88     | 0.05%             |  |  |  | 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        |    100000 | PA      | $88785.00     | 0.08%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Columbus McKinnon Corporation                                  | COLUMBUS MCKINNON CORP/NY SR SECURED 144A 02/33 7.125          | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50374.94     | 0.04%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Comfort Systems USA Inc.                                       | COMFORT SYSTEMS USA INC COMMON STOCK USD.01                    | CUSIP: 199908104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        67 | NS      | $95767.79     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                            | COMCAST CORP COMMON STOCK USD.01                               | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     15203 | NS      | $470684.88    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                                      | COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37750.55     | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | 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      | $77465.63     | 0.07%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                         | CONNECT HOLDING II LLC SR SECURED 144A 04/31 10.5              | CUSIP: 20753PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $29978.15     | 0.03%             | 2031-04-03      | Fixed         | 10.50%                | 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      | $94575.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A                                          | INTESA SANPAOLO SPA COMMON STOCK                               | CUSIP: 407683002<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EC               | CORP              | IT        |     22779 | NS      | $156299.22    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                   | CAPGEMINI SE COMMON STOCK EUR8.0                               | CUSIP: 416343002<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       275 | NS      | $34753.63     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                             | HERC HOLDINGS INC COMPANY GUAR 144A 06/30 7                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135181.30    | 0.12%             | 2030-06-15      | Fixed         | 7.00%                 | 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      | $469074.60    | 0.41%             | 2055-09-15      | Variable      | 7.00%                 | 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      | $194565.47    | 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      | $102099.28    | 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        |      6560 | NS      | $1162366.40   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanica Lux Sarl                                              | OCEANICA LUX SR SECURED 144A 10/29 13                          | CUSIP: 67525AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209773.60    | 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        |      4200 | NS      | $59207.54     | 0.05%             |  |  |  | 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      | $101323.13    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc.                                             | OMNICOM GROUP INC COMMON STOCK USD.15                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      2427 | NS      | $206998.83    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc.                                                     | ONEOK INC COMMON STOCK USD.01                                  | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |      4581 | NS      | $379169.37    | 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        |       769 | NS      | $42310.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625           | CUSIP: 81761LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $45230.37     | 0.04%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST COMPANY GUAR 06/29 8.375              | CUSIP: 81761LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $30436.34     | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST COMPANY GUAR 06/32 8.875              | CUSIP: 81761LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21078.71     | 0.02%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000         | CUSIP: 81761LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22802.07     | 0.02%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                         | SHUTTERFLY FINANCE LLC SECURED 144A 10/27 8.5                  | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22448.16     | 0.02%             | 2027-10-01      | Fixed         | 8.50%                 | 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      | $131299.95    | 0.11%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc.                                      | SIMON PROPERTY GROUP LP REIT USD.0001                          | CUSIP: 828806109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2340 | NS      | $477009.00    | 0.42%             |  |  |  | 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      | $186067.41    | 0.16%             | 2028-02-12      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc.                                 | SINCLAIR TELEVISION GROUP INC COMPANY GUAR 144A 03/30 5.5      | CUSIP: 829259AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $15082.40     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Sinclair Television Group Inc.                                 | SINCLAIR TELEVISION GROUP INC SECURED 144A 02/33 9.75          | CUSIP: 829259BG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $16631.25     | 0.01%             | 2033-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP/C COMPANY GUAR 144A 01/32 8.625   | SIX FLAGS ENTERTAINMENT CORP/C COMPANY GUAR 144A 01/32 8.625   | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36449.77     | 0.03%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SmartCentres Real Estate Investment Trust                      | SMARTCENTRES REAL ESTATE INVES REIT                            | CUSIP: 83179X108<br>LEI: 549300HKEP2IYWZ14H97 | Long             | EC               | CORP              | CA        |      3207 | NS      | $65289.69     | 0.06%             |  |  |  | No            |                  1 | 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      | $178287.51    | 0.16%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                               | SOLSTICE ADVANCED MATERIALS IN SR UNSECURED 144A 09/33 5.625   | CUSIP: 83443QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $75811.58     | 0.07%             | 2033-09-30      | Fixed         | 5.62%                 | 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      | $218659.32    | 0.19%             | 2027-10-15      | Fixed         | 7.38%                 | 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      | $185751.65    | 0.16%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                           | SOUTHERN CO/THE COMMON STOCK USD5.0                            | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       816 | NS      | $79462.08     | 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      | $163226.00    | 0.14%             |  |  |  | No            |                  1 | 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      | $142848.65    | 0.12%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT MAR26 6000 PUT                  | EUREX EURO STOXX 50 WEEKLY OPT MAR26 6000 PUT                  | CUSIP: ADI38H8N3<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-583.12      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT MAR26 6225 CALL                 | EUREX EURO STOXX 50 WEEKLY OPT MAR26 6225 CALL                 | CUSIP: ADI38H8S2<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-492.73      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAR26 60 PUT                     | ISHARES MSCI EMERGING MARKETS MAR26 60 PUT                     | CUSIP: ADI38HCM0<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        36 | NC      | $-594.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAR26 6800 PUT                                 | SandP 500 INDEX MAR26 6800 PUT                                 | CUSIP: ADI38KGS6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-6320.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT MAR26 6200 CALL                 | EUREX EURO STOXX 50 WEEKLY OPT MAR26 6200 CALL                 | CUSIP: ADI38LTM3<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-1549.08     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAR26 7060 CALL                                | SandP 500 INDEX MAR26 7060 CALL                                | CUSIP: ADI38LTZ4<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-1620.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAR26 60.5 PUT                   | ISHARES MSCI EMERGING MARKETS MAR26 60.5 PUT                   | CUSIP: ADI38LV73<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        36 | NC      | $-1728.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAR26 64 CALL                    | ISHARES MSCI EMERGING MARKETS MAR26 64 CALL                    | CUSIP: ADI38LV99<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         7 | NC      | $-378.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EURO STOXX 50 WEEKLY OPT MAR26 5950 PUT                  | EUREX EURO STOXX 50 WEEKLY OPT MAR26 5950 PUT                  | CUSIP: ADI38LVJ7<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-942.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAR26 7120 CALL                                | SandP 500 INDEX MAR26 7120 CALL                                | CUSIP: ADI38MCC1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-1640.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAR26 6875 PUT                                 | SandP 500 INDEX MAR26 6875 PUT                                 | CUSIP: ADI38MLS6<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         2 | NC      | $-20600.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EURO STOXX 50 PRICE EUR MAR26 6100 PUT                         | EURO STOXX 50 PRICE EUR MAR26 6100 PUT                         | CUSIP: ADI38NHQ3<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-2635.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAR26 65.5 CALL                  | ISHARES MSCI EMERGING MARKETS MAR26 65.5 CALL                  | CUSIP: ADI38PB19<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        12 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX MAR26 10675 PUT                                 | FTSE 100 INDEX MAR26 10675 PUT                                 | CUSIP: ADI38PC75<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-852.39      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX MAR26 10975 CALL                                | FTSE 100 INDEX MAR26 10975 CALL                                | CUSIP: ADI38PCD2<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-990.52      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAR26 62 PUT                     | ISHARES MSCI EMERGING MARKETS MAR26 62 PUT                     | CUSIP: ADI38PCF7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        36 | NC      | $-4140.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20260227                         | FTSE 100 INDEX EQUITYOPTION---20260227                         | CUSIP: AEIJ29446<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-485.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20260227                         | FTSE 100 INDEX EQUITYOPTION---20260227                         | CUSIP: AEIJ29461<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFAMC II Co. Ltd.                                              | CFAMC II CO LTD COMPANY GUAR REGS 11/26 4.875                  | CUSIP: AL2762667<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $201045.79    | 0.18%             | 2026-11-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Johnson and Johnson                                            | JOHNSON and JOHNSON COMMON STOCK USD1.0                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      1974 | NS      | $490400.82    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Jones Deslauriers Insurance Management Inc.                    | JONES DESLAURIERS INSURANCE MA SR UNSECURED 144A 10/33 6.875   | CUSIP: 48020RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11018.28     | 0.01%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                | KLA CORP COMMON STOCK USD.001                                  | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |        65 | NS      | $99095.75     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR and Co. Inc.                                               | KKR and CO INC PREFERRED STOCK 03/28 6.25                      | CUSIP: 48251W500<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7000 | NS      | $277830.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corporation                                    | KAISER ALUMINUM CORP SR UNSECURED 144A 03/34 5.875             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $98080.39     | 0.09%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                          | SCHNEIDER ELECTRIC SE COMMON STOCK EUR4.0                      | CUSIP: 483410007<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       382 | NS      | $124841.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                         | SAP SE COMMON STOCK                                            | CUSIP: 484628904<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       648 | NS      | $130178.20    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                    | SWEDBANK AB COMMON STOCK                                       | CUSIP: 484652904<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      2793 | NS      | $107287.70    | 0.09%             |  |  |  | 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      | $239782.11    | 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      | $81870.72     | 0.07%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                    | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/30 6.25              | CUSIP: 49726JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    239000 | PA      | $248154.63    | 0.22%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                        | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 10/33 6.5            | CUSIP: 50012LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $89716.23     | 0.08%             | 2033-10-01      | Fixed         | 6.50%                 | 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        |     80000 | PA      | $67704.75     | 0.06%             | 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      | $182888.50    | 0.16%             | 2030-06-01      | Fixed         | 10.00%                | 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        |      2700 | NS      | $66447.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corporation                                       | LAM RESEARCH CORP COMMON STOCK USD.001                         | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       928 | NS      | $217049.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange                                                         | ORANGE SA COMMON STOCK EUR4.0                                  | CUSIP: 517617908<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     11196 | NS      | $241190.35    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa SA                                                      | ENDESA SA COMMON STOCK EUR1.2                                  | CUSIP: 527178909<br>LEI: 549300LHK07F2CHV4X31 | Long             | EC               | CORP              | ES        |      1352 | NS      | $55156.46     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                         | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/29 3.75             | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18538.80     | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOLD GBP/BOUGHT USD                                            | SOLD GBP/BOUGHT USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $-2949.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT GBP/SOLD USD                                            | BOUGHT GBP/SOLD USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | GB        |         1 | NC      | $254.28       | 0.00%             |  |  |  | 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      | $220400.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Exxon Mobil Corporation                                        | EXXON MOBIL CORP COMMON STOCK                                  | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      3082 | NS      | $470005.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                | FMC CORP SR UNSECURED 10/29 3.45                               | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26485.10     | 0.02%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                | FMC CORP SR UNSECURED 05/33 5.65                               | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     21000 | PA      | $18432.30     | 0.02%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| 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      | $224028.11    | 0.20%             | 2174-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fastenal Company                                               | FASTENAL CO COMMON STOCK USD.01                                | CUSIP: 311900104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7761 | NS      | $357316.44    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Purchaser Inc.                                          | FIESTA PURCHASER INC SR UNSECURED 144A 09/32 9.625             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14233.62     | 0.01%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                            | FIFTH THIRD BANCORP PREFERRED STOCK VAR                        | CUSIP: 316773837<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     12775 | NS      | $328956.25    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Flash Compute LLC                                              | FLASH COMPUTE LLC SR SECURED 144A 12/30 7.25                   | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $52204.56     | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | 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        |    127000 | PA      | $126331.80    | 0.11%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                             | FORD MOTOR CO COMMON STOCK USD.01                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |     33498 | NS      | $471986.82    | 0.41%             |  |  |  | No            |                  1 | 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      | $190326.33    | 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      | $99742.50     | 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      | $64067.76     | 0.06%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                  | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 6.875    | CUSIP: 35641AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24112.43     | 0.02%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | 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        |    360000 | PA      | $362000.88    | 0.32%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FXI Holdings Inc.                                              | FXI HOLDINGS INC SR SECURED 144A 11/30 11                      | CUSIP: 36120RAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5553.90      | 0.00%             | 2030-11-15      | Fixed         | 11.00%                | 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      | $321044.15    | 0.28%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Gaming and Leisure Properties Inc.                             | GAMING AND LEISURE PROPERTIES REIT                             | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               | CORP              | US        |      7522 | NS      | $367901.02    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Garda World Security Corporation                               | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    104000 | PA      | $106302.25    | 0.09%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                               | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $76814.70     | 0.07%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gee Automotive Holdings L.L.C.                                 | GEE AUTOMOTIVE HOLDINGS LLC COMPANY GUAR 144A 03/31 7.25       | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25411.36     | 0.02%             | 2031-03-01      | Fixed         | 7.25%                 | 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      | $195035.92    | 0.17%             | 2030-10-01      | Fixed         | 7.38%                 | 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      | $54819.90     | 0.05%             |  |  |  | No            |                  2 | 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      | $160996.33    | 0.14%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                           | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 08/32 6.75       | CUSIP: 46150DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $196882.05    | 0.17%             | 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        |      2035 | NS      | $119831.23    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc.                                   | ION PLATFORM FINANCE US INC SR SECURED 144A 09/32 7.875        | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $49712.77     | 0.04%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Keyera Corp.                                                   | KEYERA CORP COMMON STOCK                                       | CUSIP: 493271100<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1085 | NS      | $41409.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc.                                             | KINDER MORGAN INC COMMON STOCK USD.01                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      8164 | NS      | $271616.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                         | MERCEDES-BENZ GROUP AG COMMON STOCK                            | CUSIP: 552902900<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |      2807 | NS      | $194212.45    | 0.17%             |  |  |  | No            |                  2 | 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      | $65504.60     | 0.06%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corporation                                    | PARKER-HANNIFIN CORP COMMON STOCK USD.5                        | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |        53 | NS      | $53486.54     | 0.05%             |  |  |  | No            |                  1 | 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      | $207144.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                   | PEMBINA PIPELINE CORP COMMON STOCK                             | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |      2340 | NS      | $102843.00    | 0.09%             |  |  |  | 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        |     80000 | PA      | $80088.64     | 0.07%             | 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      | $105600.71    | 0.09%             | 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      | $123582.39    | 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        |      1610 | NS      | $270708.20    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                               | ROCHE HOLDING AG COMMON STOCK                                  | CUSIP: 711038901<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |       516 | NS      | $245565.12    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                      | HOLCIM AG COMMON STOCK CHF2.0                                  | CUSIP: 711075903<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      1216 | NS      | $111788.37    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                    | EQUINOR ASA COMMON STOCK NOK2.5                                | CUSIP: 713360907<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | EC               | CORP              | NO        |      6688 | NS      | $200400.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo Inc.                                                   | PEPSICO INC COMMON STOCK USD.017                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      2176 | NS      | $369354.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Inc.                                    | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 03/34 5.625       | CUSIP: 71376LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $39130.48     | 0.03%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7       | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $119648.36    | 0.10%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                              | PERRIGO FINANCE UNLIMITED CO COMPANY GUAR 06/30 5.15           | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     25000 | PA      | $24190.78     | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                              | PERRIGO FINANCE UNLIMITED CO COMPANY GUAR 09/32 6.125          | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     24000 | PA      | $23483.42     | 0.02%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | 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      | $68880.00     | 0.06%             | 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      | $77760.66     | 0.07%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                   | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                      | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $50728.06     | 0.04%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                         | MCDONALD'S CORP COMMON STOCK USD.01                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       284 | NS      | $96861.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic Public Limited Company                               | MEDTRONIC PLC COMMON STOCK USD.1                               | CUSIP: 585055106<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |      2194 | NS      | $214266.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                 | MORGAN STANLEY COMMON STOCK USD.01                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2643 | NS      | $440085.93    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                     | MITSUBISHI HC CAPITAL INC COMMON STOCK                         | CUSIP: 626897003<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16100 | NS      | $156037.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Disco Corporation                                              | DISCO CORP COMMON STOCK                                        | CUSIP: 627094006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       100 | NS      | $48080.54     | 0.04%             |  |  |  | No            |                  2 | 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      | $204237.25    | 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        |    177451 | PA      | $185071.59    | 0.16%             | 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      | $14717.45     | 0.01%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC / NGL SR SECURED 144A 02/32 8.375     | NGL ENERGY OPERATING LLC / NGL SR SECURED 144A 02/32 8.375     | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57689.61     | 0.05%             | 2032-02-15      | Fixed         | 8.38%                 | 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      | $297247.32    | 0.26%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                | NRG ENERGY INC SR UNSECURED 144A 01/34 5.75                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253426.50    | 0.22%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                         | NABORS INDUSTRIES INC COMPANY GUAR 144A 11/32 7.625            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20603.70     | 0.02%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc.                                  | NATIONAL MENTOR HOLDINGS INC SR SECURED 144A 12/30 10.5        | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52804.59     | 0.05%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                          | NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29                | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $66129.36     | 0.06%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                          | NEPTUNE BIDCO US INC SR SECURED 144A 05/31 10.375              | CUSIP: 640695AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $147358.38    | 0.13%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                          | NEPTUNE BIDCO US INC SR SECURED 144A 02/33 9.5                 | CUSIP: 640695AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $33278.89     | 0.03%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd.                                                   | HITACHI LTD COMMON STOCK                                       | CUSIP: 642910004<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |      2800 | NS      | $91664.39     | 0.08%             |  |  |  | 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      | $204257.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                             | ITOCHU CORP COMMON STOCK                                       | CUSIP: 646780007<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     11300 | NS      | $163610.72    | 0.14%             |  |  |  | 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        |      1600 | NS      | $131904.43    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank S.A.                                                 | CAIXABANK SA COMMON STOCK EUR1.0                               | CUSIP: B283W9907<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | EC               | CORP              | ES        |     10473 | NS      | $129082.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                         | QNITY ELECTRONICS INC COMPANY GUAR 144A 08/33 6.25             | CUSIP: 74743LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    138000 | PA      | $143285.34    | 0.12%             | 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        |      1504 | NS      | $214109.44    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc.                                            | CARETRUST REIT INC REIT USD.01                                 | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |      1685 | NS      | $68444.70     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                           | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54774.95     | 0.05%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                               | CARPENTER TECHNOLOGY CORP COMMON STOCK USD5.0                  | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |       206 | NS      | $82002.42     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JH COLLATERAL                                                  | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    722018 | NS      | $7222347.31   | 6.29%             |  |  |  | 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      | $226783.01    | 0.20%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                            | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                    | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $13469.57     | 0.01%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                             | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75                | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $173239.46    | 0.15%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75    | CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $50863.23     | 0.04%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                             | CLEAN HARBORS INC COMPANY GUAR 144A 10/33 5.75                 | CUSIP: 184496AR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64489.07     | 0.06%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                            | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $31246.02     | 0.03%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                            | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 06/29 7.5     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $32227.84     | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | 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      | $271395.25    | 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        |       444 | NS      | $58097.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corporation                                           | ECHOSTAR CORP SR SECURED 11/29 10.75                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    134000 | PA      | $146320.50    | 0.13%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Edison International                                           | EDISON INTERNATIONAL COMMON STOCK                              | CUSIP: 281020107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       923 | NS      | $68985.02     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST COMPANY GUAR 12/27 5.5                | CUSIP: 81761LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19040.55     | 0.02%             | 2027-12-15      | Fixed         | 5.50%                 | 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      | $104297.90    | 0.09%             | 2032-05-06      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260227                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260227                | CUSIP: AEIJ29453<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       250 | NC      | $-2962.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260306                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260306                | CUSIP: AEIJ31350<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       250 | NC      | $-202.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260306                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260306                | CUSIP: AEIJ31368<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       243 | NC      | $-176.73      | -0.00%            |  |  |  | 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      | $139334.99    | 0.12%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                | MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875                  | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $31923.36     | 0.03%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                 | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/32 4.279         | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    373000 | PA      | $342693.75    | 0.30%             | 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      | $239800.32    | 0.21%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                        | ENI SPA COMMON STOCK                                           | CUSIP: 714505906<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | EC               | CORP              | IT        |      5273 | NS      | $123149.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc.                         | PETCO HEALTH and WELLNESS CO INC SR SECURED 144A 02/31 8.25    | CUSIP: 71601VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $46878.45     | 0.04%             | 2031-02-01      | Fixed         | 8.25%                 | 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      | $197470.00    | 0.17%             | 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        |    150000 | PA      | $151782.00    | 0.13%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Radiology Partners Inc.                                        | RADIOLOGY PARTNERS INC SECURED 144A 02/30 9.781                | CUSIP: 75041VAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25173 | PA      | $23536.76     | 0.02%             | 2030-02-15      | Fixed         | 9.78%                 | 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      | $206990.58    | 0.18%             | 2029-12-15      | Variable      | 8.12%                 | 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      | $106842.47    | 0.09%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                | RTX CORP COMMON STOCK USD1.0                                   | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       252 | NS      | $51060.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC COMPANY GUAR 144A 04/30 5.25    | ANYWHERE REAL ESTATE GROUP LLC COMPANY GUAR 144A 04/30 5.25    | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000 | PA      | $24593.11     | 0.02%             | 2030-04-15      | Fixed         | 5.25%                 | 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      | $91219.57     | 0.08%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 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      | $135766.39    | 0.12%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 09/35 6.45            | CUSIP: 75735GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    214000 | PA      | $220222.05    | 0.19%             | 2035-09-09      | Fixed         | 6.45%                 | 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      | $387342.45    | 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      | $253648.85    | 0.22%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                         | LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/36 8.5              | CUSIP: 527298CQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $55183.57     | 0.05%             | 2036-01-15      | Fixed         | 8.50%                 | 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      | $17965.69     | 0.02%             | 2030-02-01      | Fixed         | 8.25%                 | 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      | $155283.90    | 0.14%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Renew Treasury Ifsc Private Limited                            | RENEW TREASURY IFSC PVT LTD SR SECURED 144A 02/31 6.5          | CUSIP: 759963AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199925.75    | 0.17%             | 2031-02-02      | Fixed         | 6.50%                 | 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      | $182295.02    | 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        |      6582 | NS      | $95203.89     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc.                                          | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $73868.69     | 0.06%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                          | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    137000 | PA      | $141592.22    | 0.12%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                          | ROCKET COS INC COMPANY GUAR 144A 08/29 6.5                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    156000 | PA      | $160269.56    | 0.14%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                           | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5                | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $15069.67     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc.                                       | ROCKWELL AUTOMATION INC COMMON STOCK USD1.0                    | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       118 | NS      | $48079.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 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      | $233588.84    | 0.20%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                        | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/34 6.25           | CUSIP: 87422VAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    186000 | PA      | $189272.60    | 0.16%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Target Corporation                                             | TARGET CORP COMMON STOCK USD.0833                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       768 | NS      | $87390.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 04/31 7.5            | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     12000 | PA      | $12360.72     | 0.01%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 144A 05/29 8.25      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     28000 | PA      | $29155.67     | 0.03%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 144A 05/31 8.5       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     28000 | PA      | $29610.99     | 0.03%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                 | TRIVIUM PACKAGING FINANCE BV SECURED 144A 01/31 12.25          | CUSIP: 89686QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     19000 | PA      | $20920.14     | 0.02%             | 2031-01-15      | Fixed         | 12.25%                | 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      | $267265.48    | 0.23%             | 2032-01-24      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                  | X CORP 2025 FIXED TERM LOAN                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    254000 | PA      | $266319.00    | 0.23%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                       | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    265000 | PA      | $266732.84    | 0.23%             | 2036-01-08      | Variable      | 7.00%                 | 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      | $299775.95    | 0.26%             | 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        |      6327 | NS      | $345833.82    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| USI Inc.                                                       | USI INC/NY SR UNSECURED 144A 01/32 7.5                         | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19446.58     | 0.02%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | 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      | $37050.00     | 0.03%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc.                                     | UNITED PARCEL SERVICE INC COMMON STOCK USD.01                  | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      4130 | NS      | $478914.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                              | ARRAY DIGITAL INFRASTRUCTURE I PREFERRED STOCK 09/69 6.25      | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       600 | NS      | $12540.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Digital Infrastructure Inc.                              | ARRAY DIGITAL INFRASTRUCTURE I PREFERRED STOCK 06/70 5.5       | CUSIP: 911684884<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1468 | NS      | $27451.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury Bills                                   | UNITED STATES TREASURY BILL 07/26 0.00000                      | CUSIP: 912797RF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1800000 | PA      | $1777021.87   | 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        |       321 | NS      | $94139.67     | 0.08%             |  |  |  | No            |                  1 | 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      | $54772.43     | 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        |    169000 | PA      | $177722.11    | 0.15%             | 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        |      1364 | NS      | $111097.80    | 0.10%             |  |  |  | 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      | $68812.99     | 0.06%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                           | ALPHA GENERATION LLC COMPANY GUAR 144A 01/34 6.25              | CUSIP: 02073LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49000 | PA      | $49759.84     | 0.04%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France                                                  | ALTICE SA SR SECURED 144A 11/29 9.5                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    272865 | PA      | $277053.20    | 0.24%             | 2029-11-01      | Fixed         | 9.50%                 | 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      | $620618.33    | 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      | $176636.49    | 0.15%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc.                                              | ALTRIA GROUP INC COMMON STOCK USD.333                          | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6992 | NS      | $482727.68    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Holdings Inc.                                          | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25              | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $49248.20     | 0.04%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                           | AMERICAN AXLE and MANUFACTURING SR SECURED 144A 10/32 6.375    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25443.17     | 0.02%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                           | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 144A 10/33 7.75   | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101634.08    | 0.09%             | 2033-10-15      | Fixed         | 7.75%                 | 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        |      3358 | NS      | $446546.84    | 0.39%             |  |  |  | No            |                  1 | 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      | $63049.14     | 0.05%             | 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      | $214372.25    | 0.19%             | 2032-09-01      | Fixed         | 6.62%                 | 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      | $267214.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group S.A.                                              | ARDAGH GROUP SA SECURED 144A 12/30 12                          | CUSIP: 03969UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    440000 | PA      | $425150.00    | 0.37%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4       | ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30541.96     | 0.03%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Limited                                 | ARDONAGH GROUP FINANCE LTD SR UNSECURED 144A 02/32 8.875       | CUSIP: 039956AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     47000 | PA      | $46387.62     | 0.04%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | 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      | $480544.20    | 0.42%             | 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        |      4472 | NS      | $83586.22     | 0.07%             |  |  |  | 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      | $65960.06     | 0.06%             | 2030-03-15      | Fixed         | 6.12%                 | 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      | $198693.29    | 0.17%             | 2026-09-08      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| BandG Foods Inc.                                               | BandG FOODS INC COMPANY GUAR 09/27 5.25                        | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15519.45     | 0.01%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BandG Foods Inc.                                               | BandG FOODS INC SR SECURED 144A 09/28 8                        | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14551.21     | 0.01%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                              | ARDAGH GROUP SA SR SECURED 144A 12/30 9.5                      | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    210065 | PA      | $227483.00    | 0.20%             | 2030-12-01      | Fixed         | 9.50%                 | 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        |       102 | NS      | $113347.61    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corporation                                            | ENTERGY CORP COMMON STOCK USD.01                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |       645 | NS      | $69085.95     | 0.06%             |  |  |  | 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      | $281867.90    | 0.25%             | 2054-12-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                          | EXCELERATE ENERGY LP COMPANY GUAR 144A 05/30 8                 | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    169000 | PA      | $179145.24    | 0.16%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exchange Income Corporation                                    | EXCHANGE INCOME CORP COMMON STOCK                              | CUSIP: 301283107<br>LEI: 549300G7SUZKHS2N8C38 | Long             | EC               | CORP              | CA        |       908 | NS      | $72344.45     | 0.06%             |  |  |  | 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      | $232799.74    | 0.20%             | 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      | $41233.73     | 0.04%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75         | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62715.17     | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | 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      | $69322.35     | 0.06%             | 2033-07-01      | Fixed         | 7.12%                 | 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      | $382278.75    | 0.33%             | 2031-08-22      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Schroders plc                                                  | SCHRODERS PLC COMMON STOCK GBP.2                               | CUSIP: BP9LHF908<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6283 | NS      | $49474.87     | 0.04%             |  |  |  | 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      | $131511.72    | 0.11%             | 2027-06-29      | Variable      | 4.60%                 | 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      | $82768.16     | 0.07%             | 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      | $196786.61    | 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      | $198260.26    | 0.17%             | 2027-04-05      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| 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      | $239258.15    | 0.21%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                  | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/56 VAR             | CUSIP: 37959GAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95300.46     | 0.08%             | 2056-03-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Globe Telecom Inc.                                             | GLOBE TELECOM INC SR UNSECURED REGS 12/99 VAR                  | CUSIP: BS1370318<br>LEI: N/A                  | Long             | DBT              | CORP              | PH        |    200000 | PA      | $198399.94    | 0.17%             | 2026-08-02      | Variable      | 4.20%                 | 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        |       996 | NS      | $40389.14     | 0.04%             |  |  |  | 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        |       385 | NS      | $89580.74     | 0.08%             |  |  |  | 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        |    171195 | NS      | $269864.72    | 0.24%             |  |  |  | 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      | $137967.05    | 0.12%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                   | GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01                | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        74 | NS      | $63608.18     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Melco Resorts Finance Limited                                  | MELCO RESORTS FINANCE LTD SR UNSECURED 144A 07/28 5.75         | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $199833.08    | 0.17%             | 2028-07-21      | Fixed         | 5.75%                 | 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        |      2717 | NS      | $336418.94    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Mavis Tire Express Services Topco Corp.                        | MAVIS TIRE EXPRESS SERVICES TO SR UNSECURED 144A 05/29 6.5     | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21979.32     | 0.02%             | 2029-05-15      | Fixed         | 6.50%                 | 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        |      4993 | NS      | $41111.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NWD Finance BVI Limited                                        | NWD FINANCE BVI LTD COMPANY GUAR REGS VAR                      | CUSIP: BX0661336<br>LEI: N/A                  | Long             | DBT              | CORP              | HK        |    200000 | PA      | $170675.69    | 0.15%             | 2026-03-29      | Variable      | 10.13%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                         | GOLDMAN SACHS BANK USA 12/26 FIXED 7.76                        | CUSIP: 38152A228<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361500 | PA      | $993112.80    | 0.86%             | 2026-12-18      | Fixed         | 7.76%                 | No            |                  3 | 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      | $51521.61     | 0.04%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Company                                        | GRAHAM HOLDINGS CO COMPANY GUAR 144A 12/33 5.625               | CUSIP: 384637AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61999.32     | 0.05%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                | GRAY MEDIA INC COMPANY GUAR 144A 11/31 5.375                   | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31000 | PA      | $24405.79     | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | 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      | $22727.91     | 0.02%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Gray Media Inc.                                                | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                      | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $60035.98     | 0.05%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                | GRAY MEDIA INC SECURED 144A 07/32 9.625                        | CUSIP: 389375AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $29091.61     | 0.03%             | 2032-07-15      | Fixed         | 9.62%                 | 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      | $64021.32     | 0.06%             | 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      | $176592.33    | 0.15%             | 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      | $66227.59     | 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      | $353134.88    | 0.31%             | 2029-09-11      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Kandenko Co. Ltd.                                              | KANDENKO CO LTD COMMON STOCK                                   | CUSIP: 648358000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3400 | NS      | $151910.72    | 0.13%             |  |  |  | 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      | $38584.27     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                   | KOMATSU LTD COMMON STOCK                                       | CUSIP: 649658002<br>LEI: 5493004LQ0B4T7QPQV17 | Long             | EC               | CORP              | JP        |      1600 | NS      | $76800.57     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The New York Times Company                                     | NEW YORK TIMES CO/THE COMMON STOCK USD.1                       | CUSIP: 650111107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1026 | NS      | $81864.54     | 0.07%             |  |  |  | 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      | $266864.64    | 0.23%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                    | MICHAELS COS INC/THE SECURED 144A 03/34 11                     | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24301.24     | 0.02%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                    | MICHAELS COS INC/THE SR SECURED 144A 03/33 8.5                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97270.49     | 0.08%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corporation                                          | MICROSOFT CORP COMMON STOCK USD.00000625                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      2602 | NS      | $1021909.48   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                       | SVENSKA HANDELSBANKEN AB COMMON STOCK SEK1.55                  | CUSIP: BXDZ9Q900<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EC               | CORP              | SE        |     16517 | NS      | $264062.06    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM S.p.A.                                               | BANCO BPM SPA COMMON STOCK                                     | CUSIP: BYMD5K904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      3628 | NS      | $53440.97     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                  | BREAD FINANCIAL HOLDINGS INC COMPANY GUAR 144A 05/31 6.75      | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86601.06     | 0.08%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Strategy Inc                                                   | STRATEGY INC PREFERRED STOCK 10                                | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      6150 | NS      | $476748.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Micron Technology Inc.                                         | MICRON TECHNOLOGY INC COMMON STOCK USD.1                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       637 | NS      | $262679.69    | 0.23%             |  |  |  | No            |                  1 | 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        |      9402 | NS      | $59653.59     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                         | AMUNDI SA COMMON STOCK EUR2.5                                  | CUSIP: BYZR01906<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |       648 | NS      | $61814.59     | 0.05%             |  |  |  | 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        |        49 | NS      | $34558.96     | 0.03%             |  |  |  | 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        |      5859 | NS      | $169049.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                               | GARDA WORLD SECURITY CORP 2026 REPRICED TERM LOAN B            | CUSIP: C4000KAH7<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |    234442 | PA      | $233710.43    | 0.20%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| West China Cement Limited                                      | WEST CHINA CEMENT LTD COMPANY GUAR REGS 12/28 9.9              | CUSIP: DA8282422<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    200000 | PA      | $202038.10    | 0.18%             | 2028-12-04      | Fixed         | 9.90%                 | No            |                  2 | 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      | $221217.77    | 0.19%             | 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        |       337 | NS      | $254207.40    | 0.22%             |  |  |  | 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      | $171956.36    | 0.15%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7          | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7          | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    188000 | PA      | $191412.20    | 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        |     78000 | PA      | $77124.56     | 0.07%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                    | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875        | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $211301.69    | 0.18%             | 2031-02-15      | Fixed         | 7.88%                 | 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      | $375768.64    | 0.33%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                       | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $66683.50     | 0.06%             | 2030-08-01      | Fixed         | 6.38%                 | 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      | $213768.96    | 0.19%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                      | CNX RESOURCES CORP COMPANY GUAR 144A 03/34 5.875               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38069.48     | 0.03%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                | ORIFLAME INVESTMENT HLDG                                       | CUSIP: DC8705246<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     57774 | PA      | $32970.33     | 0.03%             | 2032-12-19      | Fixed         | 12.50%                | 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      | $171958.25    | 0.15%             |  |  |  | No            |                  1 | 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      | $287275.15    | 0.25%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375     | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375     | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $204009.17    | 0.18%             | 2034-02-01      | Fixed         | 8.38%                 | 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      | $142472.82    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                | ASTRAZENECA PLC COMMON STOCK USD.25                            | CUSIP: 098952906<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |       545 | NS      | $114685.85    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc.                                 | BRAND INDUSTRIAL SERVICES INC SR SECURED 144A 08/30 10.375     | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57899.96     | 0.05%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | 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      | $49430.35     | 0.04%             | 2029-06-15      | Fixed         | 6.50%                 | 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      | $102933.23    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                        | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     72000 | PA      | $67699.08     | 0.06%             | 2030-02-15      | Fixed         | 6.50%                 | 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      | $82680.68     | 0.07%             | 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        |      9362 | NS      | $140628.66    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                    | MONDELEZ INTERNATIONAL INC COMMON STOCK                        | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1120 | NS      | $68969.60     | 0.06%             |  |  |  | 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      | $208716.16    | 0.18%             | 2030-02-25      | Fixed         | 6.62%                 | 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      | $444498.58    | 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      | $371628.71    | 0.32%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                   | BRISTOL-MYERS SQUIBB CO COMMON STOCK USD.1                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      6883 | NS      | $429292.71    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristow Group Inc.                                             | BRISTOW GROUP INC SR SECURED 144A 02/33 6.75                   | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20293.52     | 0.02%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                  | BROADCOM INC COMMON STOCK                                      | CUSIP: 11135F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2088 | NS      | $667220.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadstreet Partners Group LLC                                 | BROADSTREET PARTNERS GROUP LLC SR UNSECURED 144A 04/29 5.875   | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21306.93     | 0.02%             | 2029-04-15      | Fixed         | 5.88%                 | 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      | $272904.94    | 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      | $74258.44     | 0.06%             |  |  |  | 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      | $163929.27    | 0.14%             | 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      | $52195.65     | 0.05%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                      | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 05/35 6.75          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130445.59    | 0.11%             | 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      | $520845.39    | 0.45%             | 2029-09-01      | Fixed         | 6.38%                 | 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      | $427154.02    | 0.37%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/33 7       | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $62369.21     | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | 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      | $270773.74    | 0.24%             | 2026-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| SandP Global Inc.                                              | S+P GLOBAL INC COMMON STOCK USD1.0                             | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       384 | NS      | $169681.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/36 7.375   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     84000 | PA      | $85263.44     | 0.07%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CME Group Inc.                                                 | CME GROUP INC COMMON STOCK USD.01                              | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1176 | NS      | $375732.00    | 0.33%             |  |  |  | No            |                  1 | 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      | $40619.39     | 0.04%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                             | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $45863.14     | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | 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        |      6069 | NS      | $482242.74    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                           | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192990.57    | 0.17%             | 2028-05-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| SESI L.L.C.                                                    | SESI LLC SR SECURED 144A 09/30 7.875                           | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |     62000 | PA      | $63304.27     | 0.06%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                        | SCIH SALT HOLDINGS INC SR UNSECURED 144A 05/29 6.625           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21945.00     | 0.02%             | 2029-05-01      | Fixed         | 6.62%                 | 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      | $216258.30    | 0.19%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 02/31 9.75    | CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 02/31 9.75    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $25567.92     | 0.02%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                             | CANADIAN IMPERIAL BANK OF COMM COMMON STOCK                    | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      1584 | NS      | $160008.33    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation                               | CARPENTER TECHNOLOGY CORP SR UNSECURED 144A 03/34 5.625        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49964.27     | 0.04%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                    | CARVANA CO SR SECURED 144A 06/30 13                            | CUSIP: 146869AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44268 | PA      | $46085.64     | 0.04%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | 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      | $68236.42     | 0.06%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $99392.30     | 0.09%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19269.94     | 0.02%             | 2032-06-15      | Fixed         | 8.62%                 | 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      | $256874.91    | 0.22%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                  | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     66000 | PA      | $69838.98     | 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      | $68199.85     | 0.06%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25     | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25     | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $95593.58     | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc.                                    | VALEANT PHARMACEUTICALS INTL COMPANY GUAR 144A 01/27 8.5       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19820.05     | 0.02%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Varex Imaging Corporation                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                 | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    259000 | PA      | $263914.53    | 0.23%             | 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      | $210767.13    | 0.18%             | 2030-07-24      | Fixed         | 9.47%                 | 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      | $345001.32    | 0.30%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                              | SM ENERGY CO COMPANY GUAR 144A 07/31 8.75                      | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    203000 | PA      | $213125.44    | 0.19%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                              | SM ENERGY CO COMPANY GUAR 144A 06/33 9.625                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    124000 | PA      | $137111.26    | 0.12%             | 2033-06-15      | Fixed         | 9.62%                 | 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        |    105000 | PA      | $102842.23    | 0.09%             | 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      | $58856.84     | 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      | $105447.21    | 0.09%             | 2030-03-15      | Fixed         | 6.62%                 | 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      | $204338.40    | 0.18%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                           | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 10/30 6.5     | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $61753.98     | 0.05%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                           | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 12/32 6.75    | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $85119.31     | 0.07%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                                      | CUBESMART REIT USD.01                                          | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1357 | NS      | $55826.98     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                   | CUMMINS INC COMMON STOCK USD2.5                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       720 | NS      | $420386.40    | 0.37%             |  |  |  | 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        |    239852 | PA      | $238824.53    | 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      | $301224.00    | 0.26%             | 2029-06-29      | Floating      | 6.94%                 | No            |                  2 | 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      | $274099.42    | 0.24%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8       | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8       | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14850.15     | 0.01%             | 2028-02-01      | Fixed         | 8.00%                 | 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        |    115000 | PA      | $115563.50    | 0.10%             | 2028-06-01      | Fixed         | 7.12%                 | 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      | $16875.52     | 0.01%             | 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      | $294558.47    | 0.26%             | 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      | $279524.52    | 0.24%             | 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      | $72335.69     | 0.06%             | 2029-06-01      | Fixed         | 5.12%                 | 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      | $79360.06     | 0.07%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                   | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 10/30 7.25        | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $39515.67     | 0.03%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                          | OPEN TEXT CORP COMMON STOCK                                    | CUSIP: 683715106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      2338 | NS      | $57916.51     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fibercop S.P.A.                                                | FIBERCOP SPA SR SECURED 144A 11/33 6.375                       | CUSIP: 683879AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     21000 | PA      | $21307.86     | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                | FIBERCOP SPA SR SECURED 144A 07/36 7.2                         | CUSIP: 683879AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |     21000 | PA      | $21291.35     | 0.02%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                             | ORACLE CORP COMMON STOCK USD.01                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      1686 | NS      | $245144.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corporation                                           | SUMITOMO CORP COMMON STOCK                                     | CUSIP: 685894008<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      4700 | NS      | $199576.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 | ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $60425.17     | 0.05%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ORIFLAME I 05/26 5.125                             | ESC GCB144A ORIFLAME I 05/26 5.125                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | JE        |    200000 | PA      | $15193.04     | 0.01%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advantest Corporation                                          | ADVANTEST CORP COMMON STOCK                                    | CUSIP: 687049007<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       500 | NS      | $86584.70     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                         | TOKYO ELECTRON LTD COMMON STOCK                                | CUSIP: 689567006<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       700 | NS      | $196962.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Tosoh Corporation                                              | TOSOH CORP COMMON STOCK                                        | CUSIP: 690028006<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10885 | NS      | $190227.60    | 0.17%             |  |  |  | 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      | $71487.89     | 0.06%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Accendra Health Inc                                            | ACCENDRA HEALTH INC COMPANY GUAR 144A 03/29 4.5                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9510.52      | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Accendra Health Inc                                            | ACCENDRA HEALTH INC COMPANY GUAR 144A 04/30 6.625              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     17000 | PA      | $8179.35      | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| 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      | $222431.88    | 0.19%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Bank Mizrahi Tefahot Ltd.                                      | MIZRAHI TEFAHOT BANK LTD COMMON STOCK ILS.1                    | CUSIP: 691670004<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      2293 | NS      | $171797.17    | 0.15%             |  |  |  | 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      | $212995.40    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Corporation Limited                                    | VENTURE CORP LTD COMMON STOCK                                  | CUSIP: 692737000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4100 | NS      | $50625.52     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PGandE Corporation                                             | PGandE CORP PREFERRED STOCK 12/27 6                            | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |      3550 | NS      | $160921.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                             | PGandE CORP JR SUBORDINA 03/55 VAR                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    260000 | PA      | $268970.78    | 0.23%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                               | STANDARD BUILDING SOLUTIONS IN COMPANY GUAR 144A 03/34 5.875   | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52870.81     | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                       | STANDARD INDUSTRIES INC/NY SR UNSECURED 144A 07/30 4.375       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123486.71    | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | 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      | $140588.84    | 0.12%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                   | STAPLES INC SECURED 144A 01/30 12.75                           | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17573.78     | 0.02%             | 2030-01-15      | Fixed         | 12.75%                | 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              | LU        |    400000 | PA      | $280855.60    | 0.24%             | 2031-06-10      | Fixed         | 4.62%                 | 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      | $205047.80    | 0.18%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                   | STARWOOD PROPERTY TRUST INC COMPANY GUAR 144A 10/28 5.25       | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133639.46    | 0.12%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/31 5.75       | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74773.37     | 0.07%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                      | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $119852.08    | 0.10%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TC Energy Corporation                                          | TC ENERGY CORP W/I COMMON STOCK                                | CUSIP: 87807B107<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      1348 | NS      | $86618.68     | 0.08%             |  |  |  | No            |                  1 | 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      | $81036.26     | 0.07%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc.                            | LIGHT and WONDER INTERNATIONAL I COMPANY GUAR 144A 10/33 6.25  | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    199000 | PA      | $199859.68    | 0.17%             | 2033-10-01      | Fixed         | 6.25%                 | 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      | $170927.58    | 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        |       396 | NS      | $416588.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                                 | RHEINMETALL AG COMMON STOCK                                    | CUSIP: 533458907<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |        17 | NS      | $33628.95     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                    | CRESCENT ENERGY FINANCE LLC COMPANY GUAR 144A 01/34 8.375      | CUSIP: 45344LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $326633.40    | 0.28%             | 2034-01-15      | Fixed         | 8.38%                 | 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      | $215173.81    | 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        |      3500 | NS      | $133937.18    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                      | NORTHERN OIL and GAS INC SR UNSECURED 144A 10/33 7.875         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37825.88     | 0.03%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                           | OBAYASHI CORP COMMON STOCK                                     | CUSIP: 665640009<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2000 | NS      | $56461.86     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Team Services Holding Inc.                                     | TEAM SERVICES HOLDING INC SR SECURED 144A 02/33 9              | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61000 | PA      | $59667.76     | 0.05%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Telefonica S.A.                                                | TELEFONICA SA COMMON STOCK EUR1.0                              | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |     16059 | NS      | $72877.50     | 0.06%             |  |  |  | No            |                  2 | 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      | $445768.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                   | TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150880.78    | 0.13%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Texas Instruments Incorporated                                 | TEXAS INSTRUMENTS INC COMMON STOCK USD1.0                      | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      2070 | NS      | $439067.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Thaioil Treasury Center Co. Ltd.                               | THAIOIL TREASURY CENTER CO LTD COMPANY GUAR 144A 12/99 VAR     | CUSIP: 88323RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | TH        |    200000 | PA      | $200883.60    | 0.17%             | 2031-01-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS FEB26 58.5 PUT                   | ISHARES MSCI EMERGING MARKETS FEB26 58.5 PUT                   | CUSIP: ADI38D034<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        18 | NC      | $-27.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAR26 7150 CALL                                | SandP 500 INDEX MAR26 7150 CALL                                | CUSIP: ADI38G6C1<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-12.50       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS MAR26 63.5 CALL                  | ISHARES MSCI EMERGING MARKETS MAR26 63.5 CALL                  | CUSIP: ADI38H7L8<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        13 | NC      | $-526.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX MAR26 6930 PUT                                 | SandP 500 INDEX MAR26 6930 PUT                                 | CUSIP: ADI38H894<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-8670.00     | -0.01%            |  |  |  | No            |                  1 | 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      | $173769.69    | 0.15%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | 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      | $136590.65    | 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        |       198 | NS      | $60797.88     | 0.05%             |  |  |  | No            |                  1 | 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      | $46768.41     | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | 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      | $234736.92    | 0.20%             | 2027-12-01      | Variable      | 9.25%                 | No            |                  2 | On Loan: —       |
| Lindblad Expeditions LLC                                       | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7               | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $69236.38     | 0.06%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                          | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75               | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $203913.70    | 0.18%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                         | LSF12 HELIX PARENT LLC SR SECURED 144A 02/33 7.125             | CUSIP: 548916AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6023.30      | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                      | TORONTO-DOMINION BANK/THE COMMON STOCK                         | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      1277 | NS      | $124399.96    | 0.11%             |  |  |  | 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      | $226869.59    | 0.20%             | 2084-07-31      | Variable      | 7.25%                 | 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        |    453084 | PA      | $389652.50    | 0.34%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                   | MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 03/31 6.75        | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     23086 | PA      | $14775.04     | 0.01%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                   | MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 12/30 11.5        | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     19475 | PA      | $17332.75     | 0.02%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                   | MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 12/30 5.75        | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     23000 | PA      | $16861.53     | 0.01%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Quikrete Holdings Inc.                                         | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68604.10     | 0.06%             | 2033-03-01      | Fixed         | 6.75%                 | 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      | $676047.21    | 0.59%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                                    | SWISSCOM AG COMMON STOCK CHF1.0                                | CUSIP: 553397902<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |       109 | NS      | $102241.97    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 10/27 5            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $42131.53     | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 08/29 4.625        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24191.75     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                            | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 03/31 3.5          | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $30589.61     | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | 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        |     67000 | PA      | $71708.63     | 0.06%             | 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      | $57263.57     | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                             | VERTIV HOLDINGS CO COMMON STOCK USD.0001                       | CUSIP: 92537N108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $81309.91     | 0.07%             |  |  |  | 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      | $219150.46    | 0.19%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                          | TOWNSQUARE MEDIA INC 2025 TERM LOAN                            | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |    198181 | PA      | $146653.91    | 0.13%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| TransAlta Corporation                                          | TRANSALTA CORP SR UNSECURED 02/34 5.875                        | CUSIP: 89346DAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     37000 | PA      | $37231.25     | 0.03%             | 2034-02-01      | 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      | $25181.45     | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                     | MAJORDRIVE HOLDINGS IV LLC SR UNSECURED 144A 06/29 6.375       | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $11851.45     | 0.01%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                         | SANOFI SA COMMON STOCK EUR2.0                                  | CUSIP: 567173901<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1687 | NS      | $164990.80    | 0.14%             |  |  |  | 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      | $55011.40     | 0.05%             | 2029-06-15      | Fixed         | 4.50%                 | 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      | $296390.03    | 0.26%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                 | TRANSDIGM INC SR SECURED 144A 12/31 7.125                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118434.28    | 0.10%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                           | VICI PROPERTIES INC REIT USD.01                                | CUSIP: 925652109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3504 | NS      | $105855.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc.                                                      | VISA INC COMMON STOCK USD.0001                                 | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |       814 | NS      | $260593.96    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Aktiengesellschaft                                     | SIEMENS AG COMMON STOCK                                        | CUSIP: 572797900<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       331 | NS      | $95706.61     | 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      | $161632.00    | 0.14%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                   | VISTRA CORP JR SUBORDINA 144A VAR                              | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $325269.12    | 0.28%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                  | VOLTAGRID LLC SECURED 144A 11/30 7.375                         | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $127391.33    | 0.11%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                             | VOLVO AB COMMON STOCK SEK1.26                                  | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      3258 | NS      | $126763.55    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                       | WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $34485.71     | 0.03%             | 2029-08-15      | Fixed         | 5.62%                 | 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      | $177460.61    | 0.15%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                 | TRANSDIGM INC COMPANY GUAR 144A 07/34 6.125                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    124000 | PA      | $125951.25    | 0.11%             | 2034-07-31      | Fixed         | 6.12%                 | 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      | $89023.18     | 0.08%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                       | WR GRACE HOLDINGS LLC SR SECURED 144A 08/33 7                  | CUSIP: 92943GAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     73000 | PA      | $74324.95     | 0.06%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc.                                                   | WALMART INC COMMON STOCK USD.1                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      2599 | NS      | $332542.05    | 0.29%             |  |  |  | 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        |     52000 | PA      | $51397.47     | 0.04%             | 2033-04-01      | Fixed         | 6.62%                 | 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        |     15000 | PA      | $15674.76     | 0.01%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                               | TRANSOCEAN INTERNATIONAL LTD SR SECURED 144A 10/32 7.875       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     24000 | PA      | $25769.14     | 0.02%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Incorporated                                        | MASTERCARD INC COMMON STOCK USD.0001                           | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       129 | NS      | $66720.09     | 0.06%             |  |  |  | No            |                  1 | 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      | $179507.00    | 0.16%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education Inc.                                     | MCGRAW-HILL EDUCATION INC SR UNSECURED 144A 08/29 8            | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19855.07     | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower Inc.                                    | AMYNTA AGENCY BORROWER INC 2026 REPRICED TERM LOAN B           | CUSIP: 57810JAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198502 | PA      | $191979.71    | 0.17%             | 2031-12-29      | Floating      | 6.17%                 | 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      | $143997.58    | 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        |    124300 | NS      | $70118.80     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                     | AMGEN INC COMMON STOCK USD.0001                                | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       193 | NS      | $74914.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875   | PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19075.60     | 0.02%             | 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        |     17801 | NS      | $492197.65    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                               | PHILIP MORRIS INTERNATIONAL IN COMMON STOCK                    | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       676 | NS      | $126297.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                    | SNAM SPA COMMON STOCK                                          | CUSIP: 725147904<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |     24404 | NS      | $189491.85    | 0.17%             |  |  |  | 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      | $76810.82     | 0.07%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PT Garuda Indonesia (Persero) Tbk                              | GARUDA INDONESIA PERSERO TBK P SR UNSECURED REGS 12/31 6.5     | CUSIP: ZM5472547<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |    230908 | PA      | $214334.52    | 0.19%             | 2031-12-28      | Fixed         | 6.50%                 | 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      | $24973.95     | 0.02%             | 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        |    151000 | PA      | $157612.44    | 0.14%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc.                                          | AMKOR TECHNOLOGY INC COMPANY GUAR 144A 10/33 5.875             | CUSIP: 031652BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $37756.24     | 0.03%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                           | AMPHENOL CORP COMMON STOCK USD.001                             | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       443 | NS      | $64704.58     | 0.06%             |  |  |  | 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      | $67550.54     | 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      | $21550.89     | 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        |       546 | NS      | $194261.34    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75    | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $62939.36     | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | 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      | $162861.12    | 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        |       639 | NS      | $60468.57     | 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        |       711 | NS      | $118879.20    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                    | PROGRESSIVE CORP/THE COMMON STOCK USD1.0                       | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       574 | NS      | $122640.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| PGandE Corporation                                             | PGandE CORP JR SUBORDINA 09/56 VAR                             | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49919.05     | 0.04%             | 2056-09-15      | Variable      | 6.85%                 | 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      | $40023.55     | 0.03%             | 2029-03-04      | None          | 0.00%                 | 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      | $463303.81    | 0.40%             | 2031-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis Inc.                                                  | PROLOGIS INC REIT USD.01                                       | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       464 | NS      | $66152.48     | 0.06%             |  |  |  | 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        |     45000 | PA      | $47755.04     | 0.04%             | 2032-03-15      | Fixed         | 7.25%                 | 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      | $83983.66     | 0.07%             | 2029-11-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Corporation                                                | PPL CORP PREFERRED STOCK 02/29 7                               | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EP               | CORP              | US        |      3500 | NS      | $175035.00    | 0.15%             |  |  |  | No            |                  1 | 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      | $249249.77    | 0.22%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | 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      | $200028.88    | 0.17%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Sunoco LP                                                      | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                        | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     82000 | PA      | $82704.93     | 0.07%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                        | PARK RIVER HOLDINGS INC SECURED 144A 12/30 8.75                | CUSIP: 70082LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15361.37     | 0.01%             | 2030-12-31      | Fixed         | 8.75%                 | 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        |    180000 | PA      | $174627.50    | 0.15%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                            | TRONOX INC COMPANY GUAR 144A 03/29 4.625                       | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $27834.58     | 0.02%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                    | CARVANA CO SR SECURED 144A 06/31 14                            | CUSIP: 146869AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     61484 | PA      | $67431.53     | 0.06%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                       | CELANESE US HOLDINGS LLC COMPANY GUAR 02/31 7                  | CUSIP: 15089QBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $49439.57     | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                      | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                        | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $144575.14    | 0.13%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc.                                   | SURGERY CENTER HOLDINGS INC COMPANY GUAR 144A 04/32 7.25       | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36955.11     | 0.03%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| 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      | $204848.79    | 0.18%             | 2028-05-12      | Fixed         | 7.38%                 | 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      | $233783.88    | 0.20%             | 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      | $52115.71     | 0.05%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                            | SYNERGY INFRASTRUCTURE HOLDING SECURED 144A 12/30 7.875        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $26041.93     | 0.02%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                         | TJX COS INC/THE COMMON STOCK USD1.0                            | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       322 | NS      | $52054.52     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TKC Holdings Inc.                                              | TKC HOLDINGS INC SR SECURED 144A 08/30 8.5                     | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $126887.95    | 0.11%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC Holdings Inc.                                              | TKC HOLDINGS INC SECURED 144A 02/31 12                         | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $65167.01     | 0.06%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                              | T-MOBILE USA INC PREFERRED STOCK 09/69 6.25                    | CUSIP: 87264A105<br>LEI: 549300V2JRLO5DIFGE82 | Long             | EP               | CORP              | US        |      7500 | NS      | $186150.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5     | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5     | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $58354.94     | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | 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      | $35211.09     | 0.03%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / SR SECURED 144A 05/28 5.75       | ION PLATFORM FINANCE US INC / SR SECURED 144A 05/28 5.75       | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $53406.63     | 0.05%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / SR SECURED 144A 05/29 9.5        | ION PLATFORM FINANCE US INC / SR SECURED 144A 05/29 9.5        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $73267.81     | 0.06%             | 2029-05-30      | Fixed         | 9.50%                 | 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      | $96755.04     | 0.08%             | 2032-07-15      | Fixed         | 5.00%                 | 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      | $198684.38    | 0.17%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VZ Secured Financing B.V.                                      | VZ SECURED FINANCING BV SR SECURED 144A 01/32 5                | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     43000 | PA      | $38213.44     | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                      | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5              | CUSIP: 91845AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     34000 | PA      | $33405.94     | 0.03%             | 2033-01-15      | Fixed         | 7.50%                 | 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      | $193866.18    | 0.17%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                         | OMV AG COMMON STOCK                                            | CUSIP: 465145001<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      3962 | NS      | $256659.06    | 0.22%             |  |  |  | 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        |      1592 | NS      | $478077.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Whitecap Resources Inc.                                        | WHITECAP RESOURCES INC COMMON STOCK                            | CUSIP: 96467A200<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      4162 | NS      | $41557.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| White Cap Supply Holdings LLC                                  | WHITE CAP SUPPLY HOLDINGS LLC COMPANY GUAR 144A 11/30 7.375    | CUSIP: 96467GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20306.74     | 0.02%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                    | WILLIAMS COS INC/THE COMMON STOCK USD1.0                       | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      1023 | NS      | $76438.56     | 0.07%             |  |  |  | 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      | $131604.38    | 0.11%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                             | UNITI SERVICES LLC SR SECURED 144A 10/33 7.5                   | CUSIP: 97382BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104043.20    | 0.09%             | 2033-10-15      | Fixed         | 7.50%                 | 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        |      3436 | NS      | $70152.76     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                               | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $67776.90     | 0.06%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Frasers Centrepoint Trust                                      | FRASERS CENTREPOINT TRUST REIT                                 | CUSIP: B17NZ4904<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     68600 | NS      | $124178.74    | 0.11%             |  |  |  | No            |                  2 | 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      | $200498.65    | 0.17%             | 2029-01-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP / JSG FINANC SR SECURED 144A 05/33 6.75      | JANE STREET GROUP / JSG FINANC SR SECURED 144A 05/33 6.75      | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $126220.65    | 0.11%             | 2033-05-01      | Fixed         | 6.75%                 | 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        |     39814 | NS      | $227726.29    | 0.20%             |  |  |  | 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      | $182765.63    | 0.16%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corporation                            | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/28 5.625   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125805.16    | 0.11%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                              | SM ENERGY CO SR UNSECURED 144A 08/32 7                         | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $196535.57    | 0.17%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                    | SV RNO PROPERTY OWNER 1 LLC SR SECURED 144A 03/31 5.875        | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $187837.72    | 0.16%             | 2031-03-01      | Fixed         | 5.88%                 | 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      | $202494.40    | 0.18%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                    | AKER BP ASA COMMON STOCK NOK1.0                                | CUSIP: B1L95G905<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      3485 | NS      | $105883.46    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| freenet AG                                                     | FREENET AG COMMON STOCK                                        | CUSIP: B1SK0S902<br>LEI: N/A                  | Long             | EC               | CORP              | DE        |       943 | NS      | $30819.77     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell S.A.                                         | BANCO DE SABADELL SA COMMON STOCK EUR.125                      | CUSIP: B1X8QN906<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | EC               | CORP              | ES        |     16954 | NS      | $63832.29     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BW Real Estate Inc.                                            | BW REAL ESTATE INC SR UNSECURED 144A 12/99 VAR                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $313831.50    | 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      | $99324.72     | 0.09%             | 2031-05-15      | Fixed         | 7.12%                 | 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        |     57000 | PA      | $41576.98     | 0.04%             | 2029-11-15      | Fixed         | 10.75%                | 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      | $129775.00    | 0.11%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                | SABRE GLBL INC SR SECURED 144A 03/30 10.75                     | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     92000 | PA      | $66700.00     | 0.06%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Mativ Holdings Inc.                                            | MATIV HOLDINGS INC COMPANY GUAR 144A 10/29 8                   | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11842.95     | 0.01%             | 2029-10-01      | Fixed         | 8.00%                 | 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      | $220605.60    | 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      | $301451.25    | 0.26%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/S SR UNSECURED 144A 03/30 6.625   | SCIENTIFIC GAMES HOLDINGS LP/S SR UNSECURED 144A 03/30 6.625   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $22656.02     | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                       | EW SCRIPPS CO/THE SECURED 144A 08/30 9.875                     | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24099.41     | 0.02%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 12/30 6.125     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62328.48     | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                             | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 06/34 6.5       | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62997.66     | 0.05%             | 2034-06-15      | Fixed         | 6.50%                 | 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        |     40000 | PA      | $31378.13     | 0.03%             | 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        |    232800 | PA      | $261111.04    | 0.23%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Sempra                                                         | SEMPRA JR SUBORDINA 10/54 VAR                                  | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178541.65    | 0.16%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                              | XEROX CORP SECURED 144A 04/31 13.5                             | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     22000 | PA      | $11536.25     | 0.01%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: —       |
| 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      | $41789.00     | 0.04%             | 2028-08-15      | Fixed         | 5.50%                 | 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      | $203620.97    | 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 03/31 7.5       | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $154592.10    | 0.13%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc.                                       | ZAYO GROUP HOLDINGS INC SR SECURED 144A 09/30 13.75            | CUSIP: 98919VAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24435.00     | 0.02%             | 2030-09-09      | Fixed         | 13.75%                | 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      | $294952.08    | 0.26%             | 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      | $190698.55    | 0.17%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Accenture Public Limited Company                               | ACCENTURE PLC COMMON STOCK USD.0000225                         | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      1057 | NS      | $220617.04    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                                 | CREDICORP LTD COMMON STOCK USD5.0                              | CUSIP: G2519Y108<br>LEI: N/A                  | Long             | EC               | CORP              | PE        |       225 | NS      | $77935.50     | 0.07%             |  |  |  | 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        |       327 | NS      | $122925.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                    | GARMIN LTD COMMON STOCK CHF.1                                  | CUSIP: H2906T109<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |      2012 | NS      | $508693.96    | 0.44%             |  |  |  | No            |                  1 | 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      | $44073.80     | 0.04%             | 2032-06-01      | Fixed         | 6.50%                 | 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        |       165 | NS      | $239977.34    | 0.21%             |  |  |  | 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      |
| Poste Italiane SpA                                             | POSTE ITALIANE SPA COMMON STOCK EUR1.0                         | CUSIP: ACI0HG9S1<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |      2833 | NS      | $75895.94     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum Spa                                           | BANCA MEDIOLANUM SPA COMMON STOCK                              | CUSIP: ACI0JRQR8<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |      9175 | NS      | $196790.40    | 0.17%             |  |  |  | No            |                  2 | 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      | $4500.00      | 0.00%             | 2024-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Agile Group Holdings Limited                                   | AGILE GROUP HOLDINGS LTD SR SECURED REGS 10/25 6.05            | CUSIP: ACI1S1J26<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |    400000 | PA      | $18000.00     | 0.02%             | 2025-10-13      | 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      | $11281.25     | 0.01%             | 2024-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Unilever PLC                                                   | UNILEVER PLC COMMON STOCK GBP.00031111                         | CUSIP: ACI30VPD5<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2943 | NS      | $216257.75    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EURO STOXX 50 PRICE EUR MAR26 6350 CALL                        | EURO STOXX 50 PRICE EUR MAR26 6350 CALL                        | CUSIP: ADI381CY9<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         3 | NC      | $-476.78      | -0.00%            |  |  |  | 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        |    154000 | PA      | $160577.65    | 0.14%             | 2031-07-15      | Fixed         | 6.75%                 | 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      | $198823.17    | 0.17%             | 2028-10-06      | Floating      | 8.92%                 | 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        |     55000 | PA      | $53072.56     | 0.05%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Edison International                                           | EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR                    | CUSIP: 281020AX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $374214.60    | 0.33%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co.                                           | EMERSON ELECTRIC CO COMMON STOCK USD.5                         | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       690 | NS      | $104017.50    | 0.09%             |  |  |  | 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      | $165599.20    | 0.14%             | 2030-12-15      | Fixed         | 6.62%                 | 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      | $295168.67    | 0.26%             | 2027-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Industrial FandB Investments III Inc.                          | INDUSTRIAL FandB INVESTMENTS III SR SECURED 144A 02/33 7.75    | CUSIP: 456142AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21000 | PA      | $21553.02     | 0.02%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                    | INEOS QUATTRO FINANCE 2 PLC SR SECURED 144A 03/29 9.625        | CUSIP: 45674GAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     17000 | PA      | $14577.50     | 0.01%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc.                               | INSTALLED BUILDING PRODUCTS IN COMPANY GUAR 144A 02/34 5.625   | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17225.61     | 0.02%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                    | INTERNATIONAL BUSINESS MACHINE COMMON STOCK USD.2              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      1619 | NS      | $388899.99    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                    | INTUIT INC COMMON STOCK USD.01                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       604 | NS      | $247054.12    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX FEB26 7180 CALL                                | SandP 500 INDEX FEB26 7180 CALL                                | CUSIP: ADI38B9M7<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-2.50        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SandP 500 INDEX FEB26 6950 PUT                                 | SandP 500 INDEX FEB26 6950 PUT                                 | CUSIP: ADI38BN58<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         1 | NC      | $-7140.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS FEB26 59 PUT                     | ISHARES MSCI EMERGING MARKETS FEB26 59 PUT                     | CUSIP: ADI38CYX3<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        19 | NC      | $-57.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES MSCI EMERGING MARKETS FEB26 62 CALL                    | ISHARES MSCI EMERGING MARKETS FEB26 62 CALL                    | CUSIP: ADI38D026<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        10 | NC      | $-835.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20260306                         | FTSE 100 INDEX EQUITYOPTION---20260306                         | CUSIP: AEIJ31376<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         1 | NC      | $-367.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20260306                         | FTSE 100 INDEX EQUITYOPTION---20260306                         | CUSIP: AEIJ31384<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-8.98        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260313                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260313                | CUSIP: AEIJ32192<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       250 | NC      | $-875.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260313                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260313                | CUSIP: AEIJ32200<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       238 | NC      | $-570.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20260313                         | FTSE 100 INDEX EQUITYOPTION---20260313                         | CUSIP: AEIJ32218<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         3 | NC      | $-790.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FTSE 100 INDEX EQUITYOPTION---20260313                         | FTSE 100 INDEX EQUITYOPTION---20260313                         | CUSIP: AEIJ32226<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |         4 | NC      | $-99.20       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260319                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260319                | CUSIP: AEIJ33406<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       244 | NC      | $-1058.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260319                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260319                | CUSIP: AEIJ33414<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       239 | NC      | $-1202.62     | -0.00%            |  |  |  | No            |                  2 | 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      | $197437.83    | 0.17%             | 2027-10-27      | Fixed         | 4.25%                 | 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      | $201549.42    | 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      | $272463.15    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                              | LINK REIT REIT                                                 | CUSIP: B0PB4M906<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     11665 | NS      | $57670.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Telenor ASA                                                    | TELENOR ASA COMMON STOCK NOK6.0                                | CUSIP: 473249902<br>LEI: 549300IM1QSBY4SLPM26 | Long             | EC               | CORP              | NO        |      6856 | NS      | $127175.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc.                                          | JELD-WEN HOLDING INC COMPANY GUAR 144A 09/32 7                 | CUSIP: 47580PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $124740.00    | 0.11%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| 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      | $328247.40    | 0.29%             | 2031-09-20      | Fixed         | 9.88%                 | 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      | $97667.69     | 0.09%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | 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      | $224879.69    | 0.20%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37674.27     | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/30 6.125        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     38000 | PA      | $33596.20     | 0.03%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    149000 | PA      | $143163.99    | 0.12%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                              | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     86000 | PA      | $93200.44     | 0.08%             | 2032-01-15      | Fixed         | 10.88%                | 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        |       764 | NS      | $65739.16     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Obic Co. Ltd.                                                  | OBIC CO LTD COMMON STOCK                                       | CUSIP: 613674902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3296 | NS      | $88766.41     | 0.08%             |  |  |  | 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      | $48233.36     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                     | CANON INC COMMON STOCK                                         | CUSIP: 617232004<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      3795 | NS      | $114691.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                   | DIVERSIFIED HEALTHCARE TRUST SR UNSECURED 02/28 4.75           | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $15645.69     | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                               | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75    | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $27898.88     | 0.02%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GSK plc                                                        | GSK PLC COMMON STOCK                                           | CUSIP: BN7SWP901<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |      4838 | NS      | $143752.87    | 0.13%             |  |  |  | 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        |      2045 | NS      | $77349.11     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/31 5.5     | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/31 5.5     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41275.93     | 0.04%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75    | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $102487.86    | 0.09%             | 2034-03-31      | Fixed         | 5.75%                 | 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        |    130000 | PA      | $136142.89    | 0.12%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | 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      | $153438.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                     | APPLE INC COMMON STOCK USD.00001                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       760 | NS      | $200776.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                         | APPLIED MATERIALS INC COMMON STOCK USD.01                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |       715 | NS      | $266194.50    | 0.23%             |  |  |  | No            |                  1 | 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        |     15000 | PA      | $14156.47     | 0.01%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                       | ARES CAPITAL CORP COMMON STOCK USD.001                         | CUSIP: 04010L103<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | EC               | CORP              | US        |     22879 | NS      | $426006.98    | 0.37%             |  |  |  | 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      | $180525.24    | 0.16%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                            | IMPERIAL BRANDS PLC COMMON STOCK GBP.1                         | CUSIP: 045449907<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      4972 | NS      | $222690.23    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8         | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8         | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $207960.98    | 0.18%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | 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      | $133999.70    | 0.12%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                    | CONSTELLATION SOFTWARE INC COMMON STOCK                        | CUSIP: 21037X100<br>LEI: 549300B6PYHMCTDWQV29 | Long             | EC               | CORP              | CA        |        46 | NS      | $85004.48     | 0.07%             |  |  |  | No            |                  1 | 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      | $219390.00    | 0.19%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc.                                | COOPER-STANDARD AUTOMOTIVE INC SR SECURED 144A 03/31 9.25      | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32090.24     | 0.03%             | 2031-03-01      | Fixed         | 9.25%                 | 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      | $251748.73    | 0.22%             | 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      | $61727.89     | 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      | $469496.22    | 0.41%             | 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        |     91000 | PA      | $93729.27     | 0.08%             | 2032-03-31      | Fixed         | 6.50%                 | 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      | $114829.02    | 0.10%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                             | HERC HOLDINGS INC COMPANY GUAR 144A 03/31 5.75                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38521.40     | 0.03%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                          | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $8923.69      | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                          | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125            | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12411.47     | 0.01%             | 2030-01-31      | Fixed         | 9.12%                 | 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      | $138334.79    | 0.12%             | 2029-02-01      | Fixed         | 5.75%                 | 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      | $166105.47    | 0.14%             | 2029-07-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| XPLR Infrastructure Operating Partners LP                      | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 04/34 7.75     | CUSIP: 98379YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $76726.97     | 0.07%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                              | XEROX CORP SR SECURED 144A 10/30 10.25                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11520.00     | 0.01%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260227                | NIKKEI 225 INDEX WEEKLY EQUITYOPTION---20260227                | CUSIP: AEIJ29438<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       254 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wynn Macau Limited                                             | WYNN MACAU LTD SR UNSECURED REGS 10/27 5.5                     | CUSIP: AP0944896<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    200000 | PA      | $199618.87    | 0.17%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invincible Investment Corporation                              | INVINCIBLE INVESTMENT CORP REIT                                | CUSIP: B00STP902<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       354 | NS      | $150318.24    | 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        |      3825 | NS      | $152806.77    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC COMMON STOCK                                      | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |      5150 | NS      | $273612.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                  | ENBRIDGE INC SUBORDINATED 01/83 VAR                            | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    371000 | PA      | $407649.61    | 0.36%             | 2083-01-15      | Variable      | 7.62%                 | 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        |    656000 | PA      | $680498.98    | 0.59%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                       | ENDO FINANCE HOLDINGS LP SR SECURED 144A 04/31 8.5             | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $277388.97    | 0.24%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enerflex Inc.                                                  | ENERFLEX INC SR UNSECURED 144A 01/31 6.875                     | CUSIP: 29281WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14509.31     | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | 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      | $136838.18    | 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        |       789 | NS      | $73984.53     | 0.06%             |  |  |  | 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      | $183267.50    | 0.16%             |  |  |  | No            |                  1 | 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      | $39012.96     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Limited                                  | TREASURY WINE ESTATES LTD COMMON STOCK                         | CUSIP: B61JC6908<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |     14227 | NS      | $45940.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP PLC                                                        | WPP PLC COMMON STOCK GBP.1                                     | CUSIP: B8KF9B904<br>LEI: 549300LSGBXPYHXGDT93 | Long             | EC               | CORP              | GB        |     11640 | NS      | $43042.74     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ZENKOKU HOSHO Co.Ltd.                                          | ZENKOKU HOSHO CO LTD COMMON STOCK                              | CUSIP: B92MT1907<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      2700 | NS      | $55599.89     | 0.05%             |  |  |  | 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        |      4739 | NS      | $88100.43     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid plc                                              | NATIONAL GRID PLC COMMON STOCK GBP.1243129                     | CUSIP: BDR05C901<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | EC               | CORP              | GB        |      7310 | NS      | $136745.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                 | SOFTBANK CORP COMMON STOCK                                     | CUSIP: BF5M0K909<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     87579 | NS      | $119790.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Aberdeen Group PLC                                             | ABERDEEN GROUP PLC COMMON STOCK GBP.1396825                    | CUSIP: BF8Q6K901<br>LEI: 0TMBS544NMO7GLCE7H90 | Long             | EC               | CORP              | GB        |     17974 | NS      | $53259.68     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UPL Corporation Limited                                        | UPL CORP LTD COMPANY GUAR REGS 06/30 4.625                     | CUSIP: BJ9430734<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |    200000 | PA      | $189668.45    | 0.17%             | 2030-06-16      | Fixed         | 4.62%                 | No            |                  2 | 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      | $199983.52    | 0.17%             | 2028-01-15      | Fixed         | 6.50%                 | 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      | $196606.25    | 0.17%             | 2027-01-27      | Fixed         | 5.05%                 | 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      | $239753.74    | 0.21%             | 2032-01-15      | Fixed         | 6.62%                 | 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        |       710 | NS      | $270311.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR UNSECURED 01/28 3.95               | CUSIP: 44106MAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11443.56     | 0.01%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                       | SERVICE PROPERTIES TRUST SR UNSECURED 10/29 4.95               | CUSIP: 44106MBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $21798.48     | 0.02%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| The Howard Hughes Corporation                                  | HOWARD HUGHES CORP SR UNSECURED 144A 03/32 5.875               | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36981.45     | 0.03%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Howard Hughes Corporation                                  | HOWARD HUGHES CORP SR UNSECURED 144A 03/34 6.125               | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36923.36     | 0.03%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | 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      | $33770.08     | 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      | $56841.41     | 0.05%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125   | HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125   | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     15000 | PA      | $14361.42     | 0.01%             | 2032-02-15      | Fixed         | 8.12%                 | 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      | $104835.95    | 0.09%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                     | HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5              | CUSIP: 44701QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $35444.55     | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                      | KESKO OYJ COMMON STOCK                                         | CUSIP: 449000900<br>LEI: N/A                  | Long             | EC               | CORP              | FI        |      4727 | NS      | $116482.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| IGM Financial Inc.                                             | IGM FINANCIAL INC COMMON STOCK                                 | CUSIP: 449586106<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      3446 | NS      | $171434.74    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                           | IHO VERWALTUNGS GMBH SR SECURED 144A 11/32 8                   | CUSIP: 44963BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |     27000 | PA      | $28801.36     | 0.03%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | 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      | $209400.42    | 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      | $213063.24    | 0.19%             | 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        |       600 | NS      | $81259.78     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS Finance Plc                                              | INEOS FINANCE PLC SR SECURED 144A 05/28 6.75                   | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     63000 | PA      | $58340.31     | 0.05%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                      | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875             | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    146000 | PA      | $108305.72    | 0.09%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer