# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001145549-25-049364
**Filing Date:** 2025-7
**Character Count:** 184790
**Document Hash:** 9cc84ba473c3138d085acfd14f0152e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049364.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049364

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**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:** 251158747

**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 Short Duration Bond Fund (Series ID: S000065984)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213124 | Class NAV    |  |
| C000213125 | Class R6     | JSNRX           |
| C000213126 | Class A      | JSNAX           |
| C000213127 | Class C      | JSNCX           |
| C000213128 | Class I      | JSNIX           |

## 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:** Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000065984

- **c. LEI of Series:** 549300YGEZSJW61UIQ46

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1296725053.37

**Total Liabilities:** $8993501.56

**Net Assets:** $1287731551.81

**Cash Not Reported:** $4829441.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3325.048777000000 | **1-Year:** -92951.731095000100 | **5-Year:** -63853.011323000000 | **10-Year:** -8603.969026000000 | **30-Year:** -2382.627531000000

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

- **3-Month:** -1695.158444000000 | **1-Year:** -26460.937094000000 | **5-Year:** -16502.822622000000 | **10-Year:** -2921.990500000000 | **30-Year:** -2228.772949000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213124 | 0.23%                | 0.53%                | 0.33%                |
| Class ID C000213125 | 0.34%                | 0.42%                | 0.43%                |
| Class ID C000213126 | 0.31%                | 0.39%                | 0.30%                |
| Class ID C000213127 | 0.14%                | 0.44%                | 0.23%                |
| Class ID C000213128 | 0.33%                | 0.41%                | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-40309.48               | $-1591299.94                               |
| Month 2  | $408704.55               | $-242289.15                                |
| Month 3  | $113984.12               | $-631760.23                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| First Quantum Minerals Ltd.                                                    | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2628652.50   | 0.20%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                              | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3942741.80   | 0.31%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                     | FORD CREDIT FLOORPLAN MASTER O FORDF 2023 1 A1 144A          | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2508054.50   | 0.19%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4341267.45   | 0.34%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                        | GCI LLC COMPANY GUAR 144A 10/28 4.75                         | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2351280.50   | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                         | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/28 4              | CUSIP: 36168QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2883941.70   | 0.22%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                       | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1112545.34   | 0.09%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                            | GMF FLOORPLAN OWNER REVOLVING GFORT 2023 1 A1 144A           | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1920000 | PA      | $1934842.56   | 0.15%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P 2021 1A A2 144A                                          | SEB FUNDING LLC SEB4P 2021 1A A2 144A                        | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2992500 | PA      | $2929859.49   | 0.23%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                  | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05          | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007824.00   | 0.23%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A3 144A                             | VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A3 144A           | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1497185.55   | 0.12%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SUBORDINATED 07/27 4.3                    | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3384340.31   | 0.26%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 07/29 VAR                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2564720.75   | 0.20%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 04/28 VAR                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15277147.65  | 1.19%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                            | WENDY'S FUNDING LLC WEN 2018 1A A2II 144A                    | CUSIP: 95058XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2781951 | PA      | $2698394.92   | 0.21%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 1A A1 144A          | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2413796 | PA      | $2435081.64   | 0.19%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 3A A1 144A          | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251875.13   | 0.10%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                    | WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75                 | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3721045.47   | 0.29%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IV                                              | WILLIS ENGINE STRUCTURED TRUST WESTF 2018 A A 144A           | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1436821 | PA      | $1419972.18   | 0.11%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                               | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A B 144A           | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2927507 | PA      | $2696970.63   | 0.21%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                               | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A C 144A           | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043213 | PA      | $1002117.12   | 0.08%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust VII                                             | WILLIS ENGINE STRUCTURED TRUST WESTF 2023 A A 144A           | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1869674 | PA      | $1910463.24   | 0.15%             | 2048-10-15      | Fixed         | 8.00%                 | 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        |   4181325 | PA      | $3945856.61   | 0.31%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                           | TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020638.00   | 0.16%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                         | XHR LP SR SECURED 144A 06/29 4.875                           | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1899314.40   | 0.15%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                                     | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/25 5                | CUSIP: 98421MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3072000 | PA      | $3057451.62   | 0.24%             | 2025-08-15      | Fixed         | 5.00%                 | 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        |    673750 | PA      | $616464.81    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC ZIPLY 2024 1A C 144A                                    | ZIPLY FIBER ISSUER LLC ZIPLY 2024 1A C 144A                  | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3216804.90   | 0.25%             | 2054-04-20      | Fixed         | 11.17%                | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                      | CAESARS ENTERTAINMENT INC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1123650 | PA      | $1118380.08   | 0.09%             | 2031-02-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                       | CLEARWATER ANALYTICS LLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    216000 | PA      | $216000.00    | 0.02%             | 2032-04-21      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                     | KASEYA INC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1290000 | PA      | $1289084.10   | 0.10%             | 2032-03-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                          | ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    180819 | PA      | $177369.69    | 0.01%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 03/78 VAR                          | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2951058.30   | 0.23%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP SR UNSECURED 01/26 4.75                   | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997639.22   | 0.16%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2954676.30   | 0.23%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3264753.68   | 0.25%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4054068.12   | 0.31%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2024 4 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2024 4 A3 144A            | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1502695.20   | 0.12%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2023 2 A2 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2023 2 A2 144A            | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618384 | PA      | $621635.76    | 0.05%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 2 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 2 A3 144A            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998935.30    | 0.08%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 1 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 1 A3 144A            | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133000 | PA      | $1142739.27   | 0.09%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST EVGRN 2025 CRT5 B 144A                             | EVERGREEN CREDIT CARD TRUST EVGRN 2025 CRT5 B 144A           | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $1006439.60   | 0.08%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 08/27 3.125                   | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8091000 | PA      | $7959521.25   | 0.62%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 12/27 3.875                   | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  76145000 | PA      | $76159871.88  | 5.91%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 07/28 4.125                   | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15714000 | PA      | $15831241.21  | 1.23%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 08/28 4.375                   | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29000000 | PA      | $29430468.75  | 2.29%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 06/29 4.25                    | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13512000 | PA      | $13675094.03  | 1.06%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 11/27 4.125                   | CUSIP: 91282CLX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7000000 | PA      | $7038828.16   | 0.55%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 01/28 4.25                    | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8694000 | PA      | $8773468.55   | 0.68%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 05/28 3.75                    | CUSIP: 91282CND9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9970312.50   | 0.77%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2I 144A                                | VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2I 144A              | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $577884.24    | 0.04%             | 2052-02-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                 | VAR ENERGI ASA SR UNSECURED 144A 05/27 5                     | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $3005116.02   | 0.23%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                 | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                   | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3500000 | PA      | $3678635.00   | 0.29%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                   | BARCLAYS PLC SR UNSECURED 11/26 VAR                          | CUSIP: 06738ECC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6061297.50   | 0.47%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                   | BARCLAYS PLC SR UNSECURED 05/27 VAR                          | CUSIP: 06738ECF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4036506.20   | 0.31%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC MMAF 2025 A A3 144A                              | BARINGS EQUIPMENT FINANCE LLC MMAF 2025 A A3 144A            | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2131000 | PA      | $2151450.14   | 0.17%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A1                               | BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A1             | CUSIP: 08163DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330417 | PA      | $323923.54    | 0.03%             | 2054-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2021- BHG 2021 A A 144A                               | BHG SECURITIZATION TRUST 2021- BHG 2021 A A 144A             | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    664255 | PA      | $651643.72    | 0.05%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25       | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3867434.48   | 0.30%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CRE                                       | CUSIP: 09261HBR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484108.00   | 0.12%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                | BLACKSTONE SECURED LENDING FUN SR UNSECURED 11/27 5.875      | CUSIP: 09261XAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2542604.98   | 0.20%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 02/28 3.25                        | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5306254.91   | 0.41%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                    | SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244          | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1337928.34   | 0.10%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                    | SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45           | CUSIP: 80282KBB1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.16%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/28 5.125                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/28 5.125 | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   4636000 | PA      | $4704177.02   | 0.37%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                             | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1687263 | PA      | $1694787.59   | 0.13%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                         | SEMPRA SR UNSECURED 08/26 5.4                                | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4536481.23   | 0.35%             | 2026-08-01      | Fixed         | 5.40%                 | 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        |    925440 | PA      | $855338.29    | 0.07%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-2 Receivables Funding LLC                                | SIERRA TIMESHARE 2024-2 RECEIV SRFC 2024 2A C 144A           | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1199463 | PA      | $1201704.73   | 0.09%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 08/27 5                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484477.40   | 0.12%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                      | SOUTH BOW USA INFRASTRUCTURE H COMPANY GUAR 144A 09/27 4.911 | CUSIP: 83007CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002116.59   | 0.23%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2889671.70   | 0.22%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                 | US BANK NA/CINCINNATI OH SR UNSECURED 05/28 VAR              | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002865.09   | 0.23%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                 | US BANK NA USCLN 2023 1 B 144A                               | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    384886 | PA      | $389459.78    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | 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        |   3974958 | PA      | $4045521.82   | 0.31%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1                          | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1        | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    906384 | PA      | $860875.27    | 0.07%             | 2028-07-07      | Fixed         | 3.10%                 | 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        |    904575 | PA      | $859410.61    | 0.07%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                         | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75       | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1794193 | PA      | $1758148.23   | 0.14%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                        | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875      | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1163312 | PA      | $1157635.65   | 0.09%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust                              | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65       | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    228264 | PA      | $225181.87    | 0.02%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                   | US BANCORP SR UNSECURED 01/28 VAR                            | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925641.84   | 0.15%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC / GLOBAL COMPANY GUAR 144A 12/27 3.75                     | GLOBAL NET LEASE INC / GLOBAL COMPANY GUAR 144A 12/27 3.75   | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2342728.27   | 0.18%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3737571.15   | 0.29%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 11/26 3.5           | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1231664.81   | 0.10%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                  | GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125        | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1963613.60   | 0.15%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding L.L.C.                                | GREATAMERICA LEASING RECEIVABL GALC 2025 1 A3 144A           | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1996691.00   | 0.16%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABL GALC 2022 1 A4 144A                             | GREATAMERICA LEASING RECEIVABL GALC 2022 1 A4 144A           | CUSIP: 39154TBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2015113.00   | 0.16%             | 2029-07-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABL GALC 2023 1 A3 144A                             | GREATAMERICA LEASING RECEIVABL GALC 2023 1 A3 144A           | CUSIP: 39154TCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2509095.50   | 0.19%             | 2027-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                     | HPS CORPORATE LENDING FUND SR UNSECURED 01/28 5.45           | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4499163.36   | 0.35%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Harley-Davidson Motorcycle Trust 2024-B                                        | HARLEY-DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3               | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996963.50    | 0.08%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                               | HESS CORP SR UNSECURED 04/27 4.3                             | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983954.52   | 0.31%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                        | MPLX LP SR UNSECURED 03/28 4                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2957660.49   | 0.23%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A                         | MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A       | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3021473.40   | 0.23%             | 2029-09-17      | Fixed         | 4.78%                 | 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        |   1167000 | PA      | $1132864.32   | 0.09%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                            | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A A 144A           | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2443783 | PA      | $2447516.79   | 0.19%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 1B B 144A           | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1233559 | PA      | $1248367.85   | 0.10%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HIPGNOSIS MUSIC ASSETS 2022-1 MUSIC 2022 1 A 144A                              | HIPGNOSIS MUSIC ASSETS 2022-1 MUSIC 2022 1 A 144A            | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648032 | PA      | $1619215.61   | 0.13%             | 2062-05-16      | Fixed         | 5.00%                 | 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        |   3853000 | PA      | $3690477.38   | 0.29%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                            | HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A                      | CUSIP: 44148JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $726396.83    | 0.06%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                           | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/28 8.875 | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3220990.08   | 0.25%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                           | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5              | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4707800.53   | 0.37%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                        | MPLX LP SR UNSECURED 03/26 1.75                              | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1466243.18   | 0.11%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                           | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1851946.20   | 0.14%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                           | NCL CORP LTD SR SECURED 144A 02/27 5.875                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000468.00   | 0.16%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 07/26 3.625    | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952696.40   | 0.15%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375    | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1964252.60   | 0.15%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A                              | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A            | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5576 | PA      | $5305.59      | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                        | SYNOVUS FINANCIAL CORP SR UNSECURED 08/25 5.2                | CUSIP: 87161CAN5<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4497746.67   | 0.35%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Taylor Morrison Communities Inc.                                               | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 06/27 5.875 | CUSIP: 87724RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3024222.00   | 0.23%             | 2027-06-15      | Fixed         | 5.88%                 | 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        |     83410 | PA      | $78506.10     | 0.01%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1 CCG 2025 1 C 144A                                 | CCG RECEIVABLES TRUST 2025-1 CCG 2025 1 C 144A               | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1991696.20   | 0.15%             | 2032-10-14      | Fixed         | 4.89%                 | 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        |   3148082 | PA      | $3124726.40   | 0.24%             | 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        |   1884895 | PA      | $1814831.30   | 0.14%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                        | CF HIPPOLYTA ISSUER LLC SORT 2022 1A A1 144A                 | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4885652 | PA      | $4887222.04   | 0.38%             | 2062-08-15      | Fixed         | 5.97%                 | 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        |   2506351 | PA      | $2313643.73   | 0.18%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A                             | COLT 2020-3 MORTGAGE LOAN TRUS COLT 2020 3 A1 144A           | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30450 | PA      | $29653.57     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                             | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75              | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4000000 | PA      | $3790915.20   | 0.29%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CSMC 2020-NET CSMC 2020 NET A 144A                                             | CSMC 2020-NET CSMC 2020 NET A 144A                           | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    544900 | PA      | $538686.56    | 0.04%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125                     | CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125   | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2486495.00   | 0.19%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LTD CAI 2020 1A A 144A                                          | CAL FUNDING IV LTD CAI 2020 1A A 144A                        | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1805000 | PA      | $1690043.35   | 0.13%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                            | CALPINE CORP SR SECURED 144A 02/28 4.5                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1961611.60   | 0.15%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 01/27 8.125                   | CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 01/27 8.125 | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $820193.39    | 0.06%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Camposol S.A.                                                                  | CAMPOSOL SA COMPANY GUAR 144A 02/27 6                        | CUSIP: 134638AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   4195000 | PA      | $4054487.22   | 0.31%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                              | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/29 VAR            | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3124465.71   | 0.24%             | 2029-06-08      | Variable      | 6.31%                 | 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        |    499000 | PA      | $502091.95    | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                 | CARMAX AUTO OWNER TRUST 2025-1 CARMX 2025 1 A3               | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422000 | PA      | $1434716.95   | 0.11%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                           | CARNIVAL CORP SR SECURED 144A 08/28 4                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4447000 | PA      | $4296913.75   | 0.33%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                            | CENTENE CORP SR UNSECURED 07/28 2.45                         | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4144459.95   | 0.32%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2                | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047925.35   | 0.39%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                   | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 01/26 0.00000   | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2456966.67   | 0.19%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                               | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A        | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202420 | PA      | $2162903.52   | 0.17%             | 2047-07-25      | Fixed         | 4.12%                 | 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        |   2172184 | PA      | $2066081.50   | 0.16%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                      | DRIVEN BRANDS FUNDING LLC HONK 2022 1A A2 144A               | CUSIP: 26209XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3091892 | PA      | $3112138.90   | 0.24%             | 2052-10-20      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Eidp Inc.                                                                      | EIDP INC SR UNSECURED 05/26 4.5                              | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4002633.68   | 0.31%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A          | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231567 | PA      | $230411.52    | 0.02%             | 2069-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                | EQT CORP SR UNSECURED 144A 06/27 7.5                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3316000 | PA      | $3377730.13   | 0.26%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                  | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2848189.50   | 0.22%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1 EFMT 2024 CES1 A1 144A                                          | EFMT 2024-CES1 EFMT 2024 CES1 A1 144A                        | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2815585 | PA      | $2821771.11   | 0.22%             | 2060-01-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                             | EMERA INC JR SUBORDINA 06/76 VAR                             | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2009824.00   | 0.16%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six Designated Activity Company                               | ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809              | CUSIP: 45115AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    337000 | PA      | $342543.99    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/27 2.5                           | JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/27 2.5         | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6500000 | PA      | $6267005.55   | 0.49%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 07/29 VAR                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5101369.90   | 0.40%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 04/28 VAR                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15274181.40  | 1.19%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                    | JOHN DEERE OWNER TRUST 2024 JDOT 2024 A A3                   | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2720250.00   | 0.21%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc.                                                          | KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05                 | CUSIP: 50155QAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4339781.69   | 0.34%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company                      | LCPR SENIOR SECURED FINANCING SR SECURED 144A 10/27 6.75     | CUSIP: 50201DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1449071.80   | 0.11%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 08/28 6.05                    | PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 08/28 6.05  | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555311.00   | 0.12%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                   | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   3250000 | PA      | $3416500.75   | 0.27%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1605150.40   | 0.12%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                     | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3839585.60   | 0.30%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                           | QUANTA SERVICES INC SR UNSECURED 08/27 4.75                  | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020513.95   | 0.39%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                      | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5    | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2413621.50   | 0.19%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                              | RADIAN GROUP INC SR UNSECURED 03/27 4.875                    | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1496757.51   | 0.12%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95          | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $4941964.00   | 0.38%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                      | REGAL REXNORD CORP COMPANY GUAR 02/26 6.05                   | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3451998.80   | 0.27%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                        | RB GLOBAL HOLDINGS INC SR SECURED 144A 03/28 6.75            | CUSIP: 76774LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2553264.08   | 0.20%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                      | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75    | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2377220 | PA      | $2368013.45   | 0.18%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B A2B 144A           | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77662 | PA      | $77519.55     | 0.01%             | 2035-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA 144A 02/27 5.25                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3017613.69   | 0.23%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5438085.00   | 0.42%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                          | SOLVENTUM CORP COMPANY GUAR 02/27 5.45                       | CUSIP: 83444MAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5567722.05   | 0.43%             | 2027-02-25      | 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        |   3048000 | PA      | $2971984.40   | 0.23%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                        | SONOCO PRODUCTS CO SR UNSECURED 09/26 4.45                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989939.78   | 0.15%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 03/26 7.125                | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1266923.75   | 0.10%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 TRUST STAR 2025 SFR5 A 144A                                     | STAR 2025-SFR5 TRUST STAR 2025 SFR5 A 144A                   | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1820000.00   | 0.14%             | 2042-02-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                       | STATE STREET CORP SR UNSECURED 02/29 VAR                     | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504505.21   | 0.12%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                   | SYNOVUS BANK/COLUMBUS GA SR UNSECURED 02/28 5.625            | CUSIP: 87164DVJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007852.46   | 0.16%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | TRIVIUM PACKAGING FINANCE BV COMPANY GUAR 144A 08/27 8.5     | CUSIP: 89686QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3000000.00   | 0.23%             | 2027-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corporation                                                   | TRUIST FINANCIAL CORP SR UNSECURED 10/26 VAR                 | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5021524.65   | 0.39%             | 2026-10-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                   | TRUIST FINANCIAL CORP SR UNSECURED 06/27 VAR                 | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519365.23   | 0.12%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 04/28 3.75                    | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17550000 | PA      | $17493785.24  | 1.36%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 04/27 3.75                    | CUSIP: 91282CMY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6000000 | PA      | $5981484.36   | 0.46%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 04/30 3.875                   | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20241000 | PA      | $20160352.16  | 1.57%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625                   | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625 | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3508809.50   | 0.27%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC BSTRM 2024 1A C 144A                                    | BLUE STREAM ISSUER LLC BSTRM 2024 1A C 144A                  | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3191291.86   | 0.25%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 05/27 6.259                       | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3083589.27   | 0.24%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                          | BOSTON PROPERTIES LP SR UNSECURED 02/26 3.65                 | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984623.36   | 0.15%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                          | BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1459557.72   | 0.11%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                               | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/28 4.5   | CUSIP: 10554TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $911532.40    | 0.07%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2021-He1                                       | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 HE1 A1 144A        | CUSIP: 10569QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426287 | PA      | $425240.73    | 0.03%             | 2070-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                           | BRIGHTHOUSE FINANCIAL GLOBAL F SECURED 144A 04/27 5.55       | CUSIP: 10921U2J6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2532048.28   | 0.20%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                  | BROADCOM INC SR UNSECURED 07/27 5.05                         | CUSIP: 11135FBZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5064486.80   | 0.39%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL COMPANY GUAR 02/28 3.375                    | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961626.06    | 0.07%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| CARS-DB5 LP CAUTO 2021 1A A3 144A                                              | CARS-DB5 LP CAUTO 2021 1A A3 144A                            | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3470295 | PA      | $3307309.07   | 0.26%             | 2051-08-15      | Fixed         | 1.92%                 | 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        |   2817500 | PA      | $2834277.65   | 0.22%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A B 144A                                               | CARS-DB7 LP CAUTO 2023 1A B 144A                             | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $493790.00    | 0.04%             | 2053-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/26 2.67                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/26 2.67           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1936760.40   | 0.15%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: —       |
| CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A3                                      | CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A3                    | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2469783 | PA      | $2418306.62   | 0.19%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC SUBORDINATED 09/27 4.45                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995886.06    | 0.08%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC SR UNSECURED 01/28 VAR                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2467238.43   | 0.19%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                             | CNO GLOBAL FUNDING SECURED 144A 06/27 5.875                  | CUSIP: 18977W2D1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3323733.11   | 0.26%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 2 A3 144A           | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2006652.60   | 0.16%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                               | DEUTSCHE BANK AG/NEW YORK NY 02/28 VAR                       | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6074309.46   | 0.47%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| 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        |    830000 | PA      | $785583.71    | 0.06%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C JDOT 2024 C A3                                   | JOHN DEERE OWNER TRUST 2024-C JDOT 2024 C A3                 | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2426000 | PA      | $2416350.34   | 0.19%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                   | KEYBANK NA/CLEVELAND OH SR UNSECURED 11/27 5.85              | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6667581.57   | 0.52%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                      | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                    | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3938532.04   | 0.31%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                            | LG ELECTRONICS INC SR UNSECURED 144A 04/27 5.625             | CUSIP: 50186QAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   2500000 | PA      | $2535571.08   | 0.20%             | 2027-04-24      | Fixed         | 5.62%                 | 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        |   1279617 | PA      | $1256787.89   | 0.10%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                      | COREBRIDGE GLOBAL FUNDING SR SECURED 144A 07/26 5.75         | CUSIP: 00138CAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518966.20   | 0.12%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                    | ATandT INC SR UNSECURED 06/27 2.3                            | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2879060.31   | 0.22%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $3876777.76   | 0.30%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/28 3          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2831898.27   | 0.22%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Company LLC                                                      | AEGON FUNDING CO LLC COMPANY GUAR 144A 04/27 5.5             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4038612.16   | 0.31%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Corebridge Global Funding                                                      | COREBRIDGE GLOBAL FUNDING SECURED 144A 08/27 4.65            | CUSIP: 00138CBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5011864.95   | 0.39%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                           | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875                  | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5300000 | PA      | $5287262.51   | 0.41%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                 | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025 1A A3 144A         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2784179.75   | 0.22%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A                           | SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2973750.00   | 0.23%             | 2042-02-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                   | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5              | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3214057.12   | 0.25%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 06/27 8.625                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3084825.18   | 0.24%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 B C 144A                             | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 B C 144A           | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1246605.25   | 0.10%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                | SANTANDER UK GROUP HOLDINGS PL SR UNSECURED 11/26 VAR        | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5045563.70   | 0.39%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                              | T-MOBILE USA INC COMPANY GUAR 04/27 3.75                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2467739.90   | 0.19%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                          | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                  | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3457031 | PA      | $3449802.94   | 0.27%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust 2024-RRTL2                                               | TOORAK MORTGAGE TRUST 2024-RRT 09/39 VAR                     | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994738.30    | 0.08%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                      | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05                   | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3080029.44   | 0.24%             | 2028-04-15      | Fixed         | 6.05%                 | 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        |   1300000 | PA      | $1285098.49   | 0.10%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                | ROLLS-ROYCE PLC COMPANY GUAR 144A 10/27 5.75                 | CUSIP: 77578JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4600737.00   | 0.36%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                              | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3189660.16   | 0.25%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 03/28 3.7           | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3339625.33   | 0.26%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002420.44   | 0.08%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 07/27 5.375    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2186981.45   | 0.17%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                             | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                   | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941033.27    | 0.07%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                              | SESAC FINANCE LLC SESAC 2019 1 A2 144A                       | CUSIP: 78396YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2827500 | PA      | $2794663.11   | 0.22%             | 2049-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                              | SESAC FINANCE LLC SESAC 2022 1 A2 144A                       | CUSIP: 78396YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2431250 | PA      | $2412548.58   | 0.19%             | 2052-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                 | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875             | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2941396.20   | 0.23%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A                             | CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A           | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483958 | PA      | $449019.99    | 0.03%             | 2050-12-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                                       | CENTURY COMMUNITIES INC COMPANY GUAR 06/27 6.75              | CUSIP: 156504AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2224861.16   | 0.17%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                      | CHESAPEAKE FUNDING II LLC CFII 2023 1A A1 144A               | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1174841 | PA      | $1179974.30   | 0.09%             | 2035-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                      | CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A               | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    857924 | PA      | $865829.79    | 0.07%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                         | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 08/28 6.042  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6183589.08   | 0.48%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1A1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1A1 144A          | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1899451 | PA      | $1895297.11   | 0.15%             | 2045-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                      | CONSTELLATION BRANDS INC SR UNSECURED 05/27 4.35             | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2990994.87   | 0.23%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                     | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 01/28 4.375        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $6945716.01   | 0.54%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $6141291.36   | 0.48%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                              | CROWN CASTLE INC SR UNSECURED 03/27 2.9                      | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2908189.65   | 0.23%             | 2027-03-15      | Fixed         | 2.90%                 | 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        |   2469932 | PA      | $2431937.78   | 0.19%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                       | HCA INC COMPANY GUAR 02/27 4.5                               | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1196330.94   | 0.09%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                       | HCA INC COMPANY GUAR 03/27 3.125                             | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2485420.23   | 0.19%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                  | HSBC USA INC SR UNSECURED 06/28 4.65                         | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3342369.23   | 0.26%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                              | EVERSOURCE ENERGY SR UNSECURED 05/26 4.75                    | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003386.10   | 0.23%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                                | FMC CORP SR UNSECURED 05/26 5.15                             | CUSIP: 302491AW5<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3519506.69   | 0.27%             | 2026-05-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A                             | FS COMMERCIAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A           | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3080550.00   | 0.24%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                          | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 06/25 0.00000    | CUSIP: 313385GJ9<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   6306000 | PA      | $6303790.25   | 0.49%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                            | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6276243.30   | 0.49%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association                                          | FIFTH THIRD BANK NA SR UNSECURED 01/28 VAR                   | CUSIP: 31677QBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5019932.50   | 0.39%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                    | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875     | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1626000 | PA      | $1614850.84   | 0.13%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                   | HUNTINGTON NATIONAL BANK/THE SR UNSECURED 05/28 VAR          | CUSIP: 44644MAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5984636.76   | 0.46%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                       | HYATT HOTELS CORP SR UNSECURED 01/27 5.75                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2541772.23   | 0.20%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.65         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $2967211.19   | 0.23%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009621.54   | 0.16%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                    | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1227047.22   | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST 2020-1MW MORTGA OMW 2020 1MW A 144A                             | MANHATTAN WEST 2020-1MW MORTGA OMW 2020 1MW A 144A           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063000 | PA      | $1936684.99   | 0.15%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                    | MASTEC INC COMPANY GUAR 144A 08/28 4.5                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6872411.63   | 0.53%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                             | METRONET INFRASTRUCTURE ISSUER MNET 2023 1A A2 144A          | CUSIP: 59170DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1043000 | PA      | $1066378.95   | 0.08%             | 2053-04-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                             | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A           | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3123000 | PA      | $3001150.53   | 0.23%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                         | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85       | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2091088 | PA      | $2007713.28   | 0.16%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                           | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 08/25 5.699      | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5007209.00   | 0.39%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                   | AMERICAN NATIONAL GROUP INC SR UNSECURED 06/27 5             | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498578.90   | 0.19%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Tower Corporation                                                     | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7345150.43   | 0.57%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                           | AMPHENOL CORP SR UNSECURED 04/27 5.05                        | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040297.56   | 0.24%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                                    | AMUR EQUIPMENT FINANCE RECEIVA AXIS 2024 1A D 144A           | CUSIP: 03237CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1700819.18   | 0.13%             | 2031-04-21      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                            | ANTARES HOLDINGS LP SR UNSECURED 144A 08/28 7.95             | CUSIP: 03666HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3281000 | PA      | $3441358.38   | 0.27%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3          | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013358.20   | 0.16%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                          | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3                | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2770554.05   | 0.22%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A                            | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A          | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422000 | PA      | $1429466.64   | 0.11%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                 | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2410855.00   | 0.19%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    716000 | PA      | $706899.64    | 0.05%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                  | ILIAD HOLDING SASU SR SECURED 144A 10/28 7                   | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4063660.00   | 0.32%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                      | JERSEY MIKE'S FUNDING LLC JMIKE 2019 1A A2 144A              | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2376912 | PA      | $2354039.23   | 0.18%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                 | MVW 2020-1 LLC MVWOT 2020 1A D 144A                          | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936331 | PA      | $926234.18    | 0.07%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                 | MVW 2022-2 LLC MVWOT 2022 2A A 144A                          | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700602 | PA      | $711746.26    | 0.06%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                          | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/28 5.2    | CUSIP: 55609NAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3008799.00   | 0.23%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755            | CUSIP: 55903VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5234606.96   | 0.41%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                             | METRONET INFRASTRUCTURE ISSUER MNET 2022 1A A2 144A          | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2031680.80   | 0.16%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                             | METRONET INFRASTRUCTURE ISSUER MNET 2022 1A B 144A           | CUSIP: 59170JAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $408571.48    | 0.03%             | 2052-10-20      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                             | METRONET INFRASTRUCTURE ISSUER MNET 2024 1A B 144A           | CUSIP: 59170JAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $180441.36    | 0.01%             | 2054-04-20      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    655328 | NS      | $6554983.11   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8              | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997780.18   | 0.16%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961189.24    | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                        | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3296457 | PA      | $3310081.72   | 0.26%             | 2041-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                     | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 12/26 1.875 | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956096.32    | 0.07%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                           | FRONTIER COMMUNICATIONS HOLDIN SR SECURED 144A 03/31 8.625   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3194018.67   | 0.25%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                            | FRONTIER ISSUER LLC FYBR 2023 1 B 144A                       | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2859374.00   | 0.22%             | 2053-08-20      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                            | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                       | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $424481.15    | 0.03%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                        | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25              | CUSIP: 36143L2G9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1921210.66   | 0.15%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| GWT 2024-WLF2 GWT 2024 WLF2 A 144A                                             | GWT 2024-WLF2 GWT 2024 WLF2 A 144A                           | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.23%             | 2041-05-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                      | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 1 A3               | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2824000 | PA      | $2841127.00   | 0.22%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                   | GARTNER INC COMPANY GUAR 144A 07/28 4.5                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976271.20   | 0.15%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN COMPANY GUAR 03/26 5.25       | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002269.82   | 0.16%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 07/27 5.35       | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3021643.02   | 0.23%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3104169.00   | 0.24%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                       | HCA INC COMPANY GUAR 06/26 5.25                              | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002104.20   | 0.16%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 05/29 VAR                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999288.76   | 0.23%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                        | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR        | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1960935.40   | 0.15%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: —       |
| Ares Strategic Income Fund                                                     | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7            | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3004967.97   | 0.23%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                     | AVIATION CAPITAL GROUP LLC SR UNSECURED 144A 04/27 4.75      | CUSIP: 05369AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2988276.51   | 0.23%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                     | AVIS BUDGET CAR RENTAL LLC / A COMPANY GUAR 144A 07/27 5.75  | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2762598.72   | 0.21%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding (AESOP) LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A C 144A          | CUSIP: 05377RHS6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2529646.32   | 0.20%             | 2028-08-21      | Fixed         | 7.41%                 | 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        |   3000000 | PA      | $3187092.00   | 0.25%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                           | BPCE SA 144A 01/27 5.203                                     | CUSIP: 05571AAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2020984.44   | 0.16%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                           | BPCE SA 144A 01/27 VAR                                       | CUSIP: 05583JAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3018625.56   | 0.23%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 10/26 VAR                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971823.90   | 0.15%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 01/29 VAR                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029384.25   | 0.24%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL SR UNSECURED 06/28 3.7                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3861895.63   | 0.30%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5836000 | PA      | $5775792.91   | 0.45%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2010694.74   | 0.16%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                             | CNO GLOBAL FUNDING SECURED 144A 12/27 4.875                  | CUSIP: 18977W2G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008137.41   | 0.23%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                     | CNH EQUIPMENT TRUST 2024-C CNH 2024 C A3                     | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1990025.40   | 0.15%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                             | CREDIT AGRICOLE SA 144A 09/28 VAR                            | CUSIP: 22535WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2987440.38   | 0.23%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                               | DLLAA 2025-1 LLC DLLAA 2025 1A A3 144A                       | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010879.70   | 0.08%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                              | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2857411.59   | 0.22%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                | DANSKE BANK A/S 144A 03/28 VAR                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3045901.23   | 0.24%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                       | DARLING INGREDIENTS INC COMPANY GUAR 144A 04/27 5.25         | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2482463.50   | 0.19%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                           | DATABANK ISSUER COLO 2021 1A A2 144A                         | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1949321.40   | 0.15%             | 2051-02-27      | Fixed         | 2.06%                 | 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        |   2750000 | PA      | $2633950.28   | 0.20%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                       | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1221576.80   | 0.09%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 D 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 D 144A            | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2498000 | PA      | $2524097.36   | 0.20%             | 2029-07-23      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 06/26 6.02                         | DELL INTERNATIONAL LLC / EMC C SR UNSECURED 06/26 6.02       | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2549000 | PA      | $2572606.65   | 0.20%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2023-A LLC NMEF 2023 A B 144A                                     | NMEF FUNDING 2023-A LLC NMEF 2023 A B 144A                   | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2046643.80   | 0.16%             | 2030-06-17      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC SR SECURED 144A 12/27 2.45                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6115000.45   | 0.47%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3303192.00   | 0.26%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THRU CE 144A 02/29 4.8                     | ALASKA AIRLINES 2020-1 CLASS A PASS THRU CE 144A 02/29 4.8   | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3074451 | PA      | $3056911.40   | 0.24%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8                       | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8     | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250879 | PA      | $252058.40    | 0.02%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                          | HOWMET AEROSPACE INC SR UNSECURED 02/27 5.9                  | CUSIP: 013817AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022925.00   | 0.08%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A                           | LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A         | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1760610.78   | 0.14%             | 2030-04-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                          | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9                  | CUSIP: 517834AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3036345.87   | 0.24%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR C 144A                              | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR C 144A            | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214668 | PA      | $213191.86    | 0.02%             | 2038-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                             | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2950661.70   | 0.23%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3548834.38   | 0.28%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR              | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4507000 | PA      | $4517577.93   | 0.35%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2528444.75   | 0.20%             | 2028-01-05      | Variable      | 5.46%                 | 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        |   2500000 | PA      | $2464504.00   | 0.19%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                         | MandT BANK CORP SR UNSECURED 01/29 VAR                       | CUSIP: 55261FAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2077090.40   | 0.16%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5                       | MILEAGE PLUS HOLDINGS LLC / MI SR SECURED 144A 06/27 6.5     | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1804131.00   | 0.14%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125 | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3600000 | PA      | $3536366.40   | 0.27%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25  | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1350000 | PA      | $1346299.11   | 0.10%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                              | MOLEX ELECTRONIC TECHNOLOGIES SR UNSECURED 144A 04/28 4.75   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003702.06   | 0.23%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 04/28 VAR                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6451115.00   | 0.50%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 05/27 VAR                        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943426.26   | 0.15%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                      | UTAH ACQUISITION SUB INC COMPANY GUAR 06/26 3.95             | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3420706.66   | 0.27%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2014-A                                    | NAVIENT PRIVATE EDUCATION LOAN NAVSL 2014 AA A3 144A         | CUSIP: 63939CAD9<br>LEI: 54930094LU45XF2CP718 | Long             | ABS-O            | CORP              | US        |      9621 | PA      | $9624.96      | 0.00%             | 2031-10-15      | Floating      | 6.04%                 | 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        |   2880000 | PA      | $2673624.67   | 0.21%             | 2051-04-30      | Fixed         | 3.58%                 | 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        |   2000000 | PA      | $1876936.80   | 0.15%             | 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        |   2000000 | PA      | $1820525.60   | 0.14%             | 2061-10-20      | Fixed         | 2.41%                 | 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        |    162569 | PA      | $151367.26    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                             | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4008064.00   | 0.31%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                             | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $201737.02    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                          | NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2025 1A A 144A          | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1998816.40   | 0.16%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                                 | NORDSTROM INC SR UNSECURED 03/27 4                           | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2885146.50   | 0.22%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                               | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/27 8.5             | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5812053.50   | 0.45%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                   | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2865265.80   | 0.22%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125                   | ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2348313.25   | 0.18%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                   | OVINTIV INC COMPANY GUAR 05/28 5.65                          | CUSIP: 69047QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038760.72   | 0.16%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001006.00   | 0.16%             | 2027-05-13      | Fixed         | 6.62%                 | 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        |   3250000 | PA      | $3304831.40   | 0.26%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625                     | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625   | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3350468.45   | 0.26%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                            | ALLY FINANCIAL INC SR UNSECURED 06/27 4.75                   | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002334.76   | 0.16%             | 2027-06-09      | Fixed         | 4.75%                 | 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        |   1485000 | PA      | $1499544.76   | 0.12%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2024 B C 144A                             | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2024 B C 144A           | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1795727 | PA      | $1797087.35   | 0.14%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.65                         | AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.65       | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606838 | PA      | $570040.50    | 0.04%             | 2028-06-15      | Fixed         | 3.65%                 | 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        |   1072643 | PA      | $1034902.40   | 0.08%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class B Pass Through Trust                            | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/27 3.75       | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1011371 | PA      | $1002311.43   | 0.08%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                         | AMERICAN AIRLINES INC SR SECURED 144A 05/29 8.5              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2590287.50   | 0.20%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VICI Properties LP / VICI Note Co Inc                                          | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/27 3.75  | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1469654.40   | 0.11%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                           | VICI PROPERTIES LP SR UNSECURED 02/28 4.75                   | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4001096.00   | 0.31%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                           | VICI PROPERTIES LP SR UNSECURED 04/28 4.75                   | CUSIP: 925650AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998761.00   | 0.23%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                               | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5     | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2432111.83   | 0.19%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III OXFINF 2025 A A2 144A                           | OXFORD FINANCE CREDIT FUND III OXFINF 2025 A A2 144A         | CUSIP: 69145VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.23%             | 2034-08-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP SR SECURED 07/28 5                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5854242.00   | 0.45%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2023 A B 144A                       | CUSIP: 69335PEU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2023317.40   | 0.16%             | 2028-03-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2023 B A 144A                       | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4026450.40   | 0.31%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 B A 144A                       | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021976.20   | 0.16%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 D A 144A                       | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999361.00   | 0.23%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                    | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 10/27 5.5       | CUSIP: 69346VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987556.60   | 0.23%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                          | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/27 VAR        | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002850.20   | 0.39%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                          | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/28 VAR        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4046013.28   | 0.31%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 202 PEAC 2025 1A A3 144A                            | PEAC SOLUTIONS RECEIVABLES 202 PEAC 2025 1A A3 144A          | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2014667.80   | 0.16%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                    | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/27 2.1           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2830698.66   | 0.22%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 SJ2 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 SJ2 A1A 144A        | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    582638 | PA      | $562247.51    | 0.04%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A                               | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A             | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3016667 | PA      | $2780098.64   | 0.22%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                               | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A             | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    597396 | PA      | $539880.23    | 0.04%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                                 | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 08/26 5.5       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3000000.00   | 0.23%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                    | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5  | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8534000 | PA      | $8971794.20   | 0.70%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS PASS THRU CE 144A 10/30 5.25                    | AIR CANADA 2020-2 CLASS A PASS PASS THRU CE 144A 10/30 5.25  | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2295493 | PA      | $2305528.43   | 0.18%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                          | AIR LEASE CORP SR UNSECURED 01/27 2.2                        | CUSIP: 00914AAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1926743.40   | 0.15%             | 2027-01-15      | Fixed         | 2.20%                 | 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        |    500000 | PA      | $518202.14    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | 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        |    905828 | PA      | $861134.42    | 0.07%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2070363.98   | 0.16%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA VASA 2021 VASA D 144A                                     | VASA TRUST 2021-VASA VASA 2021 VASA D 144A                   | CUSIP: 92230AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2641880.70   | 0.21%             | 2039-07-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125           | CUSIP: 92332YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4093600.00   | 0.32%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2024 4 A1A                                 | VERIZON MASTER TRUST SERIES 20 VZMT 2024 4 A1A               | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3018953.70   | 0.23%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                           | VERIZON MASTER TRUST VZMT 2025 1 A                           | CUSIP: 92348KDR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1261845.13   | 0.10%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A VAR                            | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078936.00   | 0.24%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                  | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 07/27 5           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3963414.47   | 0.31%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7                          | AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7        | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4783499 | PA      | $4674837.59   | 0.36%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/27 3.7                          | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/27 3.7        | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1461283 | PA      | $1449575.90   | 0.11%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                     | AMGEN INC SR UNSECURED 03/28 5.15                            | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4073135.84   | 0.32%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                                   | ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                 | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693772 | PA      | $683678.83    | 0.05%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6                         | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004926.00   | 0.16%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                     | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 03/28 5.7       | CUSIP: 04020EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4006623.96   | 0.31%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A ARIFL 2025 A A3 144A                              | ARI FLEET LEASE TRUST 2025-A ARIFL 2025 A A3 144A            | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1986068.00   | 0.15%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B ARIFL 2024 B A3 144A                              | ARI FLEET LEASE TRUST 2024-B ARIFL 2024 B A3 144A            | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008575.20   | 0.08%             | 2033-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                               | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A             | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68434 | PA      | $66468.97     | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/27 4.375            | CUSIP: 045054AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4668497.03   | 0.36%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                          | ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516            | CUSIP: 04685A3T6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4055469.44   | 0.31%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD SR UNSECURED 01/28 4.125                  | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3686883.75   | 0.29%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                           | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/28 6.05   | CUSIP: 049463AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5030027.55   | 0.39%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                  | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/26 3.15       | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4889243.00   | 0.38%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                  | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/29 5.125      | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2968866.00   | 0.23%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1                               | TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1             | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1355952.69   | 0.11%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A                             | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A           | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25482 | PA      | $24897.41     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer