# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001193125-26-184477
**Filing Date:** 2026-4
**Character Count:** 666748
**Document Hash:** 4ceafe8ae9d8087d12a5a792bf42395a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184477.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184477

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK BOND TRUST
- **CENTRAL INDEX KEY:** 0000315554

**ORGANIZATION NAME:**
- **EIN:** 746122273
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 26903845

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BOND TRUST/
- **DATE OF NAME CHANGE:** 19970505

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION BOND FUND /TX/ OLD
- **DATE OF NAME CHANGE:** 19890801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INVESTMENT QUALITY INTEREST INC
- **DATE OF NAME CHANGE:** 19850220

## Series and Classes Contracts Data

### John Hancock Investment Grade Bond Fund (Series ID: S000000615)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001738 | Class A      | TAUSX           |
| C000001740 | Class C      | TCUSX           |
| C000001741 | Class I      | TIUSX           |
| C000153916 | Class R2     | JIGBX           |
| C000153917 | Class R4     | JIGMX           |
| C000153918 | Class R6     | JIGEX           |

## Nport-Ex

![](img17a998341.gif)

#### Quarterly portfolio holdings

## John Hancock

## Investment Grade Bond Fund

## Fixed income
February 28, 2026

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

------

Fund's investments

------

#### As of 2-28-26 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 55.0%** | **U.S. Government and Agency obligations 55.0%** | **U.S. Government and Agency obligations 55.0%** |  | **$2471630172** |
| (Cost $2,445,946,889) |  |  |  |  |
| **U.S. Government 20.3%** | **U.S. Government 20.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**914231942** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;85070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43791111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;68677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37683821 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;80444000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49196534 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5828825 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;23360000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23579912 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;14066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14158308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;64821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64709589 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;50797000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52285194 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2356475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;51784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52730676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;54586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56777969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-30-30 | &nbsp;&nbsp;&nbsp;&nbsp;100165000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100110222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;&nbsp;&nbsp;34566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34917061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-28-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7507882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6343000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6412624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-31-32 | &nbsp;&nbsp;&nbsp;&nbsp;64952000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65591371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942163 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-33 | &nbsp;&nbsp;&nbsp;&nbsp;148572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151125558 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;82519000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83614955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-31 | &nbsp;&nbsp;&nbsp;&nbsp;54643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56450915 |
| **U.S. Government Agency 34.7%** | **U.S. Government Agency 34.7%** |  |  | &nbsp;&nbsp;**1557398230** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6034801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5643397 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2347973 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288983 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287091 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035542 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4275880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4268266 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6524709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6470272 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929760 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645489 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5389578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5432260 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5355230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726114 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4183862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689740 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170000 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;17427012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15330727 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;191993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181386 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1508808 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632058 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;513039 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546251 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443150 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691431 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1573065 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416259 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287616 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536805 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4084271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760881 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2872086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647369 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428555 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5748932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5293735 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4323339 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9169699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8443648 |

---

2 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;4983751 | &nbsp;&nbsp;&nbsp;&nbsp;$4554877 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;22087801 | &nbsp;&nbsp;&nbsp;&nbsp;19993780 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;2056585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879607 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;13695501 | &nbsp;&nbsp;&nbsp;&nbsp;12516943 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6197646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5668185 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7326992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705631 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;742613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710234 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406137 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391294 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;5484355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5226380 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;1882268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1808181 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;16917363 | &nbsp;&nbsp;&nbsp;&nbsp;16158605 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;3473464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291625 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2447557 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2326309 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;10621603 | &nbsp;&nbsp;&nbsp;&nbsp;10042317 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3420827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3249226 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;25669173 | &nbsp;&nbsp;&nbsp;&nbsp;24397563 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5980853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5710738 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2804962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651984 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5421950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138106 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4069172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849790 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;1277282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1269187 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274024 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;9098308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8916602 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;14459671 | &nbsp;&nbsp;&nbsp;&nbsp;14098593 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;8665551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8441036 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7000558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6856372 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;9595988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9398345 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4724151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4606182 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;22840002 | &nbsp;&nbsp;&nbsp;&nbsp;22355306 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;23389053 | &nbsp;&nbsp;&nbsp;&nbsp;22753832 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;11959458 | &nbsp;&nbsp;&nbsp;&nbsp;11810307 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;2814848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759511 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;2999042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935399 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;8028880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7886096 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3997823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988085 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1818621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810782 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2688042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676454 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5268048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253570 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4370978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4358966 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2753940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742069 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3129693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3129895 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;11118383 | &nbsp;&nbsp;&nbsp;&nbsp;11091302 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;11446793 | &nbsp;&nbsp;&nbsp;&nbsp;11403709 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;10279422 | &nbsp;&nbsp;&nbsp;&nbsp;10289719 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;10647595 | &nbsp;&nbsp;&nbsp;&nbsp;10582564 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;2528257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2526839 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;8417937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8357448 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;7983204 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7973739 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;3186507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3176754 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;14748557 | &nbsp;&nbsp;&nbsp;&nbsp;14680371 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;4261311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4241611 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7661346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7813842 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;12483574 | &nbsp;&nbsp;&nbsp;&nbsp;12710600 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;16467696 | &nbsp;&nbsp;&nbsp;&nbsp;16664768 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5663443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5731926 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;6490917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575492 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 3

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;9754027 | &nbsp;&nbsp;&nbsp;&nbsp;$9922270 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;2794249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822799 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;14306538 | &nbsp;&nbsp;&nbsp;&nbsp;14535422 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;9523897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9628496 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;5496549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5584486 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;6840808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6953457 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;10358642 | &nbsp;&nbsp;&nbsp;&nbsp;10530839 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;10549393 | &nbsp;&nbsp;&nbsp;&nbsp;10764650 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;4888732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4966944 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;5930961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6016117 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;3924497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051499 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;4381084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4522862 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;7989062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8247599 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;14140603 | &nbsp;&nbsp;&nbsp;&nbsp;14579433 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;3155327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3237471 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;5926327 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6108389 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;8314840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580672 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;9200132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8580432 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;6084257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687744 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;6176963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5776339 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;3413366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3279804 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-35 | &nbsp;&nbsp;&nbsp;&nbsp;5083543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4863975 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;7693311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7389873 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13740 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112794 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-33 | &nbsp;&nbsp;&nbsp;&nbsp;4318730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236467 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;6373437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6176157 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145447 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;3810852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3811212 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;3176375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3171711 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;1730588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724803 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;4739630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4783090 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;1563102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1575480 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;6881146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5794902 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;9438461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7907231 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735003 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;3163015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2647893 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;18189697 | &nbsp;&nbsp;&nbsp;&nbsp;15306939 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;6057707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5126059 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;2413803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020696 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;20158510 | &nbsp;&nbsp;&nbsp;&nbsp;16888134 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357762 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;1815620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607433 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645669 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;1914104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694625 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610716 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35112 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;15735983 | &nbsp;&nbsp;&nbsp;&nbsp;13818523 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;2559267 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254614 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;3729931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3285922 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;12831713 | &nbsp;&nbsp;&nbsp;&nbsp;11256114 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;12703653 | &nbsp;&nbsp;&nbsp;&nbsp;11179508 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;1932868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1702781 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;11732937 | &nbsp;&nbsp;&nbsp;&nbsp;10354588 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4616435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4059684 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;23916087 | &nbsp;&nbsp;&nbsp;&nbsp;21024288 |

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4 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;24385000 | &nbsp;&nbsp;&nbsp;&nbsp;$22050326 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394456 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;1406309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318651 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;1059686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983830 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610122 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724538 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;895477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831849 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448832 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;1081195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004033 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;3984435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688872 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719217 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;3251793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004480 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454818 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;2726297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2498503 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1576840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428827 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533589 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832373 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1915141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765297 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;8169980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7523086 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1497669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357087 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1061992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977904 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700407 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;5705403 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5169855 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;4880649 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4442955 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;5136353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4691137 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;10880609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9964686 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4074567 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726479 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6070933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5504867 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;18963404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17325594 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1572307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442900 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;15055539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13769354 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;29513000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27813698 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240979 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;1465119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409938 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;1239773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186880 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;1372561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311858 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;4862562 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4644472 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;16855830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16131435 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;4189853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3950871 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;5749951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5468701 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;3777135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3586480 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;8322775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7907877 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;10747979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10205465 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;6366318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6039004 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2043771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1948274 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2745520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602648 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2435231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2313072 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;9786644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9304888 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3448677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268136 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;8043339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597128 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;8075203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7652459 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4719255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4464824 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3822834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3610162 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6068271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5758177 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;3773395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3590005 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674590 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 5

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$932457 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847124 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;1024249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1018377 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987562 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928023 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753938 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977119 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369373 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;7731595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7574768 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1629661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605262 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723685 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1189740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170441 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;1585012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556329 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;2036118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996727 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;7442183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7309832 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;4107978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4037490 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781107 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5648580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5507527 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4958598 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4834775 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6373349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240089 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;17579406 | &nbsp;&nbsp;&nbsp;&nbsp;17360166 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1674019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646864 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5712446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5619782 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3955863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3857080 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;13261212 | &nbsp;&nbsp;&nbsp;&nbsp;13000511 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4544679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4448235 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3450821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377589 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6281190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6126303 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7223367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7074592 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3261764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3253819 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7618473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7585632 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5469583 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469935 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6321894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6294642 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6489175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6461202 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6327553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6286435 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5053319 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5031536 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;6137151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6093435 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4332671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4312640 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;10730141 | &nbsp;&nbsp;&nbsp;&nbsp;10677181 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5115840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5120965 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5218429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5204087 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2743384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735844 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;13268993 | &nbsp;&nbsp;&nbsp;&nbsp;13174476 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4096648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4100752 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;13541086 | &nbsp;&nbsp;&nbsp;&nbsp;13503873 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;2906001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906188 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;10759731 | &nbsp;&nbsp;&nbsp;&nbsp;10753698 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;8961887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8934458 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;13503110 | &nbsp;&nbsp;&nbsp;&nbsp;13767665 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;4131709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4189418 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5945318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6051582 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;7528050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7632020 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5269645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5366302 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;5225044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5318434 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;9459211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9632714 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;4578323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4654431 |

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6 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;9795141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$9962561 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;16086566 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16351466 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;10763180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10862292 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;6598969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6654019 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;15219037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15502944 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;3082079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3180856 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;9316731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9612410 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;3577503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3688805 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;5380303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5546011 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;3867686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961425 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;11698680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12054172 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;1733165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786423 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;2747862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2833138 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;2635681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715828 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;13223112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13554956 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;11659804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12021647 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;7157364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7339220 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;11763249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12066691 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;7156083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7333994 |
| **Foreign government obligations 0.2%** | **Foreign government obligations 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$7361111** |
| (Cost $7,254,660) |  |  |  |  |
| **Saudi Arabia 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7361111** |
| Kingdom of Saudi Arabia<br> Bond (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-12-56 | &nbsp;&nbsp;7329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7361111 |
| **Corporate bonds 30.7%** | **Corporate bonds 30.7%** | **Corporate bonds 30.7%** |  | **$1379605798** |
| (Cost $1,350,305,199) |  |  |  |  |
| **Communication services 1.6%** | **Communication services 1.6%** | **Communication services 1.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70382652** |
| **Diversified telecommunication services 0.4%** | **Diversified telecommunication services 0.4%** | **Diversified telecommunication services 0.4%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-01-31 | 7450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6941631 |
| AT&T, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | 2322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262928 |
| AT&T, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-33 | 1977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003991 |
| NTT Finance Corp. (B) | &nbsp;&nbsp;5.171 | &nbsp;&nbsp;07-16-32 | 3015000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3117036 |
| STC Sukuk Company II, Ltd. (B) | &nbsp;&nbsp;4.489 | &nbsp;&nbsp;01-15-31 | 3867000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876911 |
| **Entertainment 0.2%** | **Entertainment 0.2%** | **Entertainment 0.2%** |  |  |
| Netflix, Inc. (B) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-15-30 | 3403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506163 |
| WMG Acquisition Corp. (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 4202000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4033247 |
| **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** |  |  |
| Alphabet, Inc. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;02-15-33 | 4126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4162371 |
| Meta Platforms, Inc. | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;11-15-30 | 4738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4779668 |
| Meta Platforms, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 3159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3211985 |
| Meta Platforms, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;11-15-55 | 1828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789293 |
| **Media 0.4%** | **Media 0.4%** | **Media 0.4%** |  |  |
| Charter Communications Operating LLC | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;04-01-31 | 4441000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036951 |
| Charter Communications Operating LLC | &nbsp;&nbsp;6.384 | &nbsp;&nbsp;10-23-35 | 7098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7414342 |
| News Corp. (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 2632000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2567724 |
| News Corp. (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 4863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4838139 |
| **Wireless telecommunication services 0.3%** | **Wireless telecommunication services 0.3%** | **Wireless telecommunication services 0.3%** |  |  |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 11932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11840272 |
| **Consumer discretionary 0.6%** | **Consumer discretionary 0.6%** | **Consumer discretionary 0.6%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**27047036** |
| **Automobiles 0.3%** | **Automobiles 0.3%** | **Automobiles 0.3%** |  |  |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;06-18-31 | 10697000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11239632 |
| Hyundai Capital America (B) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;01-08-31 | 1174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227493 |
| **Broadline retail 0.1%** | **Broadline retail 0.1%** | **Broadline retail 0.1%** |  |  |
| MercadoLibre, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;01-15-33 | 3659000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3637961 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 7

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** |  |  |
| Marriott International, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-33 | 1507000 | &nbsp;&nbsp;&nbsp;&nbsp;$1502042 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-36 | 2804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863930 |
| **Specialty retail 0.1%** | **Specialty retail 0.1%** | **Specialty retail 0.1%** |  |  |
| The Home Depot, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-15-32 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964220 |
| The Home Depot, Inc. | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;06-25-34 | 4462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4611758 |
| **Consumer staples 0.8%** | **Consumer staples 0.8%** | **Consumer staples 0.8%** |  | &nbsp;&nbsp;**35717206** |
| **Food products 0.6%** | **Food products 0.6%** | **Food products 0.6%** |  |  |
| Bimbo Bakeries USA, Inc. (B) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;01-15-29 | 3018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3163938 |
| JBS NV | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 6233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5898901 |
| JBS NV | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 3685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875205 |
| JBS NV | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-20-35 | 1363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445150 |
| Mars, Inc. (B) | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;03-01-30 | 3845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3952639 |
| Mars, Inc. (B) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-32 | 3961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4103058 |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 2968000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3198723 |
| **Personal care products 0.2%** | **Personal care products 0.2%** | **Personal care products 0.2%** |  |  |
| Kenvue, Inc. | &nbsp;&nbsp;4.850 | &nbsp;&nbsp;05-22-32 | 5494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5678184 |
| Kenvue, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;03-22-33 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126911 |
| Unilever Capital Corp. | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;11-15-32 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274497 |
| **Energy 3.5%** | **Energy 3.5%** | **Energy 3.5%** |  | **157025358** |
| **Oil, gas and consumable fuels 3.5%** | **Oil, gas and consumable fuels 3.5%** | **Oil, gas and consumable fuels 3.5%** |  |  |
| Aker BP ASA (B) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-15-31 | 2084000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945845 |
| Aker BP ASA (B) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 1022000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995991 |
| Aker BP ASA (B) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-31 | 2097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2052282 |
| Antero Resources Corp. (B) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-30 | 3762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3821082 |
| BP Capital Markets America, Inc. | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;02-13-33 | 2127000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2180173 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-31-32 | 9046000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8434017 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-30-35 | 1949000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022536 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-30-33 | 4014000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4305745 |
| Columbia Pipelines Holding Company LLC (B) | &nbsp;&nbsp;4.999 | &nbsp;&nbsp;11-17-32 | 2896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954379 |
| Columbia Pipelines Holding Company LLC (B) | &nbsp;&nbsp;5.681 | &nbsp;&nbsp;01-15-34 | 5455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706862 |
| Columbia Pipelines Operating Company LLC (B) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 | 3385000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3667509 |
| Continental Resources, Inc. (B) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-01-32 | 2696000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401414 |
| Continental Resources, Inc. (B) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 | 3813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954541 |
| Devon Energy Corp. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;09-15-34 | 3001000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3077611 |
| DT Midstream, Inc. (B) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 | 7288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7184457 |
| DT Midstream, Inc. (B) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;12-15-34 | 1555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1639410 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 4883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4969727 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 6238000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6356067 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 | 2293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2646395 |
| Energy Transfer LP | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-15-45 | 2996000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2709511 |
| Energy Transfer LP | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-01-34 | 2637000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755154 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 6973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6978578 |
| Enterprise Products Operating LLC | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;01-31-33 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2176454 |
| EOG Resources, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136973 |
| Expand Energy Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 3856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3849637 |
| MPLX LP | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 2595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2641936 |
| MPLX LP | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-33 | 2438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478146 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-01-32 | 1625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691603 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 6505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7085597 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 | 2126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2300812 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-15-33 | 2278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2458320 |
| Ovintiv, Inc. | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 504000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564314 |
| Plains All American Pipeline LP | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-15-31 | 1481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504243 |

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8 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Repsol E&P Capital Markets US LLC (B) | &nbsp;&nbsp;5.204 | &nbsp;&nbsp;09-16-30 | 2753000 | &nbsp;&nbsp;&nbsp;&nbsp;$2820722 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-30 | 8313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8405726 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-15-35 | 2535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2623143 |
| Targa Resources Corp. | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;03-01-29 | 2281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2413411 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 3076000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2984459 |
| Var Energi ASA (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-22-30 | 5964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6261928 |
| Var Energi ASA (B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 8443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9828391 |
| Viper Energy Partners LLC | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;08-01-30 | 1211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1235523 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-01-30 | 3362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3321124 |
| Western Midstream Operating LP | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-34 | 2045000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080326 |
| Whistler Pipeline LLC (B) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;09-30-29 | 1234000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1281021 |
| Whistler Pipeline LLC (B) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-31 | 2023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2122263 |
| **Financials 12.1%** | **Financials 12.1%** | **Financials 12.1%** |  | **543745720** |
| **Banks 7.4%** | **Banks 7.4%** | **Banks 7.4%** |  |  |
| Banco Santander SA | &nbsp;&nbsp;4.551 | &nbsp;&nbsp;11-06-30 | 4879000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4917966 |
| Bank Hapoalim BM (B) | &nbsp;&nbsp;4.722 | &nbsp;&nbsp;07-14-29 | 3162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3164356 |
| Bank Hapoalim BM (B) | &nbsp;&nbsp;5.252 | &nbsp;&nbsp;01-14-33 | 1824000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845700 |
| Bank of America Corp. (2.592% to 4-29-30, then Overnight SOFR + 2.150%) | &nbsp;&nbsp;2.592 | &nbsp;&nbsp;04-29-31 | 6704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6303449 |
| Bank of America Corp. (2.687% to 4-22-31, then Overnight SOFR + 1.320%) | &nbsp;&nbsp;2.687 | &nbsp;&nbsp;04-22-32 | 11634000 | &nbsp;&nbsp;&nbsp;&nbsp;10772172 |
| Bank of America Corp. (4.571% to 4-27-32, then Overnight SOFR + 1.830%) | &nbsp;&nbsp;4.571 | &nbsp;&nbsp;04-27-33 | 11703000 | &nbsp;&nbsp;&nbsp;&nbsp;11750616 |
| Bank of America Corp. (5.425% to 8-15-34, then Overnight SOFR + 1.913%) | &nbsp;&nbsp;5.425 | &nbsp;&nbsp;08-15-35 | 9575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9808769 |
| Bank of America Corp. (5.518% to 10-25-34, then Overnight SOFR + 1.738%) | &nbsp;&nbsp;5.518 | &nbsp;&nbsp;10-25-35 | 1215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246856 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 | 6413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6713827 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | &nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 | 5116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5419021 |
| Barclays PLC (5.690% to 3-12-29, then Overnight SOFR + 1.740%) | &nbsp;&nbsp;5.690 | &nbsp;&nbsp;03-12-30 | 11749000 | &nbsp;&nbsp;&nbsp;&nbsp;12248348 |
| BNP Paribas SA (5.497% to 5-20-29, then Overnight SOFR + 1.590%) (B) | &nbsp;&nbsp;5.497 | &nbsp;&nbsp;05-20-30 | 5140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5336947 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (B)(C) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 1244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328910 |
| BPCE SA (4.760% to 1-13-31, then Overnight SOFR + 1.267%) (B) | &nbsp;&nbsp;4.760 | &nbsp;&nbsp;01-13-32 | 2937000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2962275 |
| BPCE SA (5.936% to 5-30-34, then Overnight SOFR + 1.850%) (B) | &nbsp;&nbsp;5.936 | &nbsp;&nbsp;05-30-35 | 3317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500483 |
| Canadian Imperial Bank of Commerce (6.500% to 7-28-31, then 5 Year CMT + 2.727%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-28-86 | 4019000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031059 |
| Citigroup, Inc. (2.561% to 5-1-31, then Overnight SOFR + 1.167%) | &nbsp;&nbsp;2.561 | &nbsp;&nbsp;05-01-32 | 3473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3178969 |
| Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | &nbsp;&nbsp;6.174 | &nbsp;&nbsp;05-25-34 | 4912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243723 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-30-30 | 729000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701139 |
| Citizens Financial Group, Inc. (5.253% to 3-5-30, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;5.253 | &nbsp;&nbsp;03-05-31 | 2862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952332 |
| Citizens Financial Group, Inc. (5.299% to 1-29-31, then 5 Year CMT + 1.450%) | &nbsp;&nbsp;5.299 | &nbsp;&nbsp;01-29-36 | 766000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776538 |
| Citizens Financial Group, Inc. (5.718% to 7-23-31, then Overnight SOFR + 1.910%) | &nbsp;&nbsp;5.718 | &nbsp;&nbsp;07-23-32 | 6520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6868428 |
| Citizens Financial Group, Inc. (6.645% to 4-25-34, then Overnight SOFR + 2.325%) | &nbsp;&nbsp;6.645 | &nbsp;&nbsp;04-25-35 | 3242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3588301 |
| Credit Agricole SA (B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-14-30 | 7443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7155607 |
| Credit Agricole SA (5.862% to 1-9-35, then Overnight SOFR + 1.740%) (B) | &nbsp;&nbsp;5.862 | &nbsp;&nbsp;01-09-36 | 4197000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4460909 |
| Danske Bank A/S (5.019% to 3-4-30, then 1 Year CMT + 0.930%) (B) | &nbsp;&nbsp;5.019 | &nbsp;&nbsp;03-04-31 | 4016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4128685 |
| Fifth Third Bancorp (4.772% to 7-28-29, then SOFR Compounded Index + 2.127%) | &nbsp;&nbsp;4.772 | &nbsp;&nbsp;07-28-30 | 1648000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1675612 |
| Fifth Third Bancorp (5.631% to 1-29-31, then Overnight SOFR + 1.840%) | &nbsp;&nbsp;5.631 | &nbsp;&nbsp;01-29-32 | 3277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456685 |
| Fifth Third Financial Corp. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) | &nbsp;&nbsp;5.982 | &nbsp;&nbsp;01-30-30 | 2089000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2189721 |
| First Citizens BancShares, Inc. (4.869% to 3-3-31, then Overnight SOFR + 1.487%) | &nbsp;&nbsp;4.869 | &nbsp;&nbsp;03-03-32 | 6258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6240583 |
| First Citizens BancShares, Inc. (5.231% to 3-12-30, then Overnight SOFR + 1.410%) | &nbsp;&nbsp;5.231 | &nbsp;&nbsp;03-12-31 | 3959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4031701 |
| First Citizens BancShares, Inc. (5.600% to 9-5-30, then 5 Year CMT + 1.850%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-05-35 | 3886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3902385 |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | &nbsp;&nbsp;5.514 | &nbsp;&nbsp;03-07-31 | 2381000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2465097 |
| Huntington Bancshares, Inc. (5.272% to 1-15-30, then Overnight SOFR + 1.276%) | &nbsp;&nbsp;5.272 | &nbsp;&nbsp;01-15-31 | 2419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504138 |
| Huntington Bancshares, Inc. (6.141% to 11-18-34, then 5 Year CMT + 1.700%) | &nbsp;&nbsp;6.141 | &nbsp;&nbsp;11-18-39 | 1230000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291677 |
| Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) | &nbsp;&nbsp;6.208 | &nbsp;&nbsp;08-21-29 | 2098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2203389 |
| ING Groep NV (5.335% to 3-19-29, then Overnight SOFR + 1.440%) | &nbsp;&nbsp;5.335 | &nbsp;&nbsp;03-19-30 | 2158000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235572 |
| ING Groep NV (6.114% to 9-11-33, then Overnight SOFR + 2.090%) | &nbsp;&nbsp;6.114 | &nbsp;&nbsp;09-11-34 | 1857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2023011 |
| JPMorgan Chase & Co. (4.347% to 1-22-31, then Overnight SOFR + 0.840%) | &nbsp;&nbsp;4.347 | &nbsp;&nbsp;01-22-32 | 2496000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2508816 |
| JPMorgan Chase & Co. (4.603% to 10-22-29, then Overnight SOFR + 1.040%) | &nbsp;&nbsp;4.603 | &nbsp;&nbsp;10-22-30 | 4656000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4742068 |
| JPMorgan Chase & Co. (4.995% to 7-22-29, then Overnight SOFR + 1.125%) | &nbsp;&nbsp;4.995 | &nbsp;&nbsp;07-22-30 | 3714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3825901 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 9

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| JPMorgan Chase & Co. (5.294% to 7-22-34, then Overnight SOFR + 1.460%) | &nbsp;&nbsp;5.294 | &nbsp;&nbsp;07-22-35 | 5917000 | $6144376 |
| JPMorgan Chase & Co. (5.576% to 7-23-35, then Overnight SOFR + 1.635%) | &nbsp;&nbsp;5.576 | &nbsp;&nbsp;07-23-36 | 10256000 | 10666202 |
| JPMorgan Chase & Co. (5.581% to 4-22-29, then Overnight SOFR + 1.160%) | &nbsp;&nbsp;5.581 | &nbsp;&nbsp;04-22-30 | 2526000 | &nbsp;&nbsp;&nbsp;2638178 |
| KeyBank NA | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-26-33 | 4697000 | &nbsp;&nbsp;&nbsp;4752577 |
| KeyCorp (5.121% to 4-4-30, then SOFR Compounded Index + 1.227%) | &nbsp;&nbsp;5.121 | &nbsp;&nbsp;04-04-31 | 1880000 | &nbsp;&nbsp;&nbsp;1928619 |
| KeyCorp (5.305% to 1-28-36, then Overnight SOFR + 1.367%) | &nbsp;&nbsp;5.305 | &nbsp;&nbsp;01-28-37 | 1572000 | &nbsp;&nbsp;&nbsp;1585913 |
| KeyCorp (6.401% to 3-6-34, then SOFR Compounded Index + 2.420%) | &nbsp;&nbsp;6.401 | &nbsp;&nbsp;03-06-35 | 1496000 | &nbsp;&nbsp;&nbsp;1631463 |
| Lloyds Banking Group PLC (6.068% to 6-13-35, then 1 Year CMT + 1.600%) | &nbsp;&nbsp;6.068 | &nbsp;&nbsp;06-13-36 | 2457000 | &nbsp;&nbsp;&nbsp;2582954 |
| Lloyds Banking Group PLC (6.625% to 9-27-35, then 5 Year CMT + 2.681%) (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-27-35 | 2875000 | &nbsp;&nbsp;&nbsp;2863938 |
| Lloyds Banking Group PLC (6.750% to 9-27-31, then 5 Year CMT + 3.150%) (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-27-31 | 1740000 | &nbsp;&nbsp;&nbsp;1803073 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (C) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 2668000 | &nbsp;&nbsp;&nbsp;2670577 |
| M&T Bank Corp. (5.179% to 7-8-30, then Overnight SOFR + 1.400%) | &nbsp;&nbsp;5.179 | &nbsp;&nbsp;07-08-31 | 2004000 | &nbsp;&nbsp;&nbsp;2069596 |
| M&T Bank Corp. (5.385% to 1-16-35, then Overnight SOFR + 1.610%) | &nbsp;&nbsp;5.385 | &nbsp;&nbsp;01-16-36 | 3163000 | &nbsp;&nbsp;&nbsp;3252168 |
| M&T Bank Corp. (5.400% to 7-30-30, then 5 Year CMT + 1.430%) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;07-30-35 | 3743000 | &nbsp;&nbsp;&nbsp;3796655 |
| NatWest Group PLC (7.300% to 5-19-35, then 5 Year CMT + 2.937%) (C) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-19-34 | 3763000 | &nbsp;&nbsp;&nbsp;3994902 |
| NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (C) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-10-33 | 5329000 | &nbsp;&nbsp;&nbsp;6009950 |
| Nordea Bank ABP (6.300% to 3-25-32, then 5 Year CMT + 2.660%) (B)(C)(D) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;09-25-31 | 6414000 | &nbsp;&nbsp;&nbsp;6583387 |
| Old National Bancorp (5.768% to 2-15-31, then 3 month CME Term SOFR + 2.200%) | &nbsp;&nbsp;5.768 | &nbsp;&nbsp;02-15-36 | 1516000 | &nbsp;&nbsp;&nbsp;1536842 |
| Pinnacle Bank (5.957% to 1-15-31, then 5 Year CMT + 2.300%) | &nbsp;&nbsp;5.957 | &nbsp;&nbsp;01-15-36 | 1364000 | &nbsp;&nbsp;&nbsp;1386523 |
| Regions Financial Corp. (5.502% to 9-6-34, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;09-06-35 | 7874000 | &nbsp;&nbsp;&nbsp;8161432 |
| Regions Financial Corp. (5.722% to 6-6-29, then Overnight SOFR + 1.490%) | &nbsp;&nbsp;5.722 | &nbsp;&nbsp;06-06-30 | 1698000 | &nbsp;&nbsp;&nbsp;1778890 |
| Royal Bank of Canada (6.500% to 11-24-35, then 5 Year CMT + 2.462%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-24-85 | 5989000 | &nbsp;&nbsp;&nbsp;5984279 |
| Simmons First National Corp. (6.250% to 10-1-30, then 3 month CME Term SOFR + 3.020%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-35 | 3635000 | &nbsp;&nbsp;&nbsp;3690843 |
| The PNC Financial Services Group, Inc. (4.812% to 10-21-31, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;10-21-32 | 4079000 | &nbsp;&nbsp;&nbsp;4170587 |
| The PNC Financial Services Group, Inc. (5.575% to 1-29-35, then Overnight SOFR + 1.394%) | &nbsp;&nbsp;5.575 | &nbsp;&nbsp;01-29-36 | 2732000 | &nbsp;&nbsp;&nbsp;2875348 |
| The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) | &nbsp;&nbsp;5.939 | &nbsp;&nbsp;08-18-34 | 2621000 | &nbsp;&nbsp;&nbsp;2831861 |
| The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-30 | 2477000 | &nbsp;&nbsp;&nbsp;2568825 |
| Truist Financial Corp. (5.153% to 8-5-31, then Overnight SOFR + 1.571%) | &nbsp;&nbsp;5.153 | &nbsp;&nbsp;08-05-32 | 3999000 | &nbsp;&nbsp;&nbsp;4153736 |
| Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | &nbsp;&nbsp;5.867 | &nbsp;&nbsp;06-08-34 | 8634000 | &nbsp;&nbsp;&nbsp;9237065 |
| Truist Financial Corp. (6.123% to 10-28-32, then Overnight SOFR + 2.300%) | &nbsp;&nbsp;6.123 | &nbsp;&nbsp;10-28-33 | 2760000 | &nbsp;&nbsp;&nbsp;2995305 |
| U.S. Bancorp (4.839% to 2-1-33, then Overnight SOFR + 1.600%) | &nbsp;&nbsp;4.839 | &nbsp;&nbsp;02-01-34 | 4364000 | &nbsp;&nbsp;&nbsp;4428313 |
| U.S. Bancorp (5.083% to 5-15-30, then Overnight SOFR + 1.296%) | &nbsp;&nbsp;5.083 | &nbsp;&nbsp;05-15-31 | 2859000 | &nbsp;&nbsp;&nbsp;2957635 |
| U.S. Bancorp (5.384% to 1-23-29, then Overnight SOFR + 1.560%) | &nbsp;&nbsp;5.384 | &nbsp;&nbsp;01-23-30 | 2164000 | &nbsp;&nbsp;&nbsp;2244845 |
| U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) | &nbsp;&nbsp;5.836 | &nbsp;&nbsp;06-12-34 | 4460000 | &nbsp;&nbsp;&nbsp;4790322 |
| Webster Financial Corp. (5.784% to 9-11-30, then 5 Year CMT + 2.125%) | &nbsp;&nbsp;5.784 | &nbsp;&nbsp;09-11-35 | 1483000 | &nbsp;&nbsp;&nbsp;1526025 |
| Wells Fargo & Company (3.350% to 3-2-32, then Overnight SOFR + 1.500%) | &nbsp;&nbsp;3.350 | &nbsp;&nbsp;03-02-33 | 12896000 | 12110198 |
| Wells Fargo & Company (5.211% to 12-3-34, then Overnight SOFR + 1.380%) | &nbsp;&nbsp;5.211 | &nbsp;&nbsp;12-03-35 | 3505000 | &nbsp;&nbsp;&nbsp;3598951 |
| Wells Fargo & Company (5.244% to 1-24-30, then Overnight SOFR + 1.110%) | &nbsp;&nbsp;5.244 | &nbsp;&nbsp;01-24-31 | 2425000 | &nbsp;&nbsp;&nbsp;2515863 |
| Wells Fargo & Company (6.491% to 10-23-33, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;6.491 | &nbsp;&nbsp;10-23-34 | 5583000 | &nbsp;&nbsp;&nbsp;6199346 |
| **Capital markets 2.5%** | **Capital markets 2.5%** | **Capital markets 2.5%** |  |  |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;01-15-31 | 3886000 | &nbsp;&nbsp;&nbsp;3764437 |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;09-09-28 | 1341000 | &nbsp;&nbsp;&nbsp;1340927 |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-15-30 | 2648000 | &nbsp;&nbsp;&nbsp;2617178 |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 193000 | &nbsp;&nbsp;&nbsp;&nbsp;194517 |
| Ares Strategic Income Fund (B) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;09-09-30 | 3478000 | &nbsp;&nbsp;&nbsp;3454298 |
| Ares Strategic Income Fund | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;03-21-32 | 2241000 | &nbsp;&nbsp;&nbsp;2251239 |
| Ares Strategic Income Fund | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08-15-29 | 655000 | &nbsp;&nbsp;&nbsp;&nbsp;668179 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;09-10-30 | 3126000 | &nbsp;&nbsp;&nbsp;3020870 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-30 | 2752000 | &nbsp;&nbsp;&nbsp;2693882 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-16-29 | 1911000 | &nbsp;&nbsp;&nbsp;1925617 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-27-28 | 1810000 | &nbsp;&nbsp;&nbsp;1892718 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 3323000 | &nbsp;&nbsp;&nbsp;3291642 |
| Cantor Fitzgerald LP (B) | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;12-12-28 | 7117000 | &nbsp;&nbsp;&nbsp;7556580 |
| Deutsche Bank AG (4.469% to 12-10-30, then Overnight SOFR + 1.100%) | &nbsp;&nbsp;4.469 | &nbsp;&nbsp;12-10-31 | 1295000 | &nbsp;&nbsp;&nbsp;1302425 |
| Deutsche Bank AG (4.725% to 2-6-31, then Overnight SOFR + 1.135%) (D) | &nbsp;&nbsp;4.725 | &nbsp;&nbsp;02-06-32 | 3206000 | &nbsp;&nbsp;&nbsp;3233396 |

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10 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| Deutsche Bank AG (4.950% to 8-4-30, then Overnight SOFR + 1.300%) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;08-04-31 | 3219000 | $3278454 |
| Deutsche Bank AG (5.297% to 5-9-30, then Overnight SOFR + 1.720%) | &nbsp;&nbsp;5.297 | &nbsp;&nbsp;05-09-31 | 2691000 | &nbsp;&nbsp;&nbsp;2778870 |
| Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) | &nbsp;&nbsp;6.819 | &nbsp;&nbsp;11-20-29 | 1054000 | &nbsp;&nbsp;&nbsp;1122515 |
| HPS Corporate Lending Fund (B) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;04-02-29 | 1224000 | &nbsp;&nbsp;&nbsp;1214380 |
| HPS Corporate Lending Fund (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-30 | 1083000 | &nbsp;&nbsp;&nbsp;1064222 |
| HPS Corporate Lending Fund | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-14-32 | 660000 | &nbsp;&nbsp;&nbsp;&nbsp;658913 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-15-33 | 2059000 | &nbsp;&nbsp;&nbsp;2085989 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-34 | 3391000 | &nbsp;&nbsp;&nbsp;3546288 |
| Lazard Group LLC | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 2680000 | &nbsp;&nbsp;&nbsp;2685818 |
| Lazard Group LLC | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;03-15-31 | 2512000 | &nbsp;&nbsp;&nbsp;2682818 |
| Macquarie Bank, Ltd. (B) | &nbsp;&nbsp;3.624 | &nbsp;&nbsp;06-03-30 | 3670000 | &nbsp;&nbsp;&nbsp;3557377 |
| Morgan Stanley (2.239% to 7-21-31, then Overnight SOFR + 1.178%) | &nbsp;&nbsp;2.239 | &nbsp;&nbsp;07-21-32 | 2065000 | &nbsp;&nbsp;&nbsp;1851678 |
| Morgan Stanley (2.484% to 9-16-31, then Overnight SOFR + 1.360%) | &nbsp;&nbsp;2.484 | &nbsp;&nbsp;09-16-36 | 6794000 | &nbsp;&nbsp;&nbsp;6015052 |
| Morgan Stanley (5.320% to 7-19-34, then Overnight SOFR + 1.555%) | &nbsp;&nbsp;5.320 | &nbsp;&nbsp;07-19-35 | 5450000 | &nbsp;&nbsp;&nbsp;5643204 |
| Morgan Stanley Private Bank NA (4.465% to 11-19-30, then Overnight SOFR + 1.020%) | &nbsp;&nbsp;4.465 | &nbsp;&nbsp;11-19-31 | 1748000 | &nbsp;&nbsp;&nbsp;1758759 |
| S&P Global, Inc. | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;03-01-32 | 2059000 | &nbsp;&nbsp;&nbsp;1915099 |
| Sixth Street Lending Partners | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | 1071000 | &nbsp;&nbsp;&nbsp;1075361 |
| Sixth Street Lending Partners | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-15-30 | 985000 | &nbsp;&nbsp;&nbsp;&nbsp;997276 |
| The Bank of New York Mellon Corp. (4.942% to 2-11-30, then Overnight SOFR + 0.887%) | &nbsp;&nbsp;4.942 | &nbsp;&nbsp;02-11-31 | 2400000 | &nbsp;&nbsp;&nbsp;2476224 |
| The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then Overnight SOFR + 1.281%) | &nbsp;&nbsp;2.615 | &nbsp;&nbsp;04-22-32 | 11654000 | 10702917 |
| UBS Group AG (5.428% to 2-8-29, then 1 Year CMT + 1.520%) (B) | &nbsp;&nbsp;5.428 | &nbsp;&nbsp;02-08-30 | 2695000 | &nbsp;&nbsp;&nbsp;2793371 |
| UBS Group AG (6.301% to 9-22-33, then 1 Year CMT + 2.000%) (B) | &nbsp;&nbsp;6.301 | &nbsp;&nbsp;09-22-34 | 2649000 | &nbsp;&nbsp;&nbsp;2905351 |
| UBS Group AG (6.625% to 7-8-31, then 5 Year SOFR ICE Swap Rate + 3.240%) (B)(C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-08-31 | 3513000 | &nbsp;&nbsp;&nbsp;3519618 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (B)(C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 | 2096000 | &nbsp;&nbsp;&nbsp;2141466 |
| UBS Group AG (7.125% to 2-10-35, then 5 Year SOFR ICE Swap Rate + 3.179%) (B)(C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-10-34 | 2777000 | &nbsp;&nbsp;&nbsp;2845073 |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (B)(C) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-33 | 2820000 | &nbsp;&nbsp;&nbsp;3297970 |
| **Consumer finance 0.4%** | **Consumer finance 0.4%** | **Consumer finance 0.4%** |  |  |
| Ally Financial, Inc. (5.548% to 7-31-32, then Overnight SOFR + 1.780%) | &nbsp;&nbsp;5.548 | &nbsp;&nbsp;07-31-33 | 4111000 | &nbsp;&nbsp;&nbsp;4147671 |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 1932000 | &nbsp;&nbsp;&nbsp;1983676 |
| Ally Financial, Inc. (6.184% to 7-26-34, then Overnight SOFR + 2.290%) | &nbsp;&nbsp;6.184 | &nbsp;&nbsp;07-26-35 | 2939000 | &nbsp;&nbsp;&nbsp;3033716 |
| Ally Financial, Inc. | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-31 | 3721000 | &nbsp;&nbsp;&nbsp;4222951 |
| Capital One Financial Corp. | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;11-29-32 | 5028000 | &nbsp;&nbsp;&nbsp;5586422 |
| **Financial services 0.6%** | **Financial services 0.6%** | **Financial services 0.6%** |  |  |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;07-29-31 | 2961000 | &nbsp;&nbsp;&nbsp;3056999 |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 919000 | &nbsp;&nbsp;&nbsp;&nbsp;955417 |
| Atlas Warehouse Lending Company LP (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-33 | 1234000 | &nbsp;&nbsp;&nbsp;1226502 |
| Atlas Warehouse Lending Company LP (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-30 | 2330000 | &nbsp;&nbsp;&nbsp;2441641 |
| Citadel Finance LLC (B) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;02-10-30 | 2245000 | &nbsp;&nbsp;&nbsp;2303352 |
| Enact Holdings, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-28-29 | 4556000 | &nbsp;&nbsp;&nbsp;4781025 |
| National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-32 | 512000 | &nbsp;&nbsp;&nbsp;&nbsp;615107 |
| NMI Holdings, Inc. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-29 | 3866000 | &nbsp;&nbsp;&nbsp;4009197 |
| Radian Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-15-29 | 5833000 | &nbsp;&nbsp;&nbsp;6123733 |
| **Insurance 1.2%** | **Insurance 1.2%** | **Insurance 1.2%** |  |  |
| American National Global Funding (B) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-23-31 | 6899000 | &nbsp;&nbsp;&nbsp;6895872 |
| Athene Global Funding (B) | &nbsp;&nbsp;4.721 | &nbsp;&nbsp;10-08-29 | 2399000 | &nbsp;&nbsp;&nbsp;2400274 |
| Athene Global Funding (B) | &nbsp;&nbsp;5.322 | &nbsp;&nbsp;11-13-31 | 2807000 | &nbsp;&nbsp;&nbsp;2848976 |
| Athene Holding, Ltd. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;01-15-31 | 7932000 | &nbsp;&nbsp;&nbsp;7486219 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 | 1632000 | &nbsp;&nbsp;&nbsp;1568496 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 5156000 | &nbsp;&nbsp;&nbsp;5234745 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;06-15-34 | 4742000 | &nbsp;&nbsp;&nbsp;4943897 |
| CNO Global Funding (B) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-11-30 | 1590000 | &nbsp;&nbsp;&nbsp;1593245 |
| GA Global Funding Trust (B) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-18-30 | 4594000 | &nbsp;&nbsp;&nbsp;4520004 |
| GA Global Funding Trust (B) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;12-09-31 | 2754000 | &nbsp;&nbsp;&nbsp;2779712 |
| MassMutual Global Funding II (B) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;09-17-31 | 2868000 | &nbsp;&nbsp;&nbsp;2867355 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 3398000 | &nbsp;&nbsp;&nbsp;3555297 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 11

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |  |  |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 | 1665000 | &nbsp;&nbsp;&nbsp;&nbsp;$1723651 |
| Teachers Insurance & Annuity Association of America (B) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 5488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4599297 |
| **Health care 2.2%** | **Health care 2.2%** | **Health care 2.2%** |  | &nbsp;&nbsp;**96761461** |
| **Biotechnology 0.7%** | **Biotechnology 0.7%** | **Biotechnology 0.7%** |  |  |
| AbbVie, Inc. (A) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;03-15-33 | 3941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3957531 |
| AbbVie, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-34 | 6813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7073064 |
| Amgen, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-33 | 13181000 | &nbsp;&nbsp;&nbsp;&nbsp;13801491 |
| Amgen, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-02-53 | 5208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198721 |
| **Health care equipment and supplies 0.4%** | **Health care equipment and supplies 0.4%** | **Health care equipment and supplies 0.4%** |  |  |
| Abbott Laboratories (A) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;03-15-33 | 11321000 | &nbsp;&nbsp;&nbsp;&nbsp;11309725 |
| Medtronic Global Holdings SCA | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-30-33 | 2060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081260 |
| Solventum Corp. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-13-31 | 5617000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5892016 |
| **Health care providers and services 0.6%** | **Health care providers and services 0.6%** | **Health care providers and services 0.6%** |  |  |
| Cencora, Inc. | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;05-15-30 | 3094000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2939108 |
| CVS Health Corp. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-15-32 | 1915000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964758 |
| Fresenius Medical Care US Finance III, Inc. (B) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;02-16-31 | 6941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271224 |
| Fresenius Medical Care US Finance III, Inc. (B) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-15-29 | 3740000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687890 |
| HCA, Inc. | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;11-15-30 | 1287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289467 |
| HCA, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 1979000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1982219 |
| HCA, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;04-01-31 | 3723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3898692 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-15-55 | 2268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348745 |
| Universal Health Services, Inc. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 4008000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3689200 |
| **Life sciences tools and services 0.1%** | **Life sciences tools and services 0.1%** | **Life sciences tools and services 0.1%** |  |  |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;4.473 | &nbsp;&nbsp;10-07-32 | 2066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2089356 |
| **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** |  |  |
| IQVIA, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-29 | 2211000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323834 |
| Merck & Company, Inc. | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;12-04-32 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2086781 |
| Pfizer Investment Enterprises Pte, Ltd. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-19-33 | 6107000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6233976 |
| Roche Holdings, Inc. (B) | &nbsp;&nbsp;5.489 | &nbsp;&nbsp;11-13-30 | 4296000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4571300 |
| Royalty Pharma PLC | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;09-02-29 | 2003000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071103 |
| **Industrials 2.5%** | **Industrials 2.5%** | **Industrials 2.5%** |  | **113610088** |
| **Aerospace and defense 0.6%** | **Aerospace and defense 0.6%** | **Aerospace and defense 0.6%** |  |  |
| BAE Systems PLC (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-26-31 | 1063000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113641 |
| DAE Funding LLC (B) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;03-20-28 | 4708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4598360 |
| DAE Funding LLC (B) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-15-33 | 5028000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4998109 |
| Lockheed Martin Corp. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-33 | 3067000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264719 |
| The Boeing Company | &nbsp;&nbsp;6.528 | &nbsp;&nbsp;05-01-34 | 11292000 | &nbsp;&nbsp;&nbsp;&nbsp;12660329 |
| **Commercial services and supplies 0.0%** | **Commercial services and supplies 0.0%** | **Commercial services and supplies 0.0%** |  |  |
| Waste Management, Inc. | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;04-15-32 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2063339 |
| **Construction and engineering 0.1%** | **Construction and engineering 0.1%** | **Construction and engineering 0.1%** |  |  |
| CIMIC Finance USA Pty, Ltd. (B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-25-34 | 3533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3889689 |
| **Electrical equipment 0.1%** | **Electrical equipment 0.1%** | **Electrical equipment 0.1%** |  |  |
| Tyco Electronics Group SA | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-09-31 | 2442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485268 |
| **Ground transportation 0.0%** | **Ground transportation 0.0%** | **Ground transportation 0.0%** |  |  |
| Union Pacific Corp. | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;02-14-32 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1916353 |
| **Industrial conglomerates 0.0%** | **Industrial conglomerates 0.0%** | **Industrial conglomerates 0.0%** |  |  |
| Honeywell International, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-33 | 2063000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152069 |
| **Machinery 0.1%** | **Machinery 0.1%** | **Machinery 0.1%** |  |  |
| Weir Group, Inc. (B) | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;05-06-30 | 2622000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714630 |
| **Passenger airlines 1.3%** | **Passenger airlines 1.3%** | **Passenger airlines 1.3%** |  |  |
| Air Canada 2015-2 Class AA Pass Through Trust (B) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-15-27 | 1477754 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460138 |
| American Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 3678190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644057 |

---

12 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Passenger airlines (continued)** | **Passenger airlines (continued)** | **Passenger airlines (continued)** |  |  |
| American Airlines 2017-1 Class A Pass Through Trust | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 1944823 | &nbsp;&nbsp;&nbsp;&nbsp;$1894659 |
| American Airlines 2017-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 1881830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859599 |
| American Airlines 2017-2 Class A Pass Through Trust | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 1854720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773148 |
| American Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 3379539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3159142 |
| American Airlines 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 3130002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2995173 |
| American Airlines 2021-1 Class A Pass Through Trust | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 5619622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5181285 |
| American Airlines 2021-1 Class B Pass Through Trust | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 870635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845905 |
| American Airlines 2025-1 Class A Pass Through Trust | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;05-11-38 | 3712000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3724802 |
| American Airlines 2025-1 Class B Pass Through Trust | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-11-34 | 1298000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329099 |
| British Airways 2018-1 Class A Pass Through Trust (B) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 960502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;939182 |
| JetBlue 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 4319544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3917635 |
| JetBlue 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-32 | 1371870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325136 |
| United Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 4344657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4249872 |
| United Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 1175618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1153616 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 3407469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3489367 |
| United Airlines 2023-1 Class A Pass Through Trust | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-36 | 5875372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6234052 |
| United Airlines 2024-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-15-37 | 3038197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3142915 |
| United Airlines 2024-1 Class AA Pass Through Trust | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;02-15-37 | 3852956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4029078 |
| **Trading companies and distributors 0.3%** | **Trading companies and distributors 0.3%** | **Trading companies and distributors 0.3%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;01-30-32 | 10117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9454342 |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-31-56 | 2084000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160443 |
| Ashtead Capital, Inc. (B) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-30-33 | 3623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3790937 |
| **Information technology 2.7%** | **Information technology 2.7%** | **Information technology 2.7%** |  | **121376267** |
| **Communications equipment 0.2%** | **Communications equipment 0.2%** | **Communications equipment 0.2%** |  |  |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;11-15-30 | 5618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5168716 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-24-31 | 5481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5082422 |
| **Electronic equipment, instruments and components 0.3%** | **Electronic equipment, instruments and components 0.3%** | **Electronic equipment, instruments and components 0.3%** |  |  |
| Amphenol Corp. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;02-15-33 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064067 |
| Jabil, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-33 | 1876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1869138 |
| TD SYNNEX Corp. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;08-09-31 | 2283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2066833 |
| TD SYNNEX Corp. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;10-10-35 | 3958000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3945934 |
| TD SYNNEX Corp. | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;04-12-34 | 1821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930193 |
| **Semiconductors and semiconductor equipment 1.3%** | **Semiconductors and semiconductor equipment 1.3%** | **Semiconductors and semiconductor equipment 1.3%** |  |  |
| Broadcom, Inc. | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 9477000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8876616 |
| Broadcom, Inc. | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;02-15-32 | 1623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1644920 |
| Broadcom, Inc. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;02-15-36 | 3904000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3913638 |
| Broadcom, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;07-15-32 | 5719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5890406 |
| Foundry JV Holdco LLC (B) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;01-25-36 | 4892000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222852 |
| Foundry JV Holdco LLC (B) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-25-35 | 6849000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7374213 |
| KLA Corp. | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;07-15-32 | 2066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118789 |
| Marvell Technology, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;09-15-33 | 5468000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5874434 |
| Micron Technology, Inc. | &nbsp;&nbsp;2.703 | &nbsp;&nbsp;04-15-32 | 2788000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2548893 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-31 | 3067000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3221245 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-01-32 | 3192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3402367 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-35 | 2634000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2820775 |
| Qorvo, Inc. (B) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 2494000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298527 |
| Qorvo, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-29 | 2223000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188256 |
| **Software 0.4%** | **Software 0.4%** | **Software 0.4%** |  |  |
| Oracle Corp. | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;09-27-34 | 2857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2684891 |
| Oracle Corp. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-26-32 | 2449000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392980 |
| Oracle Corp. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-03-32 | 2718000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2728557 |
| Oracle Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;02-06-53 | 6095000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5068583 |
| Oracle Corp. | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;02-04-36 | 3091000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3092731 |
| VMware LLC | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;05-15-30 | 4267000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4362547 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 13

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |  |
| **Technology hardware, storage and peripherals 0.5%** | **Technology hardware, storage and peripherals 0.5%** | **Technology hardware, storage and peripherals 0.5%** |  |  |
| CDW LLC | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-30 | 1295000 | &nbsp;&nbsp;&nbsp;&nbsp;$1315174 |
| Dell International LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-31 | 5141000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5165962 |
| Dell International LLC | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-06-32 | 4228000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267551 |
| Dell International LLC | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;04-01-32 | 3733000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3876921 |
| Dell International LLC | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-15-34 | 6662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6897136 |
| **Materials 0.2%** | **Materials 0.2%** | **Materials 0.2%** |  | &nbsp;&nbsp;**10954352** |
| **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** |  |  |
| Cemex SAB de CV (B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 3857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698679 |
| JH North America Holdings, Inc. (B) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-31 | 774000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790495 |
| JH North America Holdings, Inc. (B) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-31-32 | 1161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191597 |
| **Metals and mining 0.1%** | **Metals and mining 0.1%** | **Metals and mining 0.1%** |  |  |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-14-34 | 2994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3132571 |
| Rio Tinto Finance USA PLC | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-14-32 | 2060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141010 |
| **Real estate 1.2%** | **Real estate 1.2%** | **Real estate 1.2%** |  | &nbsp;&nbsp;**54820572** |
| **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** |  |  |
| Host Hotels & Resorts LP | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-15-28 | 2926000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2938849 |
| **Industrial REITs 0.3%** | **Industrial REITs 0.3%** | **Industrial REITs 0.3%** |  |  |
| FIBRA Prologis (B) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-26-35 | 2049000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2076662 |
| Prologis Targeted U.S. Logistics Fund LP (B) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-31 | 1515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517281 |
| Prologis Targeted U.S. Logistics Fund LP (B) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-33 | 3989000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3981137 |
| Prologis Targeted U.S. Logistics Fund LP (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-35 | 4821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4971158 |
| **Real estate management and development 0.1%** | **Real estate management and development 0.1%** | **Real estate management and development 0.1%** |  |  |
| CoStar Group, Inc. (B) | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;07-15-30 | 5128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4713864 |
| **Residential REITs 0.1%** | **Residential REITs 0.1%** | **Residential REITs 0.1%** |  |  |
| American Homes 4 Rent LP | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;06-15-30 | 3663000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737818 |
| **Retail REITs 0.1%** | **Retail REITs 0.1%** | **Retail REITs 0.1%** |  |  |
| Regency Centers LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-33 | 2154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154749 |
| Regency Centers LP | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 4263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4394039 |
| **Specialized REITs 0.5%** | **Specialized REITs 0.5%** | **Specialized REITs 0.5%** |  |  |
| American Tower Corp. | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-15-32 | 3051000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086105 |
| American Tower Corp. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;02-15-29 | 3555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3670798 |
| American Tower Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;07-15-33 | 2844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003142 |
| American Tower Corp. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-15-33 | 2844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022297 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-15-31 | 4380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459447 |
| VICI Properties LP | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 6993000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7093226 |
| **Utilities 3.3%** | **Utilities 3.3%** | **Utilities 3.3%** |  | **148165086** |
| **Electric utilities 1.8%** | **Electric utilities 1.8%** | **Electric utilities 1.8%** |  |  |
| American Electric Power Company, Inc. | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-33 | 930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986521 |
| American Electric Power Company, Inc. (5.800% to 3-15-31, then 5 Year CMT + 2.128%) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-15-56 | 2078000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088105 |
| American Electric Power Company, Inc. (6.050% to 3-15-36, then 5 Year CMT + 1.940%) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;03-15-56 | 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993480 |
| Atlantica Transmision Sur SA (B) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 720725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773856 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;01-15-31 | 1965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978424 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-53 | 2185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410886 |
| Duke Energy Carolinas LLC | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-15-33 | 3739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875862 |
| Duke Energy Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-33 | 3365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595356 |
| Electricite de France SA (B) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;04-22-29 | 5459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5718973 |
| Entergy Corp. (5.875% to 6-15-31, then 5 Year CMT + 2.179%) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-56 | 4167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4187039 |
| Entergy Corp. (6.100% to 6-15-36, then 5 Year CMT + 2.013%) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;06-15-56 | 2083000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100266 |
| Eversource Energy | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-33 | 3940000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026172 |
| Exelon Corp. | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;04-15-30 | 4765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4750755 |
| Exelon Corp. | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-15-31 | 1558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1623381 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 | 923000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965940 |

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14 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |
| Georgia Power Company | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-17-33 | 2059000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2126357 |
| Israel Electric Corp., Ltd. (B) | &nbsp;&nbsp;5.633 | &nbsp;&nbsp;01-28-38 | 1281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301160 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;2.440 | &nbsp;&nbsp;01-15-32 | 2672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410328 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 | 2544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642417 |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 | 774000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820538 |
| NRG Energy, Inc. (B) | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 2571000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573051 |
| NRG Energy, Inc. (B) | &nbsp;&nbsp;5.407 | &nbsp;&nbsp;10-15-35 | 3810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3850634 |
| NRG Energy, Inc. (B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-33 | 6231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6934191 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;05-15-34 | 3124000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3296077 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (B) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-03-31 | 2042000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040888 |
| The Southern Company | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-34 | 2713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885673 |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 | 3836000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4013296 |
| Xcel Energy, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;06-01-32 | 5077000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5114748 |
| **Independent power and renewable electricity producers 0.6%** | **Independent power and renewable electricity producers 0.6%** | **Independent power and renewable electricity producers 0.6%** |  |  |
| Capital Power US Holdings, Inc. (B) | &nbsp;&nbsp;5.257 | &nbsp;&nbsp;06-01-28 | 1583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1615421 |
| Capital Power US Holdings, Inc. (B) | &nbsp;&nbsp;6.189 | &nbsp;&nbsp;06-01-35 | 2676000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823273 |
| Indianapolis Power & Light Company (B) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;12-01-32 | 5965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6331956 |
| Vistra Operations Company LLC (B) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 6774000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6777369 |
| Vistra Operations Company LLC (B) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-31-31 | 1564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1572948 |
| Vistra Operations Company LLC (B) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-34 | 4975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5274087 |
| Vistra Operations Company LLC (B) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;10-15-33 | 3445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3862007 |
| **Multi-utilities 0.9%** | **Multi-utilities 0.9%** | **Multi-utilities 0.9%** |  |  |
| CenterPoint Energy, Inc. (5.950% to 4-1-31, then 5 Year CMT + 2.223%) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-01-56 | 2473000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2496897 |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 | 3761000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3996642 |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-55 | 1664000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1748882 |
| Dominion Energy, Inc. (6.000% to 2-15-31, then 5 Year CMT + 2.262%) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-15-56 | 3329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3378113 |
| Dominion Energy, Inc. (6.200% to 2-15-36, then 5 Year CMT + 2.006%) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;02-15-56 | 4114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4188287 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 | 2946000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084771 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 | 1731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879141 |
| National Grid PLC | &nbsp;&nbsp;5.809 | &nbsp;&nbsp;06-12-33 | 5668000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6063511 |
| NiSource, Inc. | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;05-01-30 | 1322000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1296789 |
| NiSource, Inc. (5.750% to 7-15-31, then 5 Year CMT + 2.035%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-56 | 3317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3337512 |
| Sempra | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-01-33 | 2676000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822718 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 | 3375000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3443303 |
| WEC Energy Group, Inc. (5.625% to 5-15-31, then 5 Year CMT + 1.905%) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-15-56 | 2074000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2087085 |
| **Municipal bonds 0.3%** |  |  |  | &nbsp;&nbsp;&nbsp;**$13832982** |
| (Cost $18,176,899) |  |  |  |  |
| Foothill-Eastern Transportation Corridor Agency (California) | &nbsp;&nbsp;4.094 | &nbsp;&nbsp;01-15-49 | 3379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2888517 |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 1834000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1403265 |
| Maryland Health & Higher Educational Facilities Authority | &nbsp;&nbsp;3.197 | &nbsp;&nbsp;07-01-50 | 5901000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4219135 |
| Ohio Turnpike & Infrastructure Commission | &nbsp;&nbsp;3.216 | &nbsp;&nbsp;02-15-48 | 1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283036 |
| Regents of the University of California Medical Center | &nbsp;&nbsp;3.006 | &nbsp;&nbsp;05-15-50 | 5860000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039029 |
| **Collateralized mortgage obligations 6.8%** | **Collateralized mortgage obligations 6.8%** |  |  | **$304148283** |
| (Cost $327,373,392) |  |  |  |  |
| **Commercial and residential 6.0%** | **Commercial and residential 6.0%** | **Commercial and residential 6.0%** |  | &nbsp;&nbsp;**267332032** |
| A&D Mortgage Trust | A&D Mortgage Trust | A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM4, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;3378952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3399986 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;2899612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904776 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;4187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4186947 |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-R1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354190 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;2003397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745782 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1589502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404404 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;2171183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173625 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5, Class A1 (4.950% to 4-1-28, then 5.950% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-68 | &nbsp;&nbsp;&nbsp;&nbsp;3477100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473638 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 15

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-10, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1288184 | &nbsp;&nbsp;&nbsp;&nbsp;$1292342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1952362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1959193 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-13, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2563713 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;3930725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3931610 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1R, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;769276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;708513 |
| Avenue of Americas | Avenue of Americas | Avenue of Americas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-42 | &nbsp;&nbsp;&nbsp;&nbsp;4629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4739108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class B (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-42 | &nbsp;&nbsp;&nbsp;&nbsp;1231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257651 |
| BAHA Trust | BAHA Trust | BAHA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;5293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525156 |
| BANK5 | BANK5 | BANK5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR18, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;5072000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5269869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR19, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;1715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1794886 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-5YR20, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;1281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1329345 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;4187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4328015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C31, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;1064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C38, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;2019000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-5C40, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;2084000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179131 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V12, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;3363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3543049 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1642624 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C8, Class A3 (E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;1024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074160 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475219 |
| BX Trust | BX Trust | BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-09-41 | &nbsp;&nbsp;&nbsp;&nbsp;1408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353120 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;2199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2205051 |
| BXHPP Trust | BXHPP Trust | BXHPP Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FILM, Class C (1 month CME Term SOFR + 1.214%) (B)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;6514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5667180 |
| Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending | Cantor Commercial Real Estate Lending |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF1, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;3170975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3136964 |
| CENT Trust | CENT Trust | CENT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;1954000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2002714 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-GC46, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;1243596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197632 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;2512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589344 |
| Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. | Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-RP1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145783 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1174586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1009721 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-66 | &nbsp;&nbsp;&nbsp;&nbsp;1601733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1397406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HX1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1346188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184734 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-6, Class A1 (5.529% to 7-1-29, then 6.529% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1361074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376287 |
| COLT Trust | COLT Trust | COLT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-RPL1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;3836730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3356774 |
| Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-CX, Class D (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.683 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-46 | &nbsp;&nbsp;&nbsp;&nbsp;1509000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213924 |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-51 | &nbsp;&nbsp;&nbsp;&nbsp;25394235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195731 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-AFC1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;2539613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186993 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894645 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838768 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743323 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM6, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;2411687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-RPL2, Class A1A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;3324989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2870961 |
| Cross Mortgage Trust | Cross Mortgage Trust | Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H10, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;1492781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H8, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2153528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163081 |

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16 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H9, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2593416 | &nbsp;&nbsp;&nbsp;&nbsp;$2605032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;3794279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3793285 |
| DBJPM Mortgage Trust | DBJPM Mortgage Trust | DBJPM Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C9, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138396 |
| Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust | Deephaven Residential Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1346990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215541 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237347 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1163547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006606 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV5, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;3683819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;2190255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2193942 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;3095750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2653396 |
| GCAT Trust | GCAT Trust | GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680043 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1215794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2319438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328048 |
| GGP Trust | GGP Trust | GGP Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-TY, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-43 | &nbsp;&nbsp;&nbsp;&nbsp;3258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3294339 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149746 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438621 |
| Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-40 | &nbsp;&nbsp;&nbsp;&nbsp;4262000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4443744 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;856165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777393 |
| JP Morgan Mortgage Trust | JP Morgan Mortgage Trust | JP Morgan Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1326757 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328698 |
| MFA Trust | MFA Trust | MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390538 |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM10, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;1820288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830395 |
| Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-ALXA, Class C (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490610 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A1B (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594485 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM1, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;3227771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3291616 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;3169225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3219331 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM6, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2728770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2748304 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM7, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-26-65 | &nbsp;&nbsp;&nbsp;&nbsp;3711516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3726085 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2325872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328047 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1749864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757583 |
| NMLT Trust | NMLT Trust | NMLT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-INV1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;2136950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1912051 |
| NXPT Commercial Mortgage Trust | NXPT Commercial Mortgage Trust | NXPT Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-STOR, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;2166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164061 |
| NYMT Loan Trust | NYMT Loan Trust | NYMT Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CP1, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632822 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;2652389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669359 |
| OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-EXP2, Class A3 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592279 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517880 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;1690273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422872 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;1794354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535123 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM14, Class A1 (5.162% to 7-1-29, then 6.162% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1133854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM18, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM19, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2032284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2038535 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM20, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;2670357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2686998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM21, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1551138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1560261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM23, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;3287406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3302077 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-65 | &nbsp;&nbsp;&nbsp;&nbsp;4603753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4616032 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 17

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;3955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3953375 |
| PRKCM Trust | PRKCM Trust | PRKCM Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-AFC1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;1846067 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845085 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;2737257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2669852 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;4873206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4721044 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;4116247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3963763 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR4, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;2523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2521374 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;2116772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2075307 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;4001000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3954417 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-SFR1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-43 | &nbsp;&nbsp;&nbsp;&nbsp;2265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209516 |
| Provident Funding Mortgage Trust | Provident Funding Mortgage Trust | Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-F1, Class A2 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-36 | &nbsp;&nbsp;&nbsp;&nbsp;1972880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801260 |
| ROCK Trust | ROCK Trust | ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;4594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4754591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;3506000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3702036 |
| SLG Office Trust | SLG Office Trust | SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-OVA, Class C (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;4837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370597 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394937 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;2372042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171868 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6, Class M2 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1292885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283462 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945173 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773318 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;794868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1589334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469064 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.856 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;2711994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2783579 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1604360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633438 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A1A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-64 | &nbsp;&nbsp;&nbsp;&nbsp;1106704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127568 |
| VDCM Commercial Mortgage Trust | VDCM Commercial Mortgage Trust | VDCM Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-AZ, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-13-44 | &nbsp;&nbsp;&nbsp;&nbsp;2036000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080209 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;821129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1260724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144539 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;668633 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;1180189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043777 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;2912997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923898 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;2598555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-2, Class A1 (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;2920000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2917284 |
| Visio Trust | Visio Trust | Visio Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1R, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461771 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;2009000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116498 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C6, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;2426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2517812 |
| WHARF Commercial Mortgage Trust | WHARF Commercial Mortgage Trust | WHARF Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DC, Class A (B)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;3512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644484 |
| **U.S. Government Agency 0.8%** | **U.S. Government Agency 0.8%** | **U.S. Government Agency 0.8%** |  | **36816251** |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;713535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2015-7, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;2571809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64969 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;2316195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71308 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;3554116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35090 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;2147619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;2415831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61847 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-169, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;4888096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134101 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;6927386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135834 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;827103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29660 |

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18 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-41, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;2463226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$57465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;4114251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153938 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-54, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;2509420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85565 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;1793086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-74, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;1110539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-89, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;2390335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93892 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;12180469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-68, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;1889895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-9, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;4705235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139002 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;5913840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-100, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;8293296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;23013000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1324341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;27465761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1434888 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;21204803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335688 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-119, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;9566166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;24355185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1422418 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;30435234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1875918 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;14448245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;22164488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429414 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-92, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;18903251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050722 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-10, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;13833821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070800 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-11, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;21394292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571475 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;34317564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2185658 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-40, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;7183173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;6890851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415139 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-21, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;6490396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399389 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-221, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.844 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;23933461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565409 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-53, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;2242730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101004 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-105, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;15421015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911757 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-177, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;23498957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1372348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-197, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;7176193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-30, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;12222406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;808729 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-33, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;19140871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-36, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;21476209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294111 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-62, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;15487120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969371 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-91, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;19328630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-179, Class XI IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;27607813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-194, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;11395770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843811 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-126, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;14776274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-128, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;28279717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2291808 |
| **Asset-backed securities 6.8%** |  |  |  | **$307002864** |
| (Cost $308,021,541) |  |  |  |  |
| **Asset-backed securities 6.8%** | **Asset-backed securities 6.8%** | **Asset-backed securities 6.8%** |  | &nbsp;&nbsp;**307002864** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;1808731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1797394 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-48 | &nbsp;&nbsp;&nbsp;&nbsp;2294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2323511 |
| Ally Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;2559103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573075 |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class B (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;2695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2557244 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1116000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085791 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;2643000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2633499 |
| Arby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-50 | &nbsp;&nbsp;&nbsp;&nbsp;4498200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4402704 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 19

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;3061000 | &nbsp;&nbsp;&nbsp;&nbsp;$3181346 |
| Beacon Container Finance II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-22-46 | &nbsp;&nbsp;&nbsp;&nbsp;3802334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3579712 |
| Capital Automotive REIT |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692211 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;2312110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2293169 |
| CARS-DB7 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;4301981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327063 |
| CARS-DB8 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;1091720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096817 |
| CF Hippolyta Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-60 | &nbsp;&nbsp;&nbsp;&nbsp;3653502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096129 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-61 | &nbsp;&nbsp;&nbsp;&nbsp;3332249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725059 |
| CLI Funding IX LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;4162634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4236351 |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;3144311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985559 |
| CLI Funding VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-46 | &nbsp;&nbsp;&nbsp;&nbsp;1879603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-47 | &nbsp;&nbsp;&nbsp;&nbsp;1648704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1547882 |
| Cloud Capital Holdco LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-22-49 | &nbsp;&nbsp;&nbsp;&nbsp;2105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143922 |
| Compass Datacenters Issuer II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;2471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487853 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;2024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050850 |
| Compass Datacenters Issuer III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;1087000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110240 |
| Concord Music Royalties LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-75 | &nbsp;&nbsp;&nbsp;&nbsp;1906000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1963363 |
| Consolidated Communications LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;2477000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2539330 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1433000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1461957 |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;3447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3411161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;4104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4053707 |
| DataBank Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;2681000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2711710 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;1628400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1622208 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1303733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316955 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1392510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1411823 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;3870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3776939 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;1273920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1245981 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;3132423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007571 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535110 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;1753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798899 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;3238144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3157126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;3474823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3305459 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;4847185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5016103 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1884278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900323 |
| ExteNet Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;3776000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3805974 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class C (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;4249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4193856 |
| Flexential Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;1449000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1472784 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A (4.320% to 2-15-31, then 8.630% thereafter) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;3835000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3897443 |

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20 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| GBX Leasing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;2825000 | &nbsp;&nbsp;&nbsp;&nbsp;$2875698 |
| GM Financial Revolving Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-11-36 | &nbsp;&nbsp;&nbsp;&nbsp;1831000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1893071 |
| GMF Floorplan Owner Revolving Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;4196000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4346174 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590833 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;1290732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1284966 |
| GreatAmerica Leasing Receivables Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;3964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3999492 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;4180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4146718 |
| Hotwire Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;3092000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043261 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.687 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-53 | &nbsp;&nbsp;&nbsp;&nbsp;3237000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3265383 |
| Invitation Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;3653838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3626396 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;2781900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860582 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-55 | &nbsp;&nbsp;&nbsp;&nbsp;2715355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2815260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;3471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3515931 |
| Kinetic ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;1553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578030 |
| Lyra Music Assets LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;3639822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3691153 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;3984000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4067128 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1206112 |
| Monroe Capital Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-31 | &nbsp;&nbsp;&nbsp;&nbsp;1706410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697839 |
| Navient Refinance Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-56 | &nbsp;&nbsp;&nbsp;&nbsp;3863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3871266 |
| Navient Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A1A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-26-69 | &nbsp;&nbsp;&nbsp;&nbsp;1010670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;909155 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;4712970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551406 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;1907520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1818664 |
| New Economy Assets - Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;4682000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3971545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;2405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549153 |
| NRZ Excess Spread-Collateralized Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240358 |
| Retained Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;2326000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330243 |
| RIN II, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class AR (3 month CME Term SOFR + 1.480%) (B)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1762000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1761080 |
| RIN XII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (3 month CME Term SOFR + 1.300%) (B)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;1791000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1789139 |
| Sabey Data Center Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;2476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514157 |
| Scalelogix ABS US Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2074000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099085 |
| SCF Equipment Leasing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A3 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-36 | &nbsp;&nbsp;&nbsp;&nbsp;4091000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137853 |
| SEB Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.386 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;3932000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4042453 |
| ServiceMaster Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;2523343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2218513 |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;2516505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2405496 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;1456280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1513987 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416977 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 21

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class APT2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583356 | &nbsp;&nbsp;&nbsp;&nbsp;$538925 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A1A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;3870307 | &nbsp;&nbsp;&nbsp;&nbsp;4003286 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-E, Class A1A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;2063764 | &nbsp;&nbsp;&nbsp;&nbsp;2111395 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;3788505 | &nbsp;&nbsp;&nbsp;&nbsp;3756313 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;2407860 | &nbsp;&nbsp;&nbsp;&nbsp;2354843 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;2723169 | &nbsp;&nbsp;&nbsp;&nbsp;2560064 |
| Sprite, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;2369000 | &nbsp;&nbsp;&nbsp;&nbsp;2388386 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;1636288 | &nbsp;&nbsp;&nbsp;&nbsp;1654548 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;2305813 | &nbsp;&nbsp;&nbsp;&nbsp;2361744 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A23 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;5423350 | &nbsp;&nbsp;&nbsp;&nbsp;5422156 |
| Summit Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;2529000 | &nbsp;&nbsp;&nbsp;&nbsp;2569181 |
| Switch ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848488 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;4745000 | &nbsp;&nbsp;&nbsp;&nbsp;4712161 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A21 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2780000 | &nbsp;&nbsp;&nbsp;&nbsp;2800444 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;2936000 | &nbsp;&nbsp;&nbsp;&nbsp;2968655 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;4816000 | &nbsp;&nbsp;&nbsp;&nbsp;4913317 |
| TIF Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;3416554 | &nbsp;&nbsp;&nbsp;&nbsp;3286629 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;2207039 | &nbsp;&nbsp;&nbsp;&nbsp;2040658 |
| T-Mobile US Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-30 | &nbsp;&nbsp;&nbsp;&nbsp;2115000 | &nbsp;&nbsp;&nbsp;&nbsp;2139029 |
| Tricon American Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-SFR2, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-39 | &nbsp;&nbsp;&nbsp;&nbsp;2711062 | &nbsp;&nbsp;&nbsp;&nbsp;2594510 |
| Triton Container Finance VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;3381029 | &nbsp;&nbsp;&nbsp;&nbsp;3208303 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;1945323 | &nbsp;&nbsp;&nbsp;&nbsp;1819681 |
| Uniti Fiber Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;1702000 | &nbsp;&nbsp;&nbsp;&nbsp;1748095 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp;&nbsp;1465338 |
| Vantage Data Centers LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;2373000 | &nbsp;&nbsp;&nbsp;&nbsp;2276470 |
| VB-S1 Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class C2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;1923000 | &nbsp;&nbsp;&nbsp;&nbsp;1933768 |
| VCP RRL ABS I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335253 |
| Verizon Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-21-32 | &nbsp;&nbsp;&nbsp;&nbsp;6179000 | &nbsp;&nbsp;&nbsp;&nbsp;6404192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-9, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-21-30 | &nbsp;&nbsp;&nbsp;&nbsp;2239000 | &nbsp;&nbsp;&nbsp;&nbsp;2247662 |
| Wendy's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;3563859 | &nbsp;&nbsp;&nbsp;&nbsp;3360152 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532698 |
| Willis Engine Structured Trust VIII |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;1174523 | &nbsp;&nbsp;&nbsp;&nbsp;1202386 |
| Wingstop Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-50 | &nbsp;&nbsp;&nbsp;&nbsp;6215350 | &nbsp;&nbsp;&nbsp;&nbsp;6047415 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-54 | &nbsp;&nbsp;&nbsp;&nbsp;1556000 | &nbsp;&nbsp;&nbsp;&nbsp;1616042 |
| Zaxby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;2069485 | &nbsp;&nbsp;&nbsp;&nbsp;1984596 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;3550000 | &nbsp;&nbsp;&nbsp;&nbsp;3630526 |

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22 JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Preferred securities 0.0%** |  | **$341261** |
| (Cost $357,233) |  |  |
| **Financials 0.0%** |  | &nbsp;&nbsp;**341261** |
| **Banks 0.0%** |  |  |
| Wells Fargo & Company, 7.500% | &nbsp;&nbsp;277 | &nbsp;&nbsp;&nbsp;341261 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.6%** |  |  | **$70633503** |
| (Cost $70,634,842) |  |  |  |
| **Short-term funds 1.6%** |  |  | &nbsp;&nbsp;&nbsp;**70633503** |
| John Hancock Collateral Trust (G) | &nbsp;&nbsp;3.5447(H) | 7061232 | &nbsp;&nbsp;&nbsp;70633503 |

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| | |
|:---|:---|
| **Total investments (Cost $4,528,070,655) 101.4%** | **$4554555974** |
| **Other assets and liabilities, net (1.4%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(62385205)** |
| **Total net assets 100.0%** | **$4492170769** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Sale commitments outstanding (0.6%)** | **Sale commitments outstanding (0.6%)** |  |  | **$(27813698)** |
| (Proceeds received $27,270,704) |  |  |  |  |
| **U.S. Government Agency (0.6%)** | **U.S. Government Agency (0.6%)** |  |  | &nbsp;&nbsp;**(27813698)** |
| Federal National Mortgage Association<br> 30 Yr Pass Thru (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;TBA | (29513000) | &nbsp;&nbsp;&nbsp;&nbsp;(27813698) |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $879,683,836 or 19.6% of the fund's net assets as of 2-28-26. |
| (C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (D) | All or a portion of this security is on loan as of 2-28-26. The value of securities on loan amounted to $8,553,895. |
| (E) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (F) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $8,726,345. |
| (H) | The rate shown is the annualized seven-day yield as of 2-28-26. |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK INVESTMENT GRADE BOND FUND \| QUARTERLY REPORT 23

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Notes to Fund's investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC, the fund's valuation designee.**

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.

In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of February 28, 2026, by major security category or type:

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| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 2-28-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$2471630172** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $2471630172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7361111** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7361111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1379605798** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379605798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13832982** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13832982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**304148283** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304148283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**307002864** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307002864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**341261** | $341261 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70633503** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70633503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$4554555974** | **$70974764** | **$4483581210** | **—** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sale commitments outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$(27813698)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(27813698) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

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**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

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| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 7061232 | $11736270 | $1291266453 | $(1232382238) | $14597 | $(1579) | $1383435 |  | $70633503 |

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For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

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| | |
|:---|:---|
| 24 | \| |

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## 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 Bond Trust

- **b. Investment Company Act file number:** 811-03006

- **c. CIK number of Registrant:** 0000315554

- **d. LEI of Registrant:** 5493008M2ED2L3NBQL64

- **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:** Investment Grade Bond Fund

- **b. EDGAR series identifier (if any):** S000000615

- **c. LEI of Series:** 549300NEAUL6NCG3W472

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

- **a. Date of fiscal year-end:** 2026-05-31

- **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:** $4571407716.42

**Total Liabilities:** $93041045.59

**Net Assets:** $4478366670.83

**Delayed Delivery Securities:** $64809293.69

**Cash Not Reported:** $925032.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -8780.727652999990 | **1-Year:** -190776.018086000000 | **5-Year:** -754023.095398000000 | **10-Year:** -738840.441562000000 | **30-Year:** -164483.718498000000

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

- **3-Month:** -301.606566000000 | **1-Year:** -3158.251805000000 | **5-Year:** -10250.220035000000 | **10-Year:** -5681.520274000000 | **30-Year:** -59.191972000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001738 | -0.19%               | 0.21%                | 1.62%                |
| Class ID C000001740 | -0.26%               | 0.15%                | 1.56%                |
| Class ID C000001741 | -0.17%               | 0.34%                | 1.64%                |
| Class ID C000153916 | -0.20%               | 0.31%                | 1.61%                |
| Class ID C000153917 | -0.18%               | 0.33%                | 1.63%                |
| Class ID C000153918 | -0.16%               | 0.35%                | 1.65%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-49248.33               | $-19620372.15                              |
| Month 2  | $29483.52                | $-999253.54                                |
| Month 3  | $193032.15               | $56166315.91                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Amphenol Corporation                                                            | AMPHENOL CORP SR UNSECURED 02/33 4.4                          | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2064067.01   | 0.05%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2003397 | PA      | $1745782.41   | 0.04%             | 2065-01-20      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A           | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367322 | PA      | $354190.09    | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589502 | PA      | $1404404.24   | 0.03%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 5 A1 144A            | CUSIP: 03465YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3477100 | PA      | $3473638.03   | 0.08%             | 2068-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A           | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1952362 | PA      | $1959193.11   | 0.04%             | 2070-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A            | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171183 | PA      | $2173624.76   | 0.05%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A           | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1288184 | PA      | $1292342.30   | 0.03%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A            | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3930725 | PA      | $3931609.72   | 0.09%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 13 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 13 A1 144A           | CUSIP: 034952AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2563713 | PA      | $2571329.61   | 0.06%             | 2070-10-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375           | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   3762000 | PA      | $3821082.21   | 0.09%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9              | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    919000 | PA      | $955416.64    | 0.02%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132E0FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4724151 | PA      | $4606181.91   | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 3                                               | FREDDIE MAC POOL FR 02/52 FIXED 3                             | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6197646 | PA      | $5668184.60   | 0.13%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $658913.15    | 0.01%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 11/30 5.45       | CUSIP: 40440VAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1064221.67   | 0.02%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 04/29 5.15       | CUSIP: 40440VAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1214379.63   | 0.03%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A                              | SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A            | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2074000 | PA      | $2099085.24   | 0.05%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                                       | SERVICEMASTER FUNDING LLC SERV 2021 1 A2II 144A               | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2523343 | PA      | $2218513.17   | 0.05%             | 2051-07-30      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1456280 | PA      | $1513987.28   | 0.03%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Simmons First National Corporation                                              | SIMMONS FIRST NATIONAL CORP SUBORDINATED 10/35 VAR            | CUSIP: 828730AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3690842.65   | 0.08%             | 2035-10-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 01/30 5.75         | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1075360.50   | 0.02%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 07/30 6.125        | CUSIP: 829932AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    985000 | PA      | $997276.01    | 0.02%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3870307 | PA      | $4003286.19   | 0.09%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/50 1.375                    | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  85070000 | PA      | $43791111.29  | 0.98%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  68677000 | PA      | $37683821.23  | 0.84%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4729000 | PA      | $4460777.03   | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/43 4.75                     | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50797000 | PA      | $52285193.61  | 1.17%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/33 4                        | CUSIP: 91282CPY1<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 148572000 | PA      | $151125581.25 | 3.37%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/36 4.125                    | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  82519000 | PA      | $83614955.47  | 1.87%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1702000 | PA      | $1748094.59   | 0.04%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cloud Capital Holdco LP                                                         | BOURZOU ISSUER LLC, JAMSHID IS CLDCD 2024 2A A2 144A          | CUSIP: 102104AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $2143921.66   | 0.05%             | 2049-11-22      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 02/33 4.812       | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2127000 | PA      | $2180172.62   | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498626 | PA      | $475219.03    | 0.01%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    960502 | PA      | $939182.14    | 0.02%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   4742000 | PA      | $4943897.19   | 0.11%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A                                 | COMM 2020-CX MORTGAGE TRUST COMM 2020 CX D 144A               | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1509000 | PA      | $1213923.80   | 0.03%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A                                     | CSMC 2021-RPL2TRUST CSMC 2021 RPL2 A1A 144A                   | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3324989 | PA      | $2870961.37   | 0.06%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A                                     | CSMC 2021-AFC1 TRUST CSMC 2021 AFC1 A1 144A                   | CUSIP: 12657LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2539613 | PA      | $2186992.71   | 0.05%             | 2056-03-25      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO                | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27465761 | PA      | $1434888.23   | 0.03%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  18903251 | PA      | $1050722.11   | 0.02%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24355185 | PA      | $1422418.28   | 0.03%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23013000 | PA      | $1324340.62   | 0.03%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO                | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8293296 | PA      | $498286.11    | 0.01%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9566166 | PA      | $438386.78    | 0.01%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO                | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14448245 | PA      | $984925.28    | 0.02%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7183173 | PA      | $440286.12    | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  22164488 | PA      | $1429414.40   | 0.03%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34317564 | PA      | $2185658.22   | 0.05%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 10 IO                 | CUSIP: 38380RQU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  13833821 | PA      | $1070799.96   | 0.02%             | 2063-05-16      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 11 IO                 | CUSIP: 38380RRL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21394292 | PA      | $1571474.95   | 0.04%             | 2062-12-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2242730 | PA      | $101003.82    | 0.00%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO                 | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6490396 | PA      | $399389.14    | 0.01%             | 2063-10-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 30 IO                 | CUSIP: 38381H2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12222406 | PA      | $808728.50    | 0.02%             | 2064-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 221 IO                | CUSIP: 38381HG96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23933461 | PA      | $1565408.72   | 0.03%             | 2064-06-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3723000 | PA      | $3898692.39   | 0.09%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/30 4.3                                | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1289467.14   | 0.03%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/32 2.8                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1916352.73   | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A                           | AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A         | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2899612 | PA      | $2904776.38   | 0.06%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1808731 | PA      | $1797394.49   | 0.04%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A                                      | AMSR 2021-SFR1 TRUST AMSR 2021 SFR1 B 144A                    | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2695000 | PA      | $2557243.73   | 0.06%             | 2038-06-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A                                      | AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A                    | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2643000 | PA      | $2633499.47   | 0.06%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                                      | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                    | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1116000 | PA      | $1085790.77   | 0.02%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2322000 | PA      | $2262928.46   | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $6941630.77   | 0.16%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/49 FIXED 4                                               | FREDDIE MAC POOL FR 08/49 FIXED 4                             | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9098308 | PA      | $8916602.12   | 0.20%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/33 4.75                            | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1977000 | PA      | $2003990.52   | 0.04%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 02/30 5.6             | CUSIP: 04020EAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2617177.76   | 0.06%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $194517.11    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                           | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5719000 | PA      | $5890406.49   | 0.13%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DQ3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2814848 | PA      | $2759511.47   | 0.06%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7983204 | PA      | $7973738.80   | 0.18%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3186507 | PA      | $3176753.75   | 0.07%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4                                               | FREDDIE MAC POOL FR 12/52 FIXED 4                             | CUSIP: 3132DSVV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11959458 | PA      | $11810306.89  | 0.26%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 3                                               | FREDDIE MAC POOL FR 11/50 FIXED 3                             | CUSIP: 3132DSWG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2056585 | PA      | $1879606.68   | 0.04%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 12/49 FIXED 3.5                           | CUSIP: 3132DTLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3473464 | PA      | $3291625.48   | 0.07%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4888732 | PA      | $4966943.91   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 11/54 FIXED 5.5                           | CUSIP: 3132DUTF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14140603 | PA      | $14579432.58  | 0.33%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVEF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3155327 | PA      | $3237470.54   | 0.07%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5355230 | PA      | $4726114.43   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10279422 | PA      | $10289719.42  | 0.23%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132E0WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5421950 | PA      | $5138105.80   | 0.11%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                            | CUSIP: 3140XR2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1733165 | PA      | $1786423.06   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XTCP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6366318 | PA      | $6039003.89   | 0.13%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 04/33 3.419                         | CUSIP: 11135FCU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9477000 | PA      | $8876616.22   | 0.20%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/36 4.8                           | CUSIP: 11135FCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3904000 | PA      | $3913638.23   | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                 | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3323000 | PA      | $3291641.85   | 0.07%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                               | CARS-DB7 LP CAUTO 2023 1A A1 144A                             | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4301981 | PA      | $4327062.66   | 0.10%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3398000 | PA      | $3555296.82   | 0.08%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A A2 144A           | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3984000 | PA      | $4067128.15   | 0.09%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 4A A2 144A           | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187000 | PA      | $1206112.12   | 0.03%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703                | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2548892.51   | 0.06%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3067000 | PA      | $3221244.74   | 0.07%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/35 5.8                  | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2634000 | PA      | $2820774.54   | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                 | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3402366.81   | 0.08%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A                             | MONROE CAPITAL ABS FUNDING 202 MCAF 2021 1A A2 144A           | CUSIP: 610331AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1706410 | PA      | $1697838.89   | 0.04%             | 2031-04-22      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1851677.88   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6794000 | PA      | $6015051.66   | 0.13%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A1 144A                 | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    689043 | PA      | $692211.44    | 0.02%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A2 144A                 | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091720 | PA      | $1096817.36   | 0.02%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5643203.81   | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 07/32 5                       | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4394039.21   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 3A A1 144A                 | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2312110 | PA      | $2293168.59   | 0.05%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1315174.33   | 0.03%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY CENT 2025 CITY A 144A                                            | CENT 2025-CITY CENT 2025 CITY A 144A                          | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1954000 | PA      | $2002714.39   | 0.04%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2                                    | CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2                  | CUSIP: 12529MAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170974 | PA      | $3136964.21   | 0.07%             | 2052-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3653502 | PA      | $3096128.70   | 0.07%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3332249 | PA      | $2725058.68   | 0.06%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3144311 | PA      | $2985559.34   | 0.07%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1879603 | PA      | $1760579.85   | 0.04%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2022 1A A 144A                      | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648704 | PA      | $1547881.56   | 0.03%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2025 1A A 144A                        | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4162634 | PA      | $4236350.70   | 0.09%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  25394235 | PA      | $195731.15    | 0.00%             | 2051-05-10      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   5156000 | PA      | $5234744.80   | 0.12%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4104000 | PA      | $4053706.71   | 0.09%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1628400 | PA      | $1622207.85   | 0.04%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2I 144A                   | CUSIP: 233046AU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303732 | PA      | $1316955.35   | 0.03%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2II 144A                  | CUSIP: 233046AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1392510 | PA      | $1411822.86   | 0.03%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2                                     | DBJPM 20-C9 MORTGAGE TRUST DBJPM 2020 C9 A2                   | CUSIP: 233063AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138662 | PA      | $138395.73    | 0.00%             | 2053-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7288000 | PA      | $7184456.83   | 0.16%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                  | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1639409.80   | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375                 | CUSIP: 23371DAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   4708000 | PA      | $4598360.10   | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 01/33 4.95                  | CUSIP: 23371DAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   5028000 | PA      | $4998108.89   | 0.11%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-2                                     | DEEPHAVEN RESIDENTIAL MORTGAGE DRMT 2021 2 A1 144A            | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1346990 | PA      | $1215540.94   | 0.03%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4         | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6662000 | PA      | $6897135.82   | 0.15%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5         | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5141000 | PA      | $5165961.82   | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75                          | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75        | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4228000 | PA      | $4267550.78   | 0.10%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3         | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3733000 | PA      | $3876920.89   | 0.09%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR                        | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1122514.72   | 0.03%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2691000 | PA      | $2778869.79   | 0.06%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 08/31 VAR                        | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3219000 | PA      | $3278453.93   | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 12/31 VAR                        | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1302424.65   | 0.03%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 02/32 VAR                        | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3206000 | PA      | $3233395.59   | 0.07%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: —       |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1879140.71   | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3378112.74   | 0.08%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $4188286.50   | 0.09%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3238144 | PA      | $3157126.39   | 0.07%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2025 1A A2 144A                | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1884278 | PA      | $1900322.88   | 0.04%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 4                                               | FREDDIE MAC POOL FR 04/54 FIXED 4                             | CUSIP: 31427M4V0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8028880 | PA      | $7886095.56   | 0.18%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 5                                               | FREDDIE MAC POOL FR 04/54 FIXED 5                             | CUSIP: 31427M7A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10358642 | PA      | $10530838.85  | 0.24%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 31427MGT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5930961 | PA      | $6016116.55   | 0.13%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 54 IO                 | CUSIP: 38379RSG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2509420 | PA      | $85564.70     | 0.00%             | 2058-12-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| RIN II Ltd.                                                                     | RIN II LTD RIN 2019 1A AR 144A                                | CUSIP: 76676CAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1762000 | PA      | $1761080.24   | 0.04%             | 2038-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                    | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  54586000 | PA      | $56777969.06  | 1.27%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/45 4.625                    | CUSIP: 912810UQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14066000 | PA      | $14158308.13  | 0.32%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/31 4.25                     | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  54643000 | PA      | $56450915.02  | 1.26%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/28 3.875                    | CUSIP: 91282CNM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6343000 | PA      | $6412624.32   | 0.14%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 07/32 4                        | CUSIP: 91282CNR8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    925000 | PA      | $942163.09    | 0.02%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625                         | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6233000 | PA      | $5898901.23   | 0.13%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3685000 | PA      | $3875204.96   | 0.09%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1260724 | PA      | $1144538.64   | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2026 1 A1 144A           | CUSIP: 92541JAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2598555 | PA      | $2611431.96   | 0.06%             | 2071-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 01/31 5.875     | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    774000 | PA      | $790495.49    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 07/32 6.125     | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1191596.99   | 0.03%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   7167277 | NS      | $71694267.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                                       | VISIO 2020-1R TRUST VISIO 2020 1R A1 144A                     | CUSIP: 92837MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    474678 | PA      | $461770.93    | 0.01%             | 2055-11-25      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6774000 | PA      | $6777369.05   | 0.15%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A          | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1273920 | PA      | $1245980.50   | 0.03%             | 2049-10-25      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3132422 | PA      | $3007570.72   | 0.07%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2I 144A         | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508000 | PA      | $1535109.62   | 0.03%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A        | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1753000 | PA      | $1798899.15   | 0.04%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3954540.96   | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2696000 | PA      | $2401413.58   | 0.05%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   7443000 | PA      | $7155606.57   | 0.16%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 01/36 VAR                             | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4197000 | PA      | $4460908.83   | 0.10%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                   | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1789292.54   | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                        | CUSIP: 31292MFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1602054 | PA      | $1508808.31   | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/47 FIXED 3                                               | FREDDIE MAC POOL FR 04/47 FIXED 3                             | CUSIP: 3132AEKM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3818895 | PA      | $3536805.05   | 0.08%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/37 FIXED 4                                               | FREDDIE MAC POOL FR 11/37 FIXED 4                             | CUSIP: 3132CW4R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4275880 | PA      | $4268266.00   | 0.10%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A            | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1831000 | PA      | $1893070.90   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                                     | GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                   | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2319438 | PA      | $2328047.68   | 0.05%             | 2070-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 09/34 VAR                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2649000 | PA      | $2905351.15   | 0.06%             | 2034-09-22      | Variable      | 6.30%                 | 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        |   2096000 | PA      | $2141466.43   | 0.05%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3474823 | PA      | $3305459.29   | 0.07%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2024 1A A2 144A                | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4847185 | PA      | $5016102.61   | 0.11%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/53 FIXED 4.5                           | CUSIP: 31427QDE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14748557 | PA      | $14680371.44  | 0.33%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/49 FIXED 3.5                           | CUSIP: 31427QNU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16917363 | PA      | $16158604.51  | 0.36%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 06/31 5.6         | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10697000 | PA      | $11239631.64  | 0.25%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2126356.93   | 0.05%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2777000 | PA      | $2845072.60   | 0.06%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A                              | CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A            | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2153528 | PA      | $2163080.64   | 0.05%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A                          | CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A        | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3794279 | PA      | $3793285.18   | 0.08%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H10 MORTGAGE TRUST CROSS 2025 H10 A1 144A                            | CROSS 2025-H10 MORTGAGE TRUST CROSS 2025 H10 A1 144A          | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492781 | PA      | $1497780.59   | 0.03%             | 2071-01-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A                              | CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A            | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2593416 | PA      | $2605032.20   | 0.06%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A          | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3447000 | PA      | $3411160.85   | 0.08%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   8313000 | PA      | $8405726.11   | 0.19%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/56 5.875                    | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/56 5.875  | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   7329000 | PA      | $7361111.21   | 0.16%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/40 FIXED 4                                               | FREDDIE MAC POOL FR 06/40 FIXED 4                             | CUSIP: 3142JCAA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6524709 | PA      | $6470272.41   | 0.14%             | 2040-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1163547 | PA      | $1006606.40   | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    267264 | PA      | $237346.65    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                  | FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5                    | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2049000 | PA      | $2076661.50   | 0.05%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A           | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1433000 | PA      | $1461956.92   | 0.03%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                   | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   4180000 | PA      | $4146717.59   | 0.09%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/32 3.25                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1964220.19   | 0.04%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/34 4.95                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   4462000 | PA      | $4611757.70   | 0.10%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY GGP 2026 TY A 144A                                                  | GGP 2026-TY GGP 2026 TY A 144A                                | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3258000 | PA      | $3294339.41   | 0.07%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1834000 | PA      | $1403265.29   | 0.03%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11654000 | PA      | $10702916.94  | 0.24%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO                | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2415830 | PA      | $61846.71     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2822718.18   | 0.06%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3443303.25   | 0.08%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                    | HONEYWELL INTERNATIONAL INC SR UNSECURED 02/33 5              | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $2152069.03   | 0.05%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 12/28 4.25              | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2926000 | PA      | $2938849.06   | 0.07%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3554116 | PA      | $35090.49     | 0.00%             | 2057-04-16      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2316195 | PA      | $71308.23     | 0.00%             | 2056-11-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2023 1A A2 144A                     | CUSIP: 44148HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3237000 | PA      | $3265382.66   | 0.07%             | 2053-05-20      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                      | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3092000 | PA      | $3043261.11   | 0.07%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2203388.67   | 0.05%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2419000 | PA      | $2504138.11   | 0.06%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/36 FIXED 2.5                            | CUSIP: 3140QKLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7693311 | PA      | $7389872.57   | 0.17%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/51 FIXED 2.5                            | CUSIP: 3140QLWK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12703653 | PA      | $11179508.31  | 0.25%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 2                              | CUSIP: 3140QNDH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20158510 | PA      | $16888134.11  | 0.38%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foothill/Eastern Transportation Corridor Agency                                 | FOOTHILL-EASTERN TRANSPORTATIO FOOTRN 01/49 FIXED 4.094       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3379000 | PA      | $2888516.52   | 0.06%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 NQM5 A1 144A                          | JP MORGAN MORTGAGE TRUST SERIE JPMMT 2025 NQM5 A1 144A        | CUSIP: 46664DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1326757 | PA      | $1328697.88   | 0.03%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/35 5.95                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/35 5.95        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1363000 | PA      | $1445150.03   | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    827103 | PA      | $29660.39     | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2463226 | PA      | $57464.60     | 0.00%             | 2058-07-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3391000 | PA      | $3546288.17   | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2781900 | PA      | $2860581.87   | 0.06%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A                | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2516505 | PA      | $2405495.67   | 0.05%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 04/32 4.15                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2063338.62   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 09/35 VAR                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1526024.83   | 0.03%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR           | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1291677.06   | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A                              | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4262000 | PA      | $4443744.47   | 0.10%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/31 5.4           | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1227492.68   | 0.03%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    856165 | PA      | $777393.14    | 0.02%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power and Light Company                                            | INDIANAPOLIS POWER and LIGHT CO 1ST MORTGAGE 144A 12/32 5.65  | CUSIP: 455434BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5965000 | PA      | $6331955.71   | 0.14%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 09/34 VAR                           | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1857000 | PA      | $2023011.32   | 0.05%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 03/30 VAR                           | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2158000 | PA      | $2235572.46   | 0.05%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6          | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2085989.37   | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A                           | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A         | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3653838 | PA      | $3626395.59   | 0.08%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                      | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2211000 | PA      | $2323833.96   | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                                  | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2478146.16   | 0.06%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   3670000 | PA      | $3557376.91   | 0.08%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/30 4.8                          | CUSIP: 571676AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3952639.35   | 0.09%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/32 5                            | CUSIP: 571676AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3961000 | PA      | $4103057.86   | 0.09%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC SR UNSECURED 09/33 5.95                | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5468000 | PA      | $5874433.54   | 0.13%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/33 4.9                       | CUSIP: 58733RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |   3659000 | PA      | $3637960.75   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | 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        |   1665000 | PA      | $1723651.29   | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Repsol EandP Capital Markets US LLC                                             | REPSOL EandP CAPITAL MARKETS US COMPANY GUAR 144A 09/30 5.204 | CUSIP: 76026AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2820721.71   | 0.06%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2326000 | PA      | $2330243.32   | 0.05%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2715355 | PA      | $2815259.97   | 0.06%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2026 1A A2I 144A              | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3471000 | PA      | $3515931.05   | 0.08%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4319544 | PA      | $3917634.55   | 0.09%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2457000 | PA      | $2582953.73   | 0.06%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2875000 | PA      | $2863937.58   | 0.06%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1740000 | PA      | $1803073.26   | 0.04%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3067000 | PA      | $3264719.09   | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets (Delaware) L.P.                                               | LYRA MUSIC ASSETS DELAWARE LP LYRA 2025 1A A2 144A            | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3639822 | PA      | $3691153.34   | 0.08%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 05/33 4.5          | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1502041.83   | 0.03%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health and Higher Educational Facilities Authority                     | MARYLAND HEALTH and HIGHER EDUCA MDSMED 07/50 FIXED 3.197     | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5901000 | PA      | $4219135.34   | 0.09%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 BANK5 2025 5YR19 A3                                            | BANK5 2025-5YR19 BANK5 2025 5YR19 A3                          | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1715000 | PA      | $1794886.07   | 0.04%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1244000 | PA      | $1328910.46   | 0.03%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3                                | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3363000 | PA      | $3543048.63   | 0.08%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                              | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/29 6.05           | CUSIP: 09031WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3018000 | PA      | $3163938.41   | 0.07%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/28 7.3         | CUSIP: 09261HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1892717.52   | 0.04%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95        | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1925617.47   | 0.04%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 04/30 5.25        | CUSIP: 09261HBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2693881.81   | 0.06%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC JR SUBORDINA 07/56 VAR                           | CUSIP: 65473PAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3317000 | PA      | $3337512.33   | 0.07%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 65558RAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | FI        |   6414000 | PA      | $6583387.33   | 0.15%             | 2031-09-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: —       |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                     | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1690273 | PA      | $1422871.73   | 0.03%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                                       | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1794354 | PA      | $1535122.58   | 0.03%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A                            | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166000 | PA      | $2164061.43   | 0.05%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Obx 2025-Nqm23 Trust                                                            | OBX 2025-NQM23 TRUST OBX 2025 NQM23 A1 144A                   | CUSIP: 67123BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3287406 | PA      | $3302076.54   | 0.07%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLOBAL FUNDING II SR SECURED 144A 09/31 4.35       | CUSIP: 57629W3S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2867354.67   | 0.06%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                                                | MEDTRONIC GLOBAL HOLDINGS SCA COMPANY GUAR 03/33 4.5          | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   2060000 | PA      | $2081259.86   | 0.05%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                         | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171                | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3015000 | PA      | $3117035.98   | 0.07%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242533 | PA      | $240357.57    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 Trust                                                             | OBX 2026-NQM2 TRUST OBX 2026 NQM2 A1 144A                     | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4603753 | PA      | $4616032.43   | 0.10%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM20 Trust                                                            | OBX 2025-NQM20 TRUST OBX 2025 NQM20 A1 144A                   | CUSIP: 67126GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2670357 | PA      | $2686998.26   | 0.06%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 Trust                                                            | OBX 2025-NQM18 TRUST OBX 2025 NQM18 A1 144A                   | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987272 | PA      | $994339.55    | 0.02%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Obx 2025-Nqm14 Trust                                                            | OBX 2025-NQM14 TRUST OBX 2025 NQM14 A1 144A                   | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1133854 | PA      | $1141969.09   | 0.03%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                            | OBX 2025-NQM21 TRUST OBX 2025 NQM21 A1 144A                   | CUSIP: 67448BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551138 | PA      | $1560260.68   | 0.03%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                             | OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                     | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592279 | PA      | $517880.34    | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 Trust                                                            | OBX 2025-NQM19 TRUST OBX 2025 NQM19 A1 144A                   | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2032284 | PA      | $2038535.16   | 0.05%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM3 Trust                                                             | OBX 2026-NQM3 TRUST OBX 2026 NQM3 A1 144A                     | CUSIP: 67449MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3955000 | PA      | $3953374.89   | 0.09%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6095000 | PA      | $5068582.98   | 0.11%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/34 4.7                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2857000 | PA      | $2684891.03   | 0.06%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                            | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1372561 | PA      | $1311858.09   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/48 FIXED VAR                            | CUSIP: 3140J8BK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990400 | PA      | $977119.36    | 0.02%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/33 FIXED VAR                            | CUSIP: 3140J8TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4318730 | PA      | $4236466.68   | 0.09%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3251793 | PA      | $3004479.75   | 0.07%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    775688 | PA      | $719217.40    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140JVEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2726297 | PA      | $2498503.19   | 0.06%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3                              | CUSIP: 3140JVS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    582237 | PA      | $533588.74    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3                              | CUSIP: 3140JWQJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    903947 | PA      | $832373.25    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/36 FIXED 2                              | CUSIP: 3140KA3R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9200132 | PA      | $8580431.65   | 0.19%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140KMU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    730066 | PA      | $645669.05    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666253 | PA      | $632822.24    | 0.01%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                        | NATIONAL RURAL UTILITIES COOPE SR UNSECURED 03/32 8           | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    512000 | PA      | $615106.94    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/30 5.05        | CUSIP: 09261HBY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3126000 | PA      | $3020869.71   | 0.07%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                                     | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024000 | PA      | $1074159.82   | 0.02%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/50 FIXED 3                                               | FREDDIE MAC POOL FR 02/50 FIXED 3                             | CUSIP: 3133KHJN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4983751 | PA      | $4554877.21   | 0.10%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/50 FIXED 3                                               | FREDDIE MAC POOL FR 08/50 FIXED 3                             | CUSIP: 3133KJXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22087801 | PA      | $19993780.13  | 0.45%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $490610.12    | 0.01%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5329000 | PA      | $6009950.28   | 0.13%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 3                              | CUSIP: 3140QNF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6070933 | PA      | $5504867.46   | 0.12%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23916087 | PA      | $21024287.93  | 0.47%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP2R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10730141 | PA      | $10677180.73  | 0.24%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10256000 | PA      | $10666201.64  | 0.24%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/32 VAR                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2508815.69   | 0.06%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3763000 | PA      | $3994902.40   | 0.09%             | 2034-11-19      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1010670 | PA      | $909154.62    | 0.02%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A                              | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A            | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3863000 | PA      | $3871266.43   | 0.09%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4712970 | PA      | $4551405.62   | 0.10%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1907520 | PA      | $1818664.28   | 0.04%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 144A 06/30 4.875                     | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3403000 | PA      | $3506163.14   | 0.08%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4682000 | PA      | $3971545.36   | 0.09%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2405000 | PA      | $1549152.61   | 0.03%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25669173 | PA      | $24397562.84  | 0.54%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1333773 | PA      | $1170000.23   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4096648 | PA      | $4100751.97   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5945318 | PA      | $6051581.75   | 0.14%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                                           | NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                         | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2728770 | PA      | $2748304.12   | 0.06%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2026-NQM1                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 A1 144A          | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2325872 | PA      | $2328047.16   | 0.05%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 A1 144A                            | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 A1 144A          | CUSIP: 64832MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1753000 | PA      | $1760733.18   | 0.04%             | 2065-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2718000 | PA      | $2728556.60   | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2392979.71   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED 2                              | CUSIP: 3140KQLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    868588 | PA      | $735002.88    | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED 2.5                            | CUSIP: 3140L0PD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12831713 | PA      | $11256114.48  | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/55 FIXED 5.5                            | CUSIP: 3140MESK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7157364 | PA      | $7339220.20   | 0.16%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140N3AR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7528050 | PA      | $7632020.34   | 0.17%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1239773 | PA      | $1186880.22   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/34 FIXED 3.5                            | CUSIP: 3140QBAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146937 | PA      | $145447.25    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                      | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A           | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    621837 | PA      | $594484.59    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-Nqm7                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM7 A1 144A          | CUSIP: 64831YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3711516 | PA      | $3726084.71   | 0.08%             | 2065-10-26      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM3                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM3 A1 144A          | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3169225 | PA      | $3219330.50   | 0.07%             | 2065-05-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2025-NQM1                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2025 NQM1 A1 144A          | CUSIP: 64832DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3227771 | PA      | $3291616.29   | 0.07%             | 2065-01-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   4863000 | PA      | $4838139.18   | 0.11%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 01/32 2.44        | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2672000 | PA      | $2410327.73   | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | 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        |   2544000 | PA      | $2642417.18   | 0.06%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 TRUST PRKCM 2026 AFC1 A1 144A                                   | PRKCM 2026-AFC1 TRUST PRKCM 2026 AFC1 A1 144A                 | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1846067 | PA      | $1845085.18   | 0.04%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/36 5.7                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3091000 | PA      | $3092731.24   | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 07/33 6.25                           | CUSIP: 69047QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2458319.87   | 0.05%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 4                              | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735618 | PA      | $723685.47    | 0.02%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/49 FIXED 3.5                            | CUSIP: 3140QBMR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16855830 | PA      | $16131435.40  | 0.36%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2568824.87   | 0.06%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2831860.87   | 0.06%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJLB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7223367 | PA      | $7074591.90   | 0.16%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5136353 | PA      | $4691137.18   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJLZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13541086 | PA      | $13503872.65  | 0.30%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XJMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3450821 | PA      | $3377589.35   | 0.08%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10759731 | PA      | $10753697.82  | 0.24%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XJQE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5053319 | PA      | $5031536.12   | 0.11%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/37 FIXED VAR                            | CUSIP: 3140XJSE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3176375 | PA      | $3171711.27   | 0.07%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/37 FIXED VAR                            | CUSIP: 3140XJUA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1563102 | PA      | $1575480.34   | 0.04%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1576840 | PA      | $1428826.62   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                           | CUSIP: 31427PAL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8314840 | PA      | $8580671.66   | 0.19%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 06/29 3.75   | CUSIP: 35805BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3687889.50   | 0.08%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6941000 | PA      | $6271223.97   | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2779711.70   | 0.06%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5                | CUSIP: 36143L2V6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4594000 | PA      | $4520004.03   | 0.10%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC                                                          | GBX LEASING 2022-1 LLC GBXL 2026 1A A 144A                    | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2825000 | PA      | $2875697.73   | 0.06%             | 2056-02-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                   | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772606 | PA      | $680043.00    | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4079000 | PA      | $4170587.34   | 0.09%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/36 VAR         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2875347.66   | 0.06%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8            | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3124000 | PA      | $3296077.29   | 0.07%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    504000 | PA      | $564313.85    | 0.01%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED 144A 02/31 4.75   | CUSIP: 71568PAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   2042000 | PA      | $2040888.03   | 0.05%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A          | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2265000 | PA      | $2209515.88   | 0.05%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A          | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4873206 | PA      | $4721043.87   | 0.11%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A          | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2116772 | PA      | $2075307.16   | 0.05%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/35 5.25   | CUSIP: 74350LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4821000 | PA      | $4971157.66   | 0.11%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/31 4.25   | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1517281.26   | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 03/33 4.625  | CUSIP: 74350LAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3989000 | PA      | $3981137.08   | 0.09%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A           | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1972880 | PA      | $1801259.77   | 0.04%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 10/29 4.375                            | CUSIP: 74736KAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2223000 | PA      | $2188256.47   | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2494000 | PA      | $2298526.76   | 0.05%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4594000 | PA      | $4754590.62   | 0.11%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3506000 | PA      | $3702035.89   | 0.08%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RIN XII LLC RIN 2025 1A A1 144A                                                 | RIN XII LLC RIN 2025 1A A1 144A                               | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1791000 | PA      | $1789139.15   | 0.04%             | 2038-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                               | RADIAN GROUP INC SR UNSECURED 05/29 6.2                       | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   5833000 | PA      | $6123732.82   | 0.14%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Regency Centers L.P.                                                            | REGENCY CENTERS LP COMPANY GUAR 03/33 4.5                     | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $2154748.99   | 0.05%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   7073000 | PA      | $6375337.03   | 0.14%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1778889.53   | 0.04%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 09/35 VAR                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   7874000 | PA      | $8161431.55   | 0.18%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3082079 | PA      | $3180856.46   | 0.07%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4739630 | PA      | $4783089.78   | 0.11%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                   | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1215794 | PA      | $1087442.98   | 0.02%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    695624 | PA      | $629834.14    | 0.01%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3721000 | PA      | $4222950.99   | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GMF FLOORPLAN OWNER REVOLVING GFORT 2024 2A A 144A            | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4196000 | PA      | $4346174.00   | 0.10%             | 2031-03-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR4 PROG 2025 SFR4 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR4 PROG 2025 SFR4 A 144A          | CUSIP: 74290JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2523000 | PA      | $2521373.93   | 0.06%             | 2042-08-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2024-SFR1 PROG 2024 SFR1 A 144A          | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2737257 | PA      | $2669851.57   | 0.06%             | 2041-02-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A          | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4001000 | PA      | $3954417.16   | 0.09%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4116247 | PA      | $3963762.77   | 0.09%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-NQM1                                   | GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A         | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156283 | PA      | $149745.68    | 0.00%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471321 | PA      | $438621.22    | 0.01%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 03/35 VAR                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1496000 | PA      | $1631462.73   | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1928619.04   | 0.04%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2638178.22   | 0.06%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3714000 | PA      | $3825900.78   | 0.09%             | 2030-07-22      | Variable      | 5.00%                 | 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        |   1632000 | PA      | $1568496.27   | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 01/32 VAR                                        | CUSIP: 05571ABE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2937000 | PA      | $2962274.53   | 0.07%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5917000 | PA      | $6144375.58   | 0.14%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/30 VAR                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4656000 | PA      | $4742068.21   | 0.11%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJWE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5269645 | PA      | $5366301.66   | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJWL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5218429 | PA      | $5204087.40   | 0.12%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 03/33 4.3                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  11321000 | PA      | $11309724.62  | 0.25%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6813000 | PA      | $7073063.72   | 0.16%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC.                                              | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2018 RP1 A1 144A          | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    147535 | PA      | $145783.09    | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4912000 | PA      | $5243723.27   | 0.12%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2                                | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2020 GC46 A2              | CUSIP: 17328RAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243596 | PA      | $1197632.27   | 0.03%             | 2053-02-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $701139.09    | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5225044 | PA      | $5318433.68   | 0.12%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XK6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9795141 | PA      | $9962561.17   | 0.22%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/33 4.4                             | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3941000 | PA      | $3957531.00   | 0.09%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875      | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    720724 | PA      | $773856.31    | 0.02%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2025-NQM4 ADMT 2025 NQM4 A1 144A                           | AandD MORTGAGE TRUST 2025-NQM4 ADMT 2025 NQM4 A1 144A         | CUSIP: 002941AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3378952 | PA      | $3399985.63   | 0.08%             | 2070-10-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10117000 | PA      | $9454341.76   | 0.21%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/36 FIXED VAR                            | CUSIP: 3140XKFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6084257 | PA      | $5687744.46   | 0.13%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED VAR                            | CUSIP: 3140XKTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7731595 | PA      | $7574767.87   | 0.17%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9316731 | PA      | $9612410.35   | 0.21%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4880649 | PA      | $4442955.22   | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2084000 | PA      | $2160443.20   | 0.05%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PAS PASS THRU CE 144A 06/29 3.75                     | AIR CANADA 2015-2 CLASS AA PAS PASS THRU CE 144A 06/29 3.75   | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1477754 | PA      | $1460137.89   | 0.03%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A           | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2477000 | PA      | $2539329.99   | 0.06%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2410886.44   | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8634000 | PA      | $9237065.30   | 0.21%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3999000 | PA      | $4153736.15   | 0.09%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group S.A.                                                     | TYCO ELECTRONICS GROUP SA COMPANY GUAR 02/31 4.5              | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   2442000 | PA      | $2485267.58   | 0.06%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                    | UNILEVER CAPITAL CORP COMPANY GUAR 11/32 5.9                  | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2274496.73   | 0.05%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/31 4.4         | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1978424.11   | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                               | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5128000 | PA      | $4713864.31   | 0.11%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3365000 | PA      | $3595355.65   | 0.08%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAROLINAS LLC 1ST MORTGAGE 01/33 4.95             | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $3875862.43   | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   5459000 | PA      | $5718973.41   | 0.13%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                                           | EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                         | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2190255 | PA      | $2193942.49   | 0.05%             | 2071-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED 3                              | CUSIP: 3140QCBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8169980 | PA      | $7523086.09   | 0.17%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/50 FIXED 3.5                            | CUSIP: 3140QDE67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5749951 | PA      | $5468700.99   | 0.12%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1914104 | PA      | $1694624.85   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED 2.5                            | CUSIP: 3140QF5Y1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39828 | PA      | $35111.70     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6137151 | PA      | $6093435.27   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED VAR                            | CUSIP: 3140X7S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1815620 | PA      | $1607433.44   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140X7TK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6881146 | PA      | $5794901.63   | 0.13%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/50 FIXED VAR                            | CUSIP: 3140X7Y37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    686179 | PA      | $610715.52    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO                 | CUSIP: 38379RZH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    533835 | PA      | $12918.44     | 0.00%             | 2059-07-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6927386 | PA      | $135834.27    | 0.00%             | 2058-12-16      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4114251 | PA      | $153938.00    | 0.00%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4888096 | PA      | $134100.52    | 0.00%             | 2060-01-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1175618 | PA      | $1153615.86   | 0.03%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                         | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3407469 | PA      | $3489366.92   | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                                      | NMLT 2021-INV1 TRUST NLT 2021 INV1 A1 144A                    | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2136950 | PA      | $1912050.80   | 0.04%             | 2056-05-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 10/35 5.407                    | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1657000 | PA      | $1674671.91   | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                               | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4344657 | PA      | $4249872.43   | 0.09%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8                           | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8         | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5875372 | PA      | $6234051.69   | 0.14%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2164000 | PA      | $2244844.85   | 0.05%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 2A A2 144A               | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1450000 | PA      | $1465338.25   | 0.03%             | 2056-01-20      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006                         | REGENTS OF THE UNIVERSITY OF C UNVHGR 05/50 FIXED 3.006       | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5860000 | PA      | $4039029.03   | 0.09%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   4008000 | PA      | $3689200.07   | 0.08%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A                              | VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A            | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2036000 | PA      | $2080209.09   | 0.05%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                                          | VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                        | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1923000 | PA      | $1933767.65   | 0.04%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2373000 | PA      | $2276470.16   | 0.05%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   8443000 | PA      | $9828390.76   | 0.22%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                  | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   5964000 | PA      | $6261927.80   | 0.14%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VCP RRL ABS I LTD VCRRL 2021 1A A 144A                                          | VCP RRL ABS I LTD VCRRL 2021 1A A 144A                        | CUSIP: 92243RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346173 | PA      | $335252.52    | 0.01%             | 2031-10-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2024 5 A 144A                               | VERIZON MASTER TRUST SERIES 20 VZMT 2024 5 A 144A             | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6179000 | PA      | $6404191.80   | 0.14%             | 2032-06-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                                  | VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2239000 | PA      | $2247662.24   | 0.05%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-2                                               | VERUS SECURITIZATION TRUST 202 VERUS 2026 2 A1 144A           | CUSIP: 92490GAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2920000 | PA      | $2917284.11   | 0.07%             | 2071-02-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6993000 | PA      | $7093226.12   | 0.16%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4459446.67   | 0.10%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PARTNERS LLC COMPANY GUAR 08/30 4.9              | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1235522.75   | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 01/37 VAR                                | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1585913.21   | 0.04%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NATIONAL ASSOCIATION SR UNSECURED 01/33 5             | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   4697000 | PA      | $4752576.69   | 0.11%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                                    | KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                  | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1553000 | PA      | $1578030.32   | 0.04%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2685817.58   | 0.06%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2025-Inv2                                                       | NYMT LOAN TRUST 2025-INV2 NYMT 2025 INV2 A1 144A              | CUSIP: 62957JAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2652389 | PA      | $2669359.31   | 0.06%             | 2060-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                                               | NATIONAL GRID PLC SR UNSECURED 06/33 5.809                    | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   5668000 | PA      | $6063511.17   | 0.14%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 B 144A                                        | 1301 TRUST 2025-AOA AOA 2025 1301 B 144A                      | CUSIP: 682461AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1231000 | PA      | $1257650.53   | 0.03%             | 2042-08-11      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75         | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   6107000 | PA      | $6233976.07   | 0.14%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2968000 | PA      | $3198723.42   | 0.07%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/31 4.7         | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1504242.78   | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                                                | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786684 | PA      | $773317.83    | 0.02%             | 2058-03-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818525 | PA      | $794868.26    | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1022000 | PA      | $995991.01    | 0.02%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/31 4                         | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2097000 | PA      | $2052282.00   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                              | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A            | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2294000 | PA      | $2323511.16   | 0.05%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9                           | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9         | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3712000 | PA      | $3724802.32   | 0.08%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65                          | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1329098.52   | 0.03%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1944822 | PA      | $1894659.30   | 0.04%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arby's Funding Llc                                                              | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4498200 | PA      | $4402704.11   | 0.10%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                        | DEVON ENERGY CORP SR UNSECURED 09/34 5.2                      | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $3077610.79   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A           | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3870000 | PA      | $3776938.88   | 0.08%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 11/32 6.7             | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5028000 | PA      | $5586421.80   | 0.12%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/31 6                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2682818.41   | 0.06%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                       | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2084000 | PA      | $1945844.80   | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2668000 | PA      | $2670577.29   | 0.06%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3163000 | PA      | $3252167.79   | 0.07%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                        | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2004000 | PA      | $2069595.87   | 0.05%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SUBORDINATED 07/35 VAR                        | CUSIP: 55261FAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3743000 | PA      | $3796655.42   | 0.08%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $3084771.33   | 0.07%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 5.5                           | CUSIP: 3132E0Z47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7989062 | PA      | $8247599.12   | 0.18%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                        | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    191993 | PA      | $181386.16    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/43 FIXED 3                        | CUSIP: 3132L5AE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670846 | PA      | $632058.05    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                                      | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                    | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413368 | PA      | $390537.57    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2641936.18   | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    445484 | PA      | $416258.50    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/45 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 07/45 FIXED 4                        | CUSIP: 3132QRQT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1277282 | PA      | $1269187.38   | 0.03%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 3132WHBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583238 | PA      | $546250.99    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                      | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406137 | PA      | $391293.77    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                        | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549662 | PA      | $513038.84    | 0.01%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    476335 | PA      | $443150.15    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    742613 | PA      | $710233.94    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5                      | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1882268 | PA      | $1808180.98   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1691431 | PA      | $1573065.44   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                        | CUSIP: 31335BD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309362 | PA      | $287616.09    | 0.01%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                        | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    278047 | PA      | $274023.95    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                             | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9169699 | PA      | $8443648.15   | 0.19%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   5481000 | PA      | $5082422.45   | 0.11%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                         | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3866000 | PA      | $4009196.64   | 0.09%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5926327 | PA      | $6108388.88   | 0.14%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4261311 | PA      | $4241610.54   | 0.09%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4                                               | FREDDIE MAC POOL FR 09/52 FIXED 4                             | CUSIP: 31427NEB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23389053 | PA      | $22753831.92  | 0.51%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 3                                               | FREDDIE MAC POOL FR 12/51 FIXED 3                             | CUSIP: 31427NXJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13695501 | PA      | $12516943.11  | 0.28%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/55 4.625                    | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  64821000 | PA      | $64709588.91  | 1.44%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-11                                              | VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A          | CUSIP: 924935AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2912997 | PA      | $2923897.87   | 0.07%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-1                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 1 A1 144A           | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821129 | PA      | $755240.52    | 0.02%             | 2066-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R2 A1 144A          | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447859 | PA      | $424162.38    | 0.01%             | 2064-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772060 | PA      | $668632.71    | 0.01%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180189 | PA      | $1043776.80   | 0.02%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3862006.92   | 0.09%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6              | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $5274087.05   | 0.12%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3521000 | PA      | $3523809.02   | 0.08%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 03/33 7                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $5202590.67   | 0.12%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2567724.45   | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $7085597.27   | 0.16%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/31 4.7            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1572948.30   | 0.04%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC SR UNSECURED 05/30 4.7                             | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4267000 | PA      | $4362546.75   | 0.10%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2126000 | PA      | $2300812.48   | 0.05%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375            | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1691603.16   | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike And Infrastructure Commission                                     | OHIO TURNPIKE and INFRASTRUCTURE OHSTRN 02/48 FIXED 3.216     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1283035.55   | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                            | OLD NATIONAL BANCORP/IN SUBORDINATED 02/36 VAR                | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1536842.33   | 0.03%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                           | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   4202000 | PA      | $4033246.84   | 0.09%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC JR SUBORDINA 05/56 VAR                   | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2074000 | PA      | $2087084.87   | 0.05%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A                             | WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A           | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3512000 | PA      | $3644484.23   | 0.08%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                 | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                   | CUSIP: 94877DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2714630.46   | 0.06%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO PREFERRED STOCK 7.5                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       277 | NS      | $341261.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3563859 | PA      | $3360151.99   | 0.08%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3130002 | PA      | $2995172.91   | 0.07%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cencora Inc.                                                                    | CENCORA INC SR UNSECURED 05/30 2.8                            | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3094000 | PA      | $2939107.58   | 0.07%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13181000 | PA      | $13801491.49  | 0.31%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5208000 | PA      | $5198721.43   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721                | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2399000 | PA      | $2400274.30   | 0.05%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322                | CUSIP: 04685A4D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2807000 | PA      | $2848975.51   | 0.06%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/32 5                | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2060000 | PA      | $2141009.79   | 0.05%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc.                                                             | ROCHE HOLDINGS INC COMPANY GUAR 144A 11/30 5.489              | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   4296000 | PA      | $4571300.14   | 0.10%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/85 VAR                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5989000 | PA      | $5984278.87   | 0.13%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 01/36 5.375          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2804000 | PA      | $2863930.31   | 0.06%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15                    | CUSIP: 78081BAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2003000 | PA      | $2071102.70   | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3857000 | PA      | $3698679.02   | 0.08%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1748882.30   | 0.04%             | 2055-02-15      | Variable      | 7.00%                 | 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        |   3761000 | PA      | $3996641.69   | 0.09%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 04/56 VAR                 | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2496896.60   | 0.06%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7098000 | PA      | $7414341.96   | 0.17%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24385000 | PA      | $22050326.45  | 0.49%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  29513000 | PA      | $27813697.53  | 0.62%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F032633<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -29513000 | PA      | $-27813697.53 | -0.62%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2939000 | PA      | $3033716.15   | 0.07%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1983676.03   | 0.04%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/33 VAR                     | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4111000 | PA      | $4147670.57   | 0.09%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B A2 144A                             | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B A2 144A           | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2559103 | PA      | $2573074.96   | 0.06%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/33 4.4                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4162370.52   | 0.09%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4036951.11   | 0.09%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25           | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   9046000 | PA      | $8434017.38   | 0.19%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2025 1 A2 144A                        | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2412000 | PA      | $2416977.16   | 0.05%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                               | S+P GLOBAL INC COMPANY GUAR 03/32 2.9                         | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1915099.15   | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                                        | 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                      | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4629000 | PA      | $4739107.71   | 0.11%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $4305745.35   | 0.10%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/35 5.55           | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $2022535.73   | 0.05%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance (USA) Pty. Ltd.                                                   | CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7           | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   3533000 | PA      | $3889689.42   | 0.09%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                             | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9               | CUSIP: 17287HAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2303351.70   | 0.05%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2512000 | PA      | $2589343.98   | 0.06%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/32 VAR                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3473000 | PA      | $3178969.26   | 0.07%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED VAR                            | CUSIP: 3140W0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2635681 | PA      | $2715827.71   | 0.06%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED VAR                            | CUSIP: 3140W0MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13223112 | PA      | $13554956.08  | 0.30%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140W0ZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9786644 | PA      | $9304888.05   | 0.21%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/55 FIXED VAR                            | CUSIP: 3140W16C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11659804 | PA      | $12021646.62  | 0.27%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corporation                                               | FIFTH THIRD FINANCIAL CORP SR UNSECURED 01/30 VAR             | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2089000 | PA      | $2189721.20   | 0.05%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471000 | PA      | $2487853.46   | 0.06%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A                             | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A           | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1087000 | PA      | $1110240.39   | 0.02%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2024000 | PA      | $2050850.18   | 0.05%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A                                | CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A              | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1906000 | PA      | $1963363.17   | 0.04%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XDXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4862562 | PA      | $4644471.76   | 0.10%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11732937 | PA      | $10354587.56  | 0.23%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2036118 | PA      | $1996726.80   | 0.04%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XFAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1629661 | PA      | $1605262.27   | 0.04%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4616435 | PA      | $4059684.46   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140W1EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3773395 | PA      | $3590004.97   | 0.08%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140W1ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6068271 | PA      | $5758176.94   | 0.13%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P 2024 1A A2 144A                                           | SEB FUNDING LLC SEB4P 2024 1A A2 144A                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3932000 | PA      | $4042453.03   | 0.09%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-2 L SCFET 2025 2A A3 144A                            | SCF EQUIPMENT LEASING 2025-2 L SCFET 2025 2A A3 144A          | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4091000 | PA      | $4137853.00   | 0.09%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    376780 | PA      | $369373.24    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10880609 | PA      | $9964686.14   | 0.22%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2745520 | PA      | $2602647.84   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2435231 | PA      | $2313071.57   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2043771 | PA      | $1948274.20   | 0.04%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1189740 | PA      | $1170440.74   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8322775 | PA      | $7907877.31   | 0.18%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED VAR                            | CUSIP: 3140XL6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6176963 | PA      | $5776338.63   | 0.13%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XL7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16086566 | PA      | $16351466.42  | 0.37%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    583356 | PA      | $538924.77    | 0.01%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA C 144A                 | CUSIP: 78449RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4837000 | PA      | $4370597.11   | 0.10%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/35 VAR                                        | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3317000 | PA      | $3500482.97   | 0.08%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1408000 | PA      | $1353119.68   | 0.03%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2199000 | PA      | $2205051.43   | 0.05%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/35 VAR           | CUSIP: 174610BG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3242000 | PA      | $3588301.49   | 0.08%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6520000 | PA      | $6868428.28   | 0.15%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR           | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2862000 | PA      | $2952331.62   | 0.07%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SUBORDINATED 01/36 VAR           | CUSIP: 174610BK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    766000 | PA      | $776537.75    | 0.02%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 12/30 4.7                     | CUSIP: 18977W2J8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1593245.38   | 0.04%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A            | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1174586 | PA      | $1009721.37   | 0.02%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                   | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3836730 | PA      | $3356774.21   | 0.07%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1601733 | PA      | $1397405.83   | 0.03%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1346188 | PA      | $1184733.66   | 0.03%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-Nqm3 Trust                                                            | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838768 | PA      | $743323.10    | 0.02%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A                              | COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A            | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1361074 | PA      | $1376287.39   | 0.03%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5706861.55   | 0.13%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984127 | PA      | $894644.82    | 0.02%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                            | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A1 144A                   | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2411687 | PA      | $2120743.07   | 0.05%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/32 5                          | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1964757.69   | 0.04%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR         | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4019000 | PA      | $4031058.53   | 0.09%             | 2086-07-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 11/32 4.999   | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2896000 | PA      | $2954379.16   | 0.07%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3667508.68   | 0.08%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 03/31 VAR                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4016000 | PA      | $4128684.50   | 0.09%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                            | DATABANK ISSUER COLO 2021 2A A2 144A                          | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1246000 | PA      | $1227254.68   | 0.03%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2026 1A A2 144A                                            | DATABANK ISSUER COLO 2026 1A A2 144A                          | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2681000 | PA      | $2711710.32   | 0.06%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 07/32 5                        | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2136973.05   | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED VAR                            | CUSIP: 3140W2FU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11763249 | PA      | $12066691.31  | 0.27%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1059686 | PA      | $983830.11    | 0.02%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1497669 | PA      | $1357087.25   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/47 FIXED VAR                            | CUSIP: 3140X4MB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3984435 | PA      | $3688871.99   | 0.08%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/48 FIXED VAR                            | CUSIP: 3140X4P91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    491260 | PA      | $454818.34    | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED VAR                            | CUSIP: 3140X4WA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1585012 | PA      | $1556329.43   | 0.03%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1915141 | PA      | $1765296.65   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4189853 | PA      | $3950870.92   | 0.09%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5 EFMT 2025 INV5 A1 144A                                           | EFMT 2025-INV5 EFMT 2025 INV5 A1 144A                         | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3683819 | PA      | $3710750.64   | 0.08%             | 2070-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4556000 | PA      | $4781024.80   | 0.11%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2063764 | PA      | $2111394.65   | 0.05%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489                               | STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489             | CUSIP: 784772AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3867000 | PA      | $3876911.12   | 0.09%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6238000 | PA      | $6356066.63   | 0.14%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4883000 | PA      | $4969726.96   | 0.11%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald L.P.                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2              | CUSIP: 138616AM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7117000 | PA      | $7556579.51   | 0.17%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1615420.81   | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2823273.18   | 0.06%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10621603 | PA      | $10042317.30  | 0.22%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3420827 | PA      | $3249226.25   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2447557 | PA      | $2326308.51   | 0.05%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2293000 | PA      | $2646394.87   | 0.06%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2996000 | PA      | $2709511.25   | 0.06%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133KPGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14459671 | PA      | $14098592.58  | 0.31%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3133KPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8665551 | PA      | $8441036.24   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2755153.92   | 0.06%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4187039.10   | 0.09%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2083000 | PA      | $2100265.99   | 0.05%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   6973000 | PA      | $6978578.40   | 0.16%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/33 5.35         | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2176454.17   | 0.05%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                    | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $4026172.49   | 0.09%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 06/52 FIXED 4.5                           | CUSIP: 3133KPLW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3997823 | PA      | $3988085.49   | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133KPUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12483574 | PA      | $12710600.37  | 0.28%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                             | CUSIP: 3133KRJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2794249 | PA      | $2822798.89   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/36 FIXED 2                                               | FREDDIE MAC POOL FR 06/36 FIXED 2                             | CUSIP: 3133L8DV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6034801 | PA      | $5643396.89   | 0.13%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/42 FIXED 4                              | CUSIP: 3138E9AZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    677655 | PA      | $674589.79    | 0.02%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/43 FIXED VAR                            | CUSIP: 3138EK6N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    852351 | PA      | $847123.79    | 0.02%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/42 FIXED VAR                            | CUSIP: 3138EKF34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418199 | PA      | $394455.55    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/42 FIXED VAR                            | CUSIP: 3138ETCE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    936420 | PA      | $932457.05    | 0.02%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/27 FIXED 3                              | CUSIP: 3138LWA50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13842 | PA      | $13740.37     | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/43 FIXED 4                              | CUSIP: 3138WAEP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1024249 | PA      | $1018377.48   | 0.02%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/43 FIXED 4                              | CUSIP: 3138WAN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    994523 | PA      | $987562.24    | 0.02%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    250310 | PA      | $240979.36    | 0.01%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 04/30 4.05                           | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4750754.94   | 0.11%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    923000 | PA      | $965939.81    | 0.02%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                          | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1623380.89   | 0.04%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                                        | EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                      | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3776000 | PA      | $3805973.51   | 0.08%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3                              | CUSIP: 3138WHST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    656569 | PA      | $610121.97    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                              | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895476 | PA      | $831848.95    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1589334 | PA      | $1469064.30   | 0.03%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                                | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 1 A1 144A            | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2711994 | PA      | $2783578.55   | 0.06%             | 2064-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 3 A1A 144A           | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1604360 | PA      | $1633437.92   | 0.04%             | 2065-07-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A           | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1106704 | PA      | $1127567.91   | 0.03%             | 2064-10-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A                             | TRICON AMERICAN HOMES 2020-SFR TAH 2020 SFR2 A 144A           | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2711062 | PA      | $2594510.49   | 0.06%             | 2039-11-17      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                               | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3381029 | PA      | $3208302.53   | 0.07%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/30 4.2                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4738000 | PA      | $4779668.44   | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3159000 | PA      | $3211985.46   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/37 FIXED 4                                               | FREDDIE MAC POOL FR 08/37 FIXED 4                             | CUSIP: 3132CWYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2347752 | PA      | $2347973.42   | 0.05%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/37 FIXED 4                                               | FREDDIE MAC POOL FR 08/37 FIXED 4                             | CUSIP: 3132CWZD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1288983 | PA      | $1287090.84   | 0.03%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/37 FIXED 4                                               | FREDDIE MAC POOL FR 08/37 FIXED 4                             | CUSIP: 3132D6CJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2039811 | PA      | $2035541.74   | 0.05%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922454 | PA      | $929759.70    | 0.02%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    640417 | PA      | $645489.04    | 0.01%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/38 FIXED 4.5                           | CUSIP: 3132D6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5389578 | PA      | $5432260.06   | 0.12%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                               | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945323 | PA      | $1819681.26   | 0.04%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR                  | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2995305.40   | 0.07%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2820000 | PA      | $3297970.26   | 0.07%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2695000 | PA      | $2793370.65   | 0.06%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2872086 | PA      | $2647368.74   | 0.06%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4183862 | PA      | $3689739.87   | 0.08%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5663443 | PA      | $5731926.46   | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DN4Y6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11446793 | PA      | $11403709.15  | 0.25%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DN5G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9595988 | PA      | $9398345.09   | 0.21%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3132DNEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7000558 | PA      | $6856372.07   | 0.15%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1818621 | PA      | $1810781.50   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DNPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  22840002 | PA      | $22355305.58  | 0.50%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3513000 | PA      | $3519618.49   | 0.08%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5268048 | PA      | $5253570.39   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4370978 | PA      | $4358965.61   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061992 | PA      | $977903.81    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5FJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760633 | PA      | $700406.95    | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3132DNUV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16467696 | PA      | $16664768.46  | 0.37%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KG6M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5748932 | PA      | $5293734.83   | 0.12%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/49 FIXED 3                                               | FREDDIE MAC POOL FR 09/49 FIXED 3                             | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4084271 | PA      | $3760880.63   | 0.08%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3133KGUW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1551394 | PA      | $1428555.12   | 0.03%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/35 FIXED VAR                            | CUSIP: 3140X5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3413366 | PA      | $3279803.76   | 0.07%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140X6A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5705403 | PA      | $5169854.53   | 0.12%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4730412 | PA      | $4323339.01   | 0.10%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/28 FIXED 3                              | CUSIP: 3138WMJG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113813 | PA      | $112794.11    | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                              | CUSIP: 3140FEEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774486 | PA      | $724537.71    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 4                              | CUSIP: 3140FEZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    940934 | PA      | $928022.83    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/47 FIXED VAR                            | CUSIP: 3140J5M30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764912 | PA      | $753938.28    | 0.02%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6327553 | PA      | $6286434.86   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3448677 | PA      | $3268136.07   | 0.07%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8043339 | PA      | $7597127.68   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17579406 | PA      | $17360165.80  | 0.39%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5648580 | PA      | $5507527.19   | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4958598 | PA      | $4834774.85   | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5469583 | PA      | $5469934.74   | 0.12%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3261764 | PA      | $3253818.99   | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                              | CUSIP: 3140QPKY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3955863 | PA      | $3857079.86   | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6321894 | PA      | $6294642.24   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13261212 | PA      | $13000511.20  | 0.29%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4544679 | PA      | $4448234.90   | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6489175 | PA      | $6461201.72   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4332671 | PA      | $4312639.91   | 0.10%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4131709 | PA      | $4189417.64   | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                            | CUSIP: 3140QQFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2743384 | PA      | $2735844.39   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED 5                              | CUSIP: 3140QRBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9459211 | PA      | $9632713.70   | 0.22%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 5                              | CUSIP: 3140QRWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4578323 | PA      | $4654430.79   | 0.10%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED VAR                            | CUSIP: 3140X8P92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18189696 | PA      | $15306938.83  | 0.34%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SABEY DATA CENTER ISSUER LLC SDCP 2026 1 A2 144A              | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2476000 | PA      | $2514157.14   | 0.06%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2859000 | PA      | $2957635.07   | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6057707 | PA      | $5126059.18   | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED VAR                            | CUSIP: 3140X9V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3777135 | PA      | $3586480.25   | 0.08%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XB4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15735983 | PA      | $13818523.29  | 0.31%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/51 FIXED VAR                            | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10747979 | PA      | $10205465.14  | 0.23%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2559267 | PA      | $2254613.66   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3729931 | PA      | $3285922.27   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1932868 | PA      | $1702780.61   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    797025 | PA      | $781107.19    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XH4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13503110 | PA      | $13767665.23  | 0.31%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4107978 | PA      | $4037490.07   | 0.09%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHLM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1674019 | PA      | $1646864.33   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7618473 | PA      | $7585632.02   | 0.17%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5712446 | PA      | $5619782.44   | 0.13%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7442183 | PA      | $7309832.30   | 0.16%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XJ5W9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8961887 | PA      | $8934457.60   | 0.20%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5115840 | PA      | $5120965.20   | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XM5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8075203 | PA      | $7652459.13   | 0.17%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3577503 | PA      | $3688804.60   | 0.08%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2413803 | PA      | $2020695.65   | 0.05%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XMSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6373349 | PA      | $6240089.20   | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15055539 | PA      | $13769353.56  | 0.31%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6281190 | PA      | $6126303.23   | 0.14%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XNED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3822834 | PA      | $3610161.57   | 0.08%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XNL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572307 | PA      | $1442899.63   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                            | CUSIP: 3140XPAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5380303 | PA      | $5546010.67   | 0.12%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2906001 | PA      | $2906187.92   | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XPFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4719255 | PA      | $4464823.52   | 0.10%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XQA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3867686 | PA      | $3961424.63   | 0.09%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XQHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10763180 | PA      | $10862292.26  | 0.24%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 A                  | CUSIP: 38380JH68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139082 | PA      | $134743.16    | 0.00%             | 2050-04-16      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4705235 | PA      | $139002.04    | 0.00%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1889895 | PA      | $85234.25     | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2390335 | PA      | $93892.36     | 0.00%             | 2060-04-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12180469 | PA      | $733639.37    | 0.02%             | 2061-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5913840 | PA      | $337486.26    | 0.01%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21204803 | PA      | $1335688.41   | 0.03%             | 2062-06-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30435234 | PA      | $1875918.23   | 0.04%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 33 IO                 | CUSIP: 38381JAV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19140871 | PA      | $1337552.56   | 0.03%             | 2063-05-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 36 IO                 | CUSIP: 38381JDB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21476209 | PA      | $1294111.23   | 0.03%             | 2064-10-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 62 IO                 | CUSIP: 38381JED5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15487120 | PA      | $969371.36    | 0.02%             | 2065-02-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/32 4.6                                | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1982219.28   | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 02/33 4.75                             | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1869138.08   | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    774000 | PA      | $820537.52    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1296788.52   | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP SR UNSECURED 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5617000 | PA      | $5892015.57   | 0.13%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3788505 | PA      | $3756312.98   | 0.08%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2020 1A A2II 144A                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2407860 | PA      | $2354843.05   | 0.05%             | 2050-01-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2723169 | PA      | $2560064.15   | 0.06%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 03/34 5.7                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2885673.36   | 0.06%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3836000 | PA      | $4013296.08   | 0.09%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                       | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   3856000 | PA      | $3849636.94   | 0.09%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPRITE 2026-1 LTD SPRTE 2026 1 A 144A                                           | SPRITE 2026-1 LTD SPRTE 2026 1 A 144A                         | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2369000 | PA      | $2388385.53   | 0.05%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED VAR                            | CUSIP: 3140X7JY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404097 | PA      | $357761.69    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1793086 | PA      | $61744.39     | 0.00%             | 2059-05-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2021 2 A1 144A             | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413371 | PA      | $394937.14    | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2372042 | PA      | $2171868.32   | 0.05%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1881830 | PA      | $1859598.62   | 0.04%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    870635 | PA      | $845904.61    | 0.02%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1636288 | PA      | $1654548.30   | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45                          | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3852956 | PA      | $4029077.67   | 0.09%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875                         | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3038197 | PA      | $3142915.36   | 0.07%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4364000 | PA      | $4428313.05   | 0.10%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3678190 | PA      | $3644057.01   | 0.08%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1854720 | PA      | $1773148.14   | 0.04%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7109000 | PA      | $5828824.64   | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  80444000 | PA      | $49196533.75  | 1.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4790321.96   | 0.11%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/30 3.5                      | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 100165000 | PA      | $100110221.76 | 2.24%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/32 3.875                    | CUSIP: 91282CPQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  64952000 | PA      | $65591371.25  | 1.46%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/31 3.75                     | CUSIP: 91282CPW5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  34566000 | PA      | $34917060.94  | 0.78%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                 | UNITEDHEALTH GROUP INC SR UNSECURED 06/55 5.95                | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $2348745.43   | 0.05%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2147619 | PA      | $77788.70     | 0.00%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1110539 | PA      | $17155.50     | 0.00%             | 2058-09-16      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI                | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27607813 | PA      | $1943650.81   | 0.04%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 128 IO                | CUSIP: 38381MA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28279717 | PA      | $2291808.05   | 0.05%             | 2067-09-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 126 IO                | CUSIP: 38381PYF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14776274 | PA      | $1034424.86   | 0.02%             | 2067-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6890851 | PA      | $415139.29    | 0.01%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO                | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7176193 | PA      | $594797.28    | 0.01%             | 2065-09-16      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding L.L.C.                                 | GREATAMERICA LEASING RECEIVABL GALC 2025 2 A3 144A            | CUSIP: 39154TCQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3964000 | PA      | $3999492.07   | 0.09%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4187000 | PA      | $4328014.81   | 0.10%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 11/30 4.551                                | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4879000 | PA      | $4917965.55   | 0.11%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    592517 | PA      | $590833.14    | 0.01%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3379539 | PA      | $3159141.57   | 0.07%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5619622 | PA      | $5181284.54   | 0.12%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    930000 | PA      | $986521.03    | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2078000 | PA      | $2088105.31   | 0.05%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1290732 | PA      | $1284966.28   | 0.03%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    713535 | PA      | $10603.63     | 0.00%             | 2053-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 7 IO                  | CUSIP: 38378X2M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2571809 | PA      | $64968.52     | 0.00%             | 2057-01-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4745000 | PA      | $4712160.80   | 0.11%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                                    | SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2800443.56   | 0.06%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 08/31 2.65                        | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   2283000 | PA      | $2066832.68   | 0.05%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 04/34 6.1                         | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1930193.28   | 0.04%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 10/35 5.3                         | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3958000 | PA      | $3945933.80   | 0.09%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                   | PINNACLE BANK/NASHVILLE TN SUBORDINATED 01/36 VAR             | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1386522.63   | 0.03%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2020 1A A 144A                                           | TIF FUNDING II LLC TIF 2020 1A A 144A                         | CUSIP: 872480AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3416554 | PA      | $3286629.07   | 0.07%             | 2045-08-20      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2207039 | PA      | $2040657.65   | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11932000 | PA      | $11840271.68  | 0.26%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                                   | T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                 | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2115000 | PA      | $2139029.36   | 0.05%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    990000 | PA      | $993479.85    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L.P.                                                      | AMERICAN HOMES 4 RENT LP SR UNSECURED 06/30 4.95              | CUSIP: 02666TAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3737817.51   | 0.08%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2936000 | PA      | $2968655.07   | 0.07%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A                  | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4816000 | PA      | $4913316.91   | 0.11%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3076000 | PA      | $2984458.92   | 0.07%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2281000 | PA      | $2413411.34   | 0.05%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                | AMERICAN NATIONAL GLOBAL FUNDI SR SECURED 144A 01/31 4.875    | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6899000 | PA      | $6895871.58   | 0.15%             | 2031-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $3022297.01   | 0.07%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $3003142.08   | 0.07%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 02/29 5.2                    | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3670797.83   | 0.08%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 12/32 4.7                    | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3086105.11   | 0.07%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 07/31 6.7              | CUSIP: 03770DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2961000 | PA      | $3056998.94   | 0.07%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2623143.34   | 0.06%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   5488000 | PA      | $4599297.43   | 0.10%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $668179.48    | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2             | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2251238.84   | 0.05%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5116000 | PA      | $5419020.68   | 0.12%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18 BANK5 2025 5YR18 A3                                            | BANK5 2025-5YR18 BANK5 2025 5YR18 A3                          | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5072000 | PA      | $5269868.86   | 0.12%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 5                                               | FREDDIE MAC POOL FR 07/52 FIXED 5                             | CUSIP: 3132DNUY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7661346 | PA      | $7813842.48   | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3129693 | PA      | $3129894.55   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8        | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3454297.67   | 0.08%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/28 5.45       | CUSIP: 04020EAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1341000 | PA      | $1340927.09   | 0.03%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2753940 | PA      | $2742068.70   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5                                               | FREDDIE MAC POOL FR 03/53 FIXED 5                             | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9754027 | PA      | $9922269.65   | 0.22%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 01/31 5.15       | CUSIP: 04020EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3764436.90   | 0.08%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                                   | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769276 | PA      | $708512.66    | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 06/52 FIXED 3.5                           | CUSIP: 3132DP4T2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5980853 | PA      | $5710737.58   | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DP6U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2528257 | PA      | $2526839.00   | 0.06%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3623000 | PA      | $3790937.06   | 0.08%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   7932000 | PA      | $7486219.14   | 0.17%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                            | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/30 6.25    | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2441641.27   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                            | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/33 5.25    | CUSIP: 049463AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1226501.72   | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                      | AVIS BUDGET RENTAL CAR FUNDING AESOP 2024 1A A 144A           | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3061000 | PA      | $3181346.28   | 0.07%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                 | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883175 | PA      | $831339.84    | 0.02%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2688042 | PA      | $2676454.29   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DPAJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11118383 | PA      | $11091301.53  | 0.25%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5293000 | PA      | $5525156.27   | 0.12%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC SR UNSECURED 144A 03/31 5.25                  | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1063000 | PA      | $1113640.69   | 0.02%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3                                               | FREDDIE MAC POOL FR 06/52 FIXED 3                             | CUSIP: 3132DPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7326992 | PA      | $6705631.15   | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 5                                               | FREDDIE MAC POOL FR 02/53 FIXED 5                             | CUSIP: 3132DPSF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6490917 | PA      | $6575491.57   | 0.15%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3                               | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3             | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2019000 | PA      | $2098112.50   | 0.05%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3                               | BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2084000 | PA      | $2179130.85   | 0.05%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A                                    | BXHPP TRUST 2021-FILM BXHPP 2021 FILM C 144A                  | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6514000 | PA      | $5667180.00   | 0.13%             | 2036-08-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6704000 | PA      | $6303449.21   | 0.14%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11634000 | PA      | $10772171.55  | 0.24%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11703000 | PA      | $11750615.53  | 0.26%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9575000 | PA      | $9808769.12   | 0.22%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1246856.02   | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6413000 | PA      | $6713827.42   | 0.15%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2476223.59   | 0.06%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 BANK5 2026 5YR20 A3                                            | BANK5 2026-5YR20 BANK5 2026 5YR20 A3                          | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1281000 | PA      | $1329344.81   | 0.03%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 03/30 VAR                           | CUSIP: 06738ECR4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  11749000 | PA      | $12248348.36  | 0.27%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1465119 | PA      | $1409937.51   | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/32 4.473         | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $2089355.84   | 0.05%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A                              | TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A            | CUSIP: 89172RAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292885 | PA      | $1283462.24   | 0.03%             | 2055-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1081195 | PA      | $1004033.27   | 0.02%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    480737 | PA      | $448832.11    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A            | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983077 | PA      | $945173.44    | 0.02%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2515862.81   | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/54 FIXED 5.5                            | CUSIP: 3140QU7A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11698680 | PA      | $12054171.56  | 0.27%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVQR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15219037 | PA      | $15502943.71  | 0.35%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3               | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2426000 | PA      | $2517811.73   | 0.06%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3362000 | PA      | $3321123.63   | 0.07%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2747862 | PA      | $2833137.73   | 0.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140W02F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13268993 | PA      | $13174475.53  | 0.29%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 11/34 5.45        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2080326.33   | 0.05%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4             | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1281021.31   | 0.03%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4074567 | PA      | $3726479.05   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/37 FIXED VAR                            | CUSIP: 3140XJHD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3810852 | PA      | $3811211.73   | 0.09%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A            | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3835000 | PA      | $3897442.62   | 0.09%             | 2038-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/35 6.25              | CUSIP: 350930AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6849000 | PA      | $7374212.62   | 0.16%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1               | CUSIP: 350930AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4892000 | PA      | $5222851.59   | 0.12%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2994000 | PA      | $3132571.33   | 0.07%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3                               | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1115326.93   | 0.02%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A                             | BEACON CONTAINER FINANCE II LL BEACN 2021 1A A 144A           | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3802334 | PA      | $3579711.54   | 0.08%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 177 IO                | CUSIP: 38381JG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23498957 | PA      | $1372348.48   | 0.03%             | 2065-06-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 91 IO                 | CUSIP: 38381JKL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19328630 | PA      | $1335759.12   | 0.03%             | 2065-04-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 105 IO                | CUSIP: 38381JMK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15421015 | PA      | $911756.72    | 0.02%             | 2065-07-16      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 194 IO                | CUSIP: 38381LK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11395770 | PA      | $843811.16    | 0.02%             | 2067-08-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                           | CUSIP: 3132DPY44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10647595 | PA      | $10582564.02  | 0.24%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132DQ6B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6840808 | PA      | $6953456.83   | 0.16%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3                                | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3              | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $1642623.57   | 0.04%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5140000 | PA      | $5336947.27   | 0.12%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4                             | JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4           | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1371870 | PA      | $1325136.01   | 0.03%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 07/32 4.65                              | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $2118788.90   | 0.05%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11292000 | PA      | $12660328.65  | 0.28%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                          | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1623000 | PA      | $1644919.62   | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC COMPANY GUAR 03/33 4.9                             | CUSIP: 49177JAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2126911.13   | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC SR UNSECURED 05/32 4.85                            | CUSIP: 49177JAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5494000 | PA      | $5678183.66   | 0.13%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2305812 | PA      | $2361743.67   | 0.05%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                    | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5423350 | PA      | $5422155.78   | 0.12%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                                         | SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                       | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2529000 | PA      | $2569181.00   | 0.06%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    846000 | PA      | $848487.92    | 0.02%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3               | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2009000 | PA      | $2116497.57   | 0.05%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/33 VAR                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12896000 | PA      | $12110198.36  | 0.27%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5583000 | PA      | $6199345.73   | 0.14%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3598950.89   | 0.08%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 2.5                           | CUSIP: 3132DSFA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17427012 | PA      | $15330726.79  | 0.34%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSNV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2804962 | PA      | $2651983.76   | 0.06%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DQH74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8417937 | PA      | $8357447.78   | 0.19%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3924497 | PA      | $4051499.35   | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DSPT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2999042 | PA      | $2935398.59   | 0.07%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4069172 | PA      | $3849789.55   | 0.09%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XQNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18963404 | PA      | $17325594.00  | 0.39%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 11/31 VAR         | CUSIP: 61776NZW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1758758.68   | 0.04%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A                          | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A        | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820288 | PA      | $1830394.59   | 0.04%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   5618000 | PA      | $5168716.07   | 0.12%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQW93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9523897 | PA      | $9628495.85   | 0.22%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQX68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14306538 | PA      | $14535421.56  | 0.32%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQY83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5496549 | PA      | $5584485.82   | 0.12%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQYW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4381084 | PA      | $4522862.35   | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2023000 | PA      | $2122263.25   | 0.05%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A                              | WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A            | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1174523 | PA      | $1202385.64   | 0.03%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/47 FIXED 3.5                                             | FREDDIE MAC POOL FR 08/47 FIXED 3.5                           | CUSIP: 3132DSD58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5484355 | PA      | $5226379.94   | 0.12%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/54 FIXED 5                                               | FREDDIE MAC POOL FR 05/54 FIXED 5                             | CUSIP: 3132DUFJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10549393 | PA      | $10764649.94  | 0.24%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    546424 | PA      | $532698.43    | 0.01%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                    | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6215350 | PA      | $6047414.97   | 0.14%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                    | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1556000 | PA      | $1616041.53   | 0.04%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                | XCEL ENERGY INC SR UNSECURED 06/32 4.6                        | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5077000 | PA      | $5114748.26   | 0.11%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3630526.07   | 0.08%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                                        | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                      | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2069485 | PA      | $1984595.97   | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                               | BANK HAPOALIM BM SR UNSECURED 144A REGS 07/29 4               | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   3162000 | PA      | $3164355.60   | 0.07%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                               | BANK HAPOALIM BM SR UNSECURED 144A REGS 01/33 5               | CUSIP: DC8043440<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   1824000 | PA      | $1845699.95   | 0.04%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 01/38 5.6       | CUSIP: YI2581605<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   1281000 | PA      | $1301160.38   | 0.03%             | 2038-01-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23360000 | PA      | $23579912.44  | 0.53%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 4.75                     | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2299000 | PA      | $2356475.00   | 0.05%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/55 4.75                     | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  51784000 | PA      | $52730676.25  | 1.18%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                            | CUSIP: 3140Y6SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7156083 | PA      | $7333993.70   | 0.16%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3                              | CUSIP: 31417GF27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1406309 | PA      | $1318651.26   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/35 FIXED 2.5                            | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5083543 | PA      | $4863975.17   | 0.11%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2                              | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9438461 | PA      | $7907231.04   | 0.18%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/50 FIXED 2                              | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3163015 | PA      | $2647893.11   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/37 FIXED 3                              | CUSIP: 31418EFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6373437 | PA      | $6176156.81   | 0.14%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/38 FIXED 4                              | CUSIP: 31418EML1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1730588 | PA      | $1724802.50   | 0.04%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6598969 | PA      | $6654018.58   | 0.15%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1648000 | PA      | $1675612.17   | 0.04%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3277000 | PA      | $3456684.76   | 0.08%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/31 VAR         | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3959000 | PA      | $4031701.25   | 0.09%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/32 VAR         | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   6258000 | PA      | $6240582.73   | 0.14%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 09/35 VAR         | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3902385.01   | 0.09%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2465097.11   | 0.06%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 C 144A           | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4249000 | PA      | $4193856.48   | 0.09%             | 2038-08-17      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3095750 | PA      | $2653395.51   | 0.06%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                                       | FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                     | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449000 | PA      | $1472783.89   | 0.03%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 12/32 4.45                      | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2086781.20   | 0.05%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** John Hancock Bond Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer