# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001145549-23-004228
**Filing Date:** 2023-1
**Character Count:** 162263
**Document Hash:** 56c312b07ca9b149fc6ae42c472a61bb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004228.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004228

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK BOND TRUST
- **CENTRAL INDEX KEY:** 0000315554
- **IRS NUMBER:** 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:** 23562145

**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:** 617-312-0176

**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:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $937987384.58

**Total Liabilities:** $3515248.06

**Net Assets:** $934472136.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1646.751064000000 | **1-Year:** -63540.443518000000 | **5-Year:** -47977.707157000000 | **10-Year:** -2510.347684000000 | **30-Year:** -26.917805000000

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

- **3-Month:** -563.622811000000 | **1-Year:** -19145.081260000000 | **5-Year:** -16382.825150000000 | **10-Year:** -4591.887143000000 | **30-Year:** -598.498960000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213124 | -1.83%               | 0.23%                | 1.36%                |
| Class ID C000213125 | -1.72%               | 0.12%                | 1.36%                |
| Class ID C000213126 | -1.86%               | 0.20%                | 1.33%                |
| Class ID C000213127 | -1.92%               | 0.14%                | 1.26%                |
| Class ID C000213128 | -1.84%               | 0.23%                | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1352444.68             | $-9568115.40                               |
| Month 2  | $-1973568.15             | $1781186.19                                |
| Month 3  | $-1534333.09             | $10552458.78                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1A 144A         | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1159595 | PA      | $1146783.52   | 0.12%             | 2042-08-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A          | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2425000 | PA      | $2267560.51   | 0.24%             | 2041-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A         | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587586 | PA      | $568013.40    | 0.06%             | 2042-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A         | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    406469 | PA      | $398868.08    | 0.04%             | 2042-02-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A                          | FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A         | CUSIP: 35564KRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    577000 | PA      | $542022.26    | 0.06%             | 2042-02-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A         | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    556756 | PA      | $549554.89    | 0.06%             | 2042-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A         | CUSIP: 35564KWT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    523000 | PA      | $512540.00    | 0.05%             | 2042-05-25      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/24 4.55                   | CUSIP: 35671DBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5050000 | PA      | $4989475.75   | 0.53%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                          | GFL ENVIRONMENTAL INC SR SECURED 144A 08/25 3.75               | CUSIP: 36168QAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2808570.00   | 0.30%             | 2025-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 02/25 5.375                               | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495908.68   | 0.27%             | 2025-02-01      | Fixed         | 5.38%                 | 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      | $1999344.40   | 0.21%             | 2029-07-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC SR SECURED 06/26 5.25                                  | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1984131.30   | 0.21%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/24 2.6                              | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1724121.13   | 0.18%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Adani Ports and Special Economic Zone Limited                                   | ADANI PORTS and SPECIAL ECONOMIC SR UNSECURED 144A 07/24 3.375 | CUSIP: 00652MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   1875000 | PA      | $1767573.24   | 0.19%             | 2024-07-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AIMCO 01/32 1                                                                   | AIMCO 01/32 1                                                  | CUSIP: 00140LAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3409811.25   | 0.36%             | 2032-01-17      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/27 2.3                              | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1350006.75   | 0.14%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 03/26 1.7                              | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2704107.24   | 0.29%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 11/26 2.95                             | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3159923.60   | 0.34%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 02/24 3.15         | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7200000 | PA      | $6945964.13   | 0.74%             | 2024-02-15      | Fixed         | 3.15%                 | 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      | $3517181.60   | 0.38%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                           | AIR LEASE CORP SR UNSECURED 02/24 0.7                          | CUSIP: 00914AAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1412609.03   | 0.15%             | 2024-02-15      | Fixed         | 0.70%                 | 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        |   2000000 | PA      | $1811634.00   | 0.19%             | 2030-12-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125   | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1649712.34   | 0.18%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                                  | NORDSTROM INC SR UNSECURED 04/24 2.3                           | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3292100.00   | 0.35%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OZLM XII LTD OZLM 2015 12A BR 144A                                              | OZLM XII LTD OZLM 2015 12A BR 144A                             | CUSIP: 67109WAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3525000 | PA      | $3443741.70   | 0.37%             | 2027-04-30      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| OASIS SECURITIZATION FUNDING L OASIS 2021 1A A 144A                             | OASIS SECURITIZATION FUNDING L OASIS 2021 1A A 144A            | CUSIP: 67422AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268166 | PA      | $263682.53    | 0.03%             | 2033-02-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| OASIS SECURITIZATION FUNDING L OASIS 2021 2A A 144A                             | OASIS SECURITIZATION FUNDING L OASIS 2021 2A A 144A            | CUSIP: 67422CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1454886 | PA      | $1414372.10   | 0.15%             | 2033-10-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS + RESORTS LP SR UNSECURED 04/24 3.875              | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3532928.92   | 0.38%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                           | HOWMET AEROSPACE INC SR UNSECURED 05/25 6.875                  | CUSIP: 443201AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $64358.47     | 0.01%             | 2025-05-01      | Fixed         | 6.88%                 | 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        |   2750000 | PA      | $2490524.58   | 0.27%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/25 3                          | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3600000 | PA      | $3406204.91   | 0.36%             | 2025-01-15      | Fixed         | 3.00%                 | 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        |    226249 | PA      | $226206.25    | 0.02%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 05/25 5.8                      | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1606604.13   | 0.17%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class B Pass Through Trust                             | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7          | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745522 | PA      | $1711696.87   | 0.18%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Trust #1                                                         | AMERICAN TOWER TRUST #1 AMTT 13 2A 144A                        | CUSIP: 03027WAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $495638.70    | 0.05%             | 2048-03-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6                     | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2664018.75   | 0.29%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 08/26 5.875                         | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 08/26 5.875        | CUSIP: 030981AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428750.00   | 0.15%             | 2026-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5                           | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5          | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910000.00   | 0.31%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XI LLC                                       | AMUR EQUIPMENT FINANCE RECEIVA AXIS 2022 2A A2 144A            | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988304.90    | 0.11%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables IX LLC                                       | AMUR EQUIPMENT FINANCE RECEIVA AXIS 2021 1A D 144A             | CUSIP: 03237KAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3612550.80   | 0.39%             | 2027-11-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2020 1 C 144A                              | JPMORGAN CHASE BANK NA CACLN 2020 1 C 144A                     | CUSIP: 46591HAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168192 | PA      | $165451.66    | 0.02%             | 2028-01-25      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 1 B 144A                              | CHASE AUTO CREDIT LINKED NOTES CACLN 2021 1 B 144A             | CUSIP: 46591HBR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1159642 | PA      | $1117228.26   | 0.12%             | 2028-09-25      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 D 144A                              | JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 D 144A             | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    864017 | PA      | $807425.80    | 0.09%             | 2029-02-26      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 03/25 VAR                   | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15285514.82  | 1.64%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/26 VAR                   | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3168080.14   | 0.34%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV COMPANY GUAR 144A 09/24 0.8                      | CUSIP: 47216QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2397000 | PA      | $2185771.47   | 0.23%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2022-C JDOT 2022 C A3                                    | JOHN DEERE OWNER TRUST 2022-C JDOT 2022 C A3                   | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003678.20   | 0.21%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA - CACLN CACLN 2021 2 B 144A                              | JPMORGAN CHASE BANK NA - CACLN CACLN 2021 2 B 144A             | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    916520 | PA      | $879108.78    | 0.09%             | 2028-12-26      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A            | CUSIP: 482598AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $243203.60    | 0.03%             | 2036-05-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A                             | KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A            | CUSIP: 482598AL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242429.73    | 0.03%             | 2036-05-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                                           | KENBOURNE INVEST SA COMPANY GUAR 144A 11/24 6.875              | CUSIP: 48855KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1336000 | PA      | $1235800.00   | 0.13%             | 2024-11-26      | Fixed         | 6.88%                 | 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      | $3765329.20   | 0.40%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSC Communications Inc.                                                         | LSC COMMUNICATIONS INC SR SECURED 144A 10/23 8.75              | CUSIP: 50218PAA5<br>LEI: 5493000O7BCKOMYMHF87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $252.00       | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A                             | LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A            | CUSIP: 51889RAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    795241 | PA      | $771258.99    | 0.08%             | 2048-10-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/23 4.25          | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569936.02    | 0.06%             | 2023-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LIBRA SOLUTIONS 2022-2 LLC OASIS 2022 2A A 144A                                 | LIBRA SOLUTIONS 2022-2 LLC OASIS 2022 2A A 144A                | CUSIP: 53161MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1671480 | PA      | $1661097.58   | 0.18%             | 2034-10-15      | Fixed         | 6.85%                 | 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        |   1975770 | PA      | $1861792.97   | 0.20%             | 2038-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 06/25 5.75              | CUSIP: 552953CE9<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1806626.57   | 0.19%             | 2025-06-15      | Fixed         | 5.75%                 | 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        |   2319059 | PA      | $2207160.04   | 0.24%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC MVWOT 2022 2A A 144A                                             | MVW 2022-2 LLC MVWOT 2022 2A A 144A                            | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1759000 | PA      | $1778120.33   | 0.19%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc.                                                                 | MAGALLANES INC COMPANY GUAR 144A 03/25 3.638                   | CUSIP: 55903VAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2270611.83   | 0.24%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables VII LLC                                      | AXIS EQUIPMENT FINANCE RECEIVA AXIS 2019 1A A2 144A            | CUSIP: 03237MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15613 | PA      | $15582.23     | 0.00%             | 2024-06-20      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 3 A2 144A                              | ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 3 A2 144A             | CUSIP: 03464NAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2617 | PA      | $2600.87      | 0.00%             | 2048-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 05/25 4.875       | CUSIP: 034863AP5<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    489000 | PA      | $479803.69    | 0.05%             | 2025-05-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital plc                                                      | ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 09/24 3.625       | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3150000 | PA      | $3051088.05   | 0.33%             | 2024-09-11      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A                              | APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A             | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2341350 | PA      | $2215881.74   | 0.24%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                               | ARCHES BUYER INC 2021 TERM LOAN B                              | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1127000 | PA      | $1022515.83   | 0.11%             | 2027-12-06      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                             | ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125          | CUSIP: 03966VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1444105.10   | 0.15%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                             | ARCONIC CORP SR SECURED 144A 05/25 6                           | CUSIP: 03966VAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1545355.86   | 0.17%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125                      | ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125     | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2075000 | PA      | $1826000.00   | 0.20%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 06/24 4.2                       | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $5007021.97   | 0.54%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                        | ARES CAPITAL CORP SR UNSECURED 07/25 3.25                      | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1829342.06   | 0.20%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARM MASTER TRUST LLC SERIES 20 CROP 2022 T1 A 144A                              | ARM MASTER TRUST LLC SERIES 20 CROP 2022 T1 A 144A             | CUSIP: 04206RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1634410.06   | 0.17%             | 2025-06-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                                | ARROYO MORTGAGE TRUST 01/49 1                                  | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118943 | PA      | $109300.02    | 0.01%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/26 1.5                | CUSIP: 045054AN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $714981.02    | 0.08%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                         | ASTRAZENECA FINANCE LLC COMPANY GUAR 05/24 0.7                 | CUSIP: 04636NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2400708.24   | 0.26%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 01/25 2.5                   | CUSIP: 04685A2L4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2579999.24   | 0.28%             | 2025-01-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/23 1.2                   | CUSIP: 04685A2Q3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1656707.25   | 0.18%             | 2023-10-13      | Fixed         | 1.20%                 | 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      | $2589745.20   | 0.28%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A                                      | BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A                     | CUSIP: 05490VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $174483.28    | 0.02%             | 2032-09-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018 TALL B 144A                           | BBCMS 2018-TALL MORTGAGE TRUST BBCMS 2018 TALL B 144A          | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $227500.00    | 0.02%             | 2037-03-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A                              | BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A             | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5020102 | PA      | $4719481.80   | 0.51%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A                            | BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A           | CUSIP: 05592LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $432735.74    | 0.05%             | 2039-05-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BOCA COMMERCIAL MORTGAGE 05/39 1                                                | BOCA COMMERCIAL MORTGAGE 05/39 1                               | CUSIP: 05592LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $159479.07    | 0.02%             | 2039-05-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A                              | BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A             | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378000 | PA      | $362467.49    | 0.04%             | 2038-11-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc.                                                       | BANFF MERGER SUB INC 2021 USD TERM LOAN                        | CUSIP: 05988HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1724424 | PA      | $1651791.58   | 0.18%             | 2025-10-02      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/24 4.2                    | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3253757.46   | 0.35%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 04/25 3.95                   | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9186776.51   | 0.98%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SUBORDINATED 09/24 4.375                          | CUSIP: 06738EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3150000 | PA      | $3067949.24   | 0.33%             | 2024-09-11      | Fixed         | 4.38%                 | 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      | $6169485.24   | 0.66%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LTD BMIR 2021 2A M1A 144A                                         | BELLEMEADE RE LTD BMIR 2021 2A M1A 144A                        | CUSIP: 07876AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1943241 | PA      | $1910142.71   | 0.20%             | 2031-06-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/25 4.875                         | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1367199.71   | 0.15%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/24 1.95                          | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1140087.07   | 0.12%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 02/26 2.196                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2727046.23   | 0.29%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COLT 2020-2 MORTGAGE LOAN TRUS COLT 2020 2 A1 144A                              | COLT FUNDING LLC 03/65 1.853                                   | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39484 | PA      | $38561.14     | 0.00%             | 2065-03-25      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A                             | CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A            | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1533472 | PA      | $1533472.34   | 0.16%             | 2042-05-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                       | CONSTELLATION BRANDS INC SR UNSECURED 05/24 3.6                | CUSIP: 21036PBM9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940925.08   | 0.31%             | 2024-05-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/24 3.8            | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1214000 | PA      | $1181069.11   | 0.13%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                      | COOPERATIEVE RABOBANK UA/NY SR UNSECURED 05/25 3.375           | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2911913.22   | 0.31%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc.                                                                  | CORELOGIC INC TERM LOAN                                        | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    365310 | PA      | $300467.48    | 0.03%             | 2028-06-02      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                       | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/25 3.5           | CUSIP: 21871XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4056000 | PA      | $3884104.65   | 0.42%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST 2021-A XROAD 2021 A D 144A                               | CROSSROADS ASSET TRUST 2021-A XROAD 2021 A D 144A              | CUSIP: 22767CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1922000 | PA      | $1801044.31   | 0.19%             | 2026-01-20      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| DLLAA 2021-1 LLC DLLAA 2021 1A A3 144A                                          | DLLAA 2021-1 LLC DLLAA 2021 1A A3 144A                         | CUSIP: 23291YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4689186.50   | 0.50%             | 2026-04-17      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 08/24 1.55                   | CUSIP: 23371DAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   3525000 | PA      | $3281298.88   | 0.35%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | DAIMLER FINANCE NORTH AMERICA SR UNSECURED 144A 03/24 0.75     | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3123626.02   | 0.33%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                        | DAIMLER TRUCKS FINANCE NORTH A COMPANY GUAR 144A 12/24 1.625   | CUSIP: 233853AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    989000 | PA      | $919336.66    | 0.10%             | 2024-12-13      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                                          | DAVE and BUSTER'S INC SR SECURED 144A 11/25 7.625              | CUSIP: 23833NAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607865.15   | 0.17%             | 2025-11-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Dealer Tire LLC                                                                 | DEALER TIRE LLC                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1542247 | PA      | $1519884.88   | 0.16%             | 2025-12-12      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 06/23 5.45                          | DELL INT LLC / EMC CORP                                        | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    459000 | PA      | $459268.74    | 0.05%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR SECURED 144A 05/25 7                    | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3464558.72   | 0.37%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK NY 04/25 1                                       | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2998251.39   | 0.32%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 05/24 0.898          | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1870619.22   | 0.20%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                     | DISCOVER FINANCIAL SERVICES SR UNSECURED 01/26 4.5             | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1925280.28   | 0.21%             | 2026-01-30      | 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        |    342700 | PA      | $332789.93    | 0.04%             | 2069-07-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 10/25 5.678                              | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3739725.00   | 0.40%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5          | CUSIP: 26885BAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3316000 | PA      | $3351182.76   | 0.36%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO 2020-2 LTD                                                      | EATON VANCE CLO 2020-2 LTD EATON 2020 2A CR 144A               | CUSIP: 27829PAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2697345.00   | 0.29%             | 2035-01-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 201 EHGVT 2017 A C 144A                              | ELARA HGV TIMESHARE ISSUER 201 EHGVT 2017 A C 144A             | CUSIP: 28416DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    677512 | PA      | $640002.02    | 0.07%             | 2030-03-25      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A                              | ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A             | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    464574 | PA      | $430462.98    | 0.05%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE 2021- ENCA 2021 1A C 144A                              | ENCINA EQUIPMENT FINANCE 2021- ENCA 2021 1A C 144A             | CUSIP: 29253EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $466547.00    | 0.05%             | 2027-06-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER OPERATING LP COMPANY GUAR 01/26 4.75           | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981261.55    | 0.11%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXTENET LLC 2019-1 EXTNT 2019 1A C 144A                                         | EXTENET LLC 2019-1 EXTNT 2019 1A C 144A                        | CUSIP: 30227XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2793553.80   | 0.30%             | 2049-07-26      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                                          | FS LUXEMBOURG SARL SR SECURED 144A 12/25 10                    | CUSIP: 30315XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    790000 | PA      | $796896.70    | 0.09%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS FHS 237 F23                                 | CUSIP: 3128HVKF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     65379 | PA      | $66314.02     | 0.01%             | 2036-05-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FEDERAL HOME LOAN BANKS BONDS 08/25 4.3                        | CUSIP: 3130ASPP8<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4904658.15   | 0.52%             | 2025-08-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FEDERAL HOME LOAN BANKS BONDS 11/24 5.4                        | CUSIP: 3130ATRH2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5002920.40   | 0.54%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                         | FEDERAL HOME LOAN BANKS BONDS 11/27 6                          | CUSIP: 3130ATV95<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5014052.50   | 0.54%             | 2027-11-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                        | HYATT HOTELS CORP SR UNSECURED 04/25 5.375                     | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4147842.74   | 0.44%             | 2025-04-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1              | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1046963.94   | 0.11%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2022 C A3                  | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4029182.40   | 0.43%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART 2021 A A4                                   | HYUNDAI AUTO RECEIVABLES TRUST HART 2021 A A4                  | CUSIP: 44933LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $695872.33    | 0.07%             | 2027-05-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022 STAY TOWN 2022 STAY A                                               | INTOWN 2022 STAY TOWN 2022 STAY A                              | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1192000 | PA      | $1180051.03   | 0.13%             | 2039-08-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 11/24 5          | CUSIP: 465077AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   2200000 | PA      | $2169721.11   | 0.23%             | 2024-11-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/25 6.1              | CUSIP: BK6709004<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   3590000 | PA      | $3524846.71   | 0.38%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LSF11 SKYSCRAPER HOLDCO SARL                                                    | LSF11 SKYSCRAPER HOLDCO SARL                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2034218 | PA      | $1983362.50   | 0.21%             | 2027-09-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Grupo Bimbo S.A.B. de C.V.                                                      | GRUPO BIMBO SAB DE CV COMPANY GUAR 144A 06/24 3.875            | CUSIP: 40052VAC8<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   1290000 | PA      | $1265512.11   | 0.14%             | 2024-06-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2022-3 HPEFS 2022 3A A3 144A                              | HPEFS EQUIPMENT TRUST 2022-3 HPEFS 2022 3A A3 144A             | CUSIP: 403951AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4501940.40   | 0.48%             | 2029-08-20      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC SUBORDINATED 08/25 4.25                      | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3359648.32   | 0.36%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                                               | HSBC HOLDINGS PLC SR UNSECURED 05/25 VAR                       | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1839791.46   | 0.20%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2020-1                                                    | HPEFS EQUIPMENT TRUST 2020-1 HPEFS 2020 1A C 144A              | CUSIP: 40438FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618813 | PA      | $616961.22    | 0.07%             | 2030-02-20      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 3 LTD HLSY 2020 3A D1 144A                                      | HALSEYPOINT CLO 3 LTD HLSY 2020 3A D1 144A                     | CUSIP: 40638UAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $960277.00    | 0.10%             | 2032-11-30      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                | HESS CORP SR UNSECURED 07/24 3.5                               | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943633.30   | 0.21%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 05/25 5.375   | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4073801.00   | 0.44%             | 2025-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2017 - A                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A             | CUSIP: 43283AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    684561 | PA      | $671766.26    | 0.07%             | 2028-12-26      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2022-2 HAROT 2022 2 A3                                   | HONDA AUTO RECEIVABLES 2022-2 HAROT 2022 2 A3                  | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2385000 | PA      | $2326765.22   | 0.25%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                    | HOST HOTELS and RESORTS LP SR UNSECURED 06/25 4                | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1244573.04   | 0.13%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                                    | NETFLIX INC SR UNSECURED 03/24 5.75                            | CUSIP: 64110LAG1<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1441800.00   | 0.15%             | 2024-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XX LTD NEUB 2015 20A CRR 144A                              | NEUBERGER BERMAN CLO XX LTD NEUB 2015 20A CRR 144A             | CUSIP: 64130TBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $467554.00    | 0.05%             | 2034-07-15      | Floating      | 5.98%                 | 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        |    236127 | PA      | $216950.03    | 0.02%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                             | NISSAN MOTOR ACCEPTANCE CORP SR UNSECURED 144A 03/24 1.05      | CUSIP: 654740BQ1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3213410.76   | 0.34%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 02/25 3                        | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15900000 | PA      | $15304982.25  | 1.64%             | 2025-02-19      | Fixed         | 3.00%                 | 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      | $3283662.71   | 0.35%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35                 | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3905437.50   | 0.42%             | 2025-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 202 MMAF 2021 A A3 144A                              | MMAF EQUIPMENT FINANCE LLC 202 MMAF 2021 A A3 144A             | CUSIP: 55317JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1863099.40   | 0.20%             | 2028-06-13      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                                 | MARRIOTT OWNERSHIP RESORTS INC SR SECURED 144A 09/25 6.125     | CUSIP: 57164PAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481551.68   | 0.16%             | 2025-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 04/24 3.6           | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    575000 | PA      | $564173.56    | 0.06%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 05/25 5.75          | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3668446.95   | 0.39%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                               | MICROCHIP TECHNOLOGY INC SR SECURED 144A 02/24 0.972           | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2034268.04   | 0.22%             | 2024-02-15      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                               | MICROCHIP TECHNOLOGY INC SR SECURED 09/24 0.983                | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1849205.84   | 0.20%             | 2024-09-01      | Fixed         | 0.98%                 | 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        |   2850000 | PA      | $2835721.50   | 0.30%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 202 MMAF 2022 B A3 144A                              | MMAF EQUIPMENT FINANCE LLC 202 MMAF 2022 B A3 144A             | CUSIP: 606940AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5054140.50   | 0.54%             | 2028-07-10      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Federated Hermes Government Ob                                                  | FEDERATED GOVERNMENT OBLIGATIO FEDERATED GOVERNMENT OBL-IS     | CUSIP: 60934N104<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10873304 | NS      | $10873304.00  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/26 3.875                        | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4360175.42   | 0.47%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4508 CF                                                  | FREDDIE MAC REMICS FHR 4508 CF                                 | CUSIP: 3137BLD88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     81996 | PA      | $80552.49     | 0.01%             | 2045-09-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4606 FB                                                  | FREDDIE MAC REMICS FHR 4606 FB                                 | CUSIP: 3137BR4G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91647 | PA      | $89482.11     | 0.01%             | 2046-08-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 4620 LF                                                  | FREDDIE MAC REMICS FHR 4620 LF                                 | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66563 | PA      | $64366.76     | 0.01%             | 2046-10-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2003 7 FA                                                 | FANNIE MAE REMICS FNR 2003 7 FA                                | CUSIP: 31392HY23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86343 | PA      | $86393.76     | 0.01%             | 2033-02-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 2526 FV                                                  | FREDDIE MAC REMICS FHR 2526 FV                                 | CUSIP: 31393FGU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     32290 | PA      | $32078.00     | 0.00%             | 2027-04-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2003 135 FL                                               | FANNIE MAE REMICS FNR 2003 135 FL                              | CUSIP: 31393USV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    215367 | PA      | $214579.17    | 0.02%             | 2034-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2006 62 FP                                                | FANNIE MAE REMICS FNR 2006 62 FP                               | CUSIP: 31395N5Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76425 | PA      | $75040.53     | 0.01%             | 2036-07-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/26 4.25    | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3720722.88   | 0.40%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/25 3.5     | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2823516.30   | 0.30%             | 2025-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/24 3.55            | CUSIP: 92840VAD4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1438170.68   | 0.15%             | 2024-07-15      | Fixed         | 3.55%                 | 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        |   1725000 | PA      | $1619212.81   | 0.17%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 05/25 5.125           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2922355.02   | 0.31%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2017-1 LTD WELF 2017 1A A1RR 144A                                 | WELLFLEET CLO 2017-1 LTD WELF 2017 1A A1RR 144A                | CUSIP: 94950GAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    965210 | PA      | $953127.04    | 0.10%             | 2029-04-20      | Floating      | 5.13%                 | 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      | $3570809.72   | 0.38%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                     | WILLIAMS COS INC/THE SR UNSECURED 01/25 3.9                    | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1611587.79   | 0.17%             | 2025-01-15      | Fixed         | 3.90%                 | 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        |    641037 | PA      | $336040.39    | 0.04%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE ONDEMAND INC                                                        | SUNSHINE SOFTWARE MERGER SUB INC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1223850 | PA      | $1092898.05   | 0.12%             | 2028-10-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT LLC/NV                                                   | FERTITTA ENTERTAINMENT LLC/NV                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       100 | PA      | $95.23        | 0.00%             | 2029-01-27      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                                                              | HUNTER DOUGLAS INC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    492765 | PA      | $428971.64    | 0.05%             | 2029-02-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION HOLDINGS INC                                             | CLYDESDALE ACQUISITION HOLDINGS INC                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     96758 | PA      | $93276.17     | 0.01%             | 2029-04-13      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                                     | ENERGEAN ISRAEL FINANCE LTD 03/24 4.5                          | CUSIP: BO3321805<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   3300000 | PA      | $3188751.39   | 0.34%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD                                                          | GEMS MENASA CAYMAN LTD                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AE        |   1465119 | PA      | $1441002.98   | 0.15%             | 2026-07-31      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                          | INEOS US PETROCHEM LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2271250 | PA      | $2231503.13   | 0.24%             | 2026-01-29      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                                                        | VIRGIN MEDIA BRISTOL LLC TERM LOAN N                           | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2265000 | PA      | $2205181.35   | 0.24%             | 2028-01-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Cimpress USA Incorporated                                                       | CIMPRESS PUBLIC LIMITED COMPAN USD TERM LOAN B                 | CUSIP: N2014AAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2468750 | PA      | $2166328.13   | 0.23%             | 2028-05-17      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/24 6.5         | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2659536.61   | 0.28%             | 2024-03-01      | Fixed         | 6.50%                 | 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        |   2150000 | PA      | $2047920.17   | 0.22%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                               | FIRSTENERGY CORP SR UNSECURED 03/25 2.05                       | CUSIP: 337932AK3<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1845430.80   | 0.20%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                           | FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A                     | CUSIP: 33830JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    549050 | PA      | $516416.66    | 0.06%             | 2047-07-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust 2018-2                                               | FLAGSHIP CREDIT AUTO TRUST 201 FCAT 2018 2 D 144A              | CUSIP: 33844NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    508369 | PA      | $506303.87    | 0.05%             | 2024-09-16      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3                                  | FORD CREDIT AUTO OWNER TRUST 2 FORDO 2022 D A3                 | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3010478.10   | 0.32%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/25 5.125              | CUSIP: 345397A60<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4638213.52   | 0.50%             | 2025-06-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/25 2.3                | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1835000.00   | 0.20%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M1 144A                           | FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA1 M1 144A          | CUSIP: 35564KBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95823 | PA      | $95314.50     | 0.01%             | 2033-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED AGENCY STACR 2021 DNA2 M1 144A                           | FREDDIE MAC STRUCTURED AGENCY STACR 2021 DNA2 M1 144A          | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    201451 | PA      | $200852.32    | 0.02%             | 2033-08-25      | Floating      | 4.32%                 | 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        |    249000 | PA      | $245049.07    | 0.03%             | 2031-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| RADNOR RE 2021-1 LTD RMIR 2021 1 M1A 144A                                       | RADNOR RE 2021-1 LTD RMIR 2021 1 M1A 144A                      | CUSIP: 75279YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    652122 | PA      | $650214.13    | 0.07%             | 2033-12-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Citizens Bank National Association                                              | CITIZENS BANK NA/PROVIDENCE RI SR UNSECURED 10/25 VAR          | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022098.08   | 0.22%             | 2025-10-24      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 05/25 2.25                 | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4211690.36   | 0.45%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                 | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543         | CUSIP: 75972BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    495000 | PA      | $453144.29    | 0.05%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                    | REYNOLDS GROUP HOLDINGS INC 2020 TERM LOAN                     | CUSIP: 76173FAW7<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1129875 | PA      | $1112316.72   | 0.12%             | 2026-02-05      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Reynolds Group Holdings Inc.                                                    | REYNOLDS GROUP HOLDINGS INC 2021 TERM LOAN B                   | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    198000 | PA      | $194875.56    | 0.02%             | 2028-09-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A                            | SCF EQUIPMENT LEASING 2022-2 L SCFET 2022 2A A3 144A           | CUSIP: 78397WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4044509.60   | 0.43%             | 2030-10-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI SMRT 2022 MINI A 144A                                            | SMRT 2022-MINI SMRT 2022 MINI A 144A                           | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268000 | PA      | $1216341.55   | 0.13%             | 2039-01-15      | Floating      | 4.79%                 | 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      | $1775436.70   | 0.19%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/26 VAR                    | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3808897.92   | 0.41%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| BARINGS MIDDLE MARKET CLO LTD BMM 2017 1A XR 144A                               | BARINGS MIDDLE MARKET CLO LTD BMM 2017 1A XR 144A              | CUSIP: 06760QAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3142857 | PA      | $3058471.42   | 0.33%             | 2034-01-20      | Floating      | 5.49%                 | 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        |   1161926 | PA      | $1065136.65   | 0.11%             | 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        |   2568177 | PA      | $2377442.39   | 0.25%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35         | CUSIP: 09261HAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3176000 | PA      | $2927165.61   | 0.31%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7          | CUSIP: 09261HAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $406450.51    | 0.04%             | 2025-01-15      | Fixed         | 2.70%                 | 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      | $3403750.00   | 0.36%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Braskem Finance Limited                                                         | BRASKEM FINANCE LTD COMPANY GUAR 02/24 6.45                    | CUSIP: 10553YAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    702000 | PA      | $702889.06    | 0.08%             | 2024-02-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 HE1 A1 144A                           | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 HE1 A1 144A          | CUSIP: 10569QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1491151 | PA      | $1463598.87   | 0.16%             | 2070-01-25      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625                    | BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625   | CUSIP: 11042AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    153671 | PA      | $149075.10    | 0.02%             | 2024-06-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 07/23 4.15                    | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453104.60    | 0.05%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 03/25 4.125              | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2280546.25   | 0.24%             | 2025-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A           | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99000 | PA      | $95028.13     | 0.01%             | 2037-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A                            | CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A           | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93905.99     | 0.01%             | 2037-12-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 L.P.                                                                   | CARS-DB4 LP CAUTO 2020 1A A1 144A                              | CUSIP: 12510HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    982894 | PA      | $917887.78    | 0.10%             | 2050-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| 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        |   3507610 | PA      | $3033077.35   | 0.32%             | 2051-08-15      | Fixed         | 1.92%                 | 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        |   3678875 | PA      | $3150335.47   | 0.34%             | 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        |    107957 | PA      | $101291.81    | 0.01%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC SR UNSECURED 06/24 5.25                       | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481667.50    | 0.05%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NET CSMC 2020 NET A 144A                                              | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A            | CUSIP: 126438AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410271 | PA      | $1259959.75   | 0.13%             | 2037-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5                        | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5       | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93000 | PA      | $85191.95     | 0.01%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10                            | CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10           | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302373 | PA      | $266088.24    | 0.03%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A                            | CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A           | CUSIP: 12653VAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653000 | PA      | $631589.17    | 0.07%             | 2036-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2022-B CNH 2022 B A3                                        | CNH EQUIPMENT TRUST 2022-B CNH 2022 B A3                       | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2510000 | PA      | $2423985.06   | 0.26%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2022-C CNH 2022 C A3                                        | CNH EQUIPMENT TRUST 2022-C CNH 2022 C A3                       | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1998680.00   | 0.21%             | 2028-04-17      | Fixed         | 5.15%                 | 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      | $816306.00    | 0.09%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CANPACK SA / CANPACK US LLC COMPANY GUAR 144A 11/25 3.125                       | CANPACK SA / EASTERN PA LAND I COMPANY GUAR 144A 11/25 3.125   | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    935000 | PA      | $804100.00    | 0.09%             | 2025-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                               | CAPITAL ONE FINANCIAL CORP SR UNSECURED 12/24 VAR              | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    955000 | PA      | $911178.58    | 0.10%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Cargill Incorporated                                                            | CARGILL INC SR UNSECURED 144A 04/25 3.5                        | CUSIP: 141781BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2917185.21   | 0.31%             | 2025-04-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2021-2                                                  | CARMAX AUTO OWNER TRUST 2021-2 CARMX 2021 2 A4                 | CUSIP: 14314QAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143000 | PA      | $1038531.29   | 0.11%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                                  | CARMAX AUTO OWNER TRUST 2022-4 CARMX 2022 4 A3                 | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3015240.90   | 0.32%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV SR SECURED 144A 06/27 7.375                    | CUSIP: 151290BW2<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   3875000 | PA      | $3938937.50   | 0.42%             | 2027-06-05      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 12/27 4.25                           | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2815440.00   | 0.30%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC SR UNSECURED 09/24 2.5                  | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906886.30   | 0.20%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Central Plains Energy Project                                                   | CENTRAL PLAINS ENERGY PROJECT CENPWR 03/50 ADJUSTABLE VAR      | CUSIP: 154871CT2<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1009229.20   | 0.11%             | 2050-03-01      | Variable      | 5.00%                 | 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      | $2157648.36   | 0.23%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/25 4.908          | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4429312.11   | 0.47%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                       | CHESAPEAKE FUNDING II LLC CFII 2020 1A A1 144A                 | CUSIP: 165183CJ1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     94201 | PA      | $92384.91     | 0.01%             | 2032-08-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 03/25 3.875                         | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3910964.56   | 0.42%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 04/25 VAR                           | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6769174.51   | 0.72%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                                     | MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A                    | CUSIP: 62848BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3586834 | PA      | $3467121.89   | 0.37%             | 2036-01-21      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/26 VAR                          | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3954492.00   | 0.42%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO 2014-1 LTD MVW 2014 1A CRR 144A                               | MOUNTAIN VIEW CLO 2014-1 LTD MVW 2014 1A CRR 144A              | CUSIP: 62431XAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    532931 | PA      | $528985.81    | 0.06%             | 2026-10-15      | Floating      | 6.08%                 | 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        |   4250000 | PA      | $4209509.78   | 0.45%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2022-B LLC                                                         | NMEF FUNDING 2022-B LLC NMEF 2022 B A2 144A                    | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1247939.88   | 0.13%             | 2029-06-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Company                                                             | PHILLIPS 66 CO COMPANY GUAR 144A 02/25 3.605                   | CUSIP: 718547AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1597505.12   | 0.17%             | 2025-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/23 0.75                     | CUSIP: 78081BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1592580.38   | 0.17%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/24 3.75                      | CUSIP: 629377CK6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3324535.75   | 0.36%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Markets Plc                                                             | NATWEST MARKETS PLC SR UNSECURED 144A 08/24 0.8                | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2768271.81   | 0.30%             | 2024-08-12      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                 | SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1130041.68   | 0.12%             | 2025-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                     | SANTANDER HOLDINGS USA INC SR UNSECURED 06/24 3.5              | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3202014.88   | 0.34%             | 2024-06-07      | Fixed         | 3.50%                 | 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      | $1254324.37   | 0.13%             | 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      | $1902479.18   | 0.20%             | 2025-06-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A                                | SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A               | CUSIP: 80286JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2980000 | PA      | $2798234.01   | 0.30%             | 2032-01-26      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN SBCLN 2021 1A B 144A                                  | SANTANDER BANK NA - SBCLN SBCLN 2021 1A B 144A                 | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    499669 | PA      | $479491.95    | 0.05%             | 2031-12-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5                        | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5       | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2922608.82   | 0.31%             | 2025-10-20      | Fixed         | 4.50%                 | 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        |    377220 | PA      | $357567.28    | 0.04%             | 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        |    385115 | PA      | $379381.56    | 0.04%             | 2035-10-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA SR UNSECURED 144A 06/25 4.351              | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2934971.10   | 0.31%             | 2025-06-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                     | SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 6.45                 | CUSIP: 845467AL3<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3712500.00   | 0.40%             | 2025-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 3540 KF                                                  | FREDDIE MAC REMICS FHR 3540 KF                                 | CUSIP: 31398EBK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     91424 | PA      | $92546.05     | 0.01%             | 2036-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2010 107 KF                                               | FANNIE MAE REMICS FNR 2010 107 KF                              | CUSIP: 31398NKX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55555 | PA      | $54067.43     | 0.01%             | 2036-03-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2010 123 FK                                               | FANNIE MAE REMICS FNR 2010 123 FK                              | CUSIP: 31398NX25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70823 | PA      | $69441.88     | 0.01%             | 2040-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2010 141 FB                                               | FANNIE MAE REMICS FNR 2010 141 FB                              | CUSIP: 31398SXN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129135 | PA      | $126967.83    | 0.01%             | 2040-12-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association                                           | FIFTH THIRD BANK NA SR UNSECURED 10/25 VAR                     | CUSIP: 31677QBT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040335.25   | 0.54%             | 2025-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 1A C 144A                             | FIRST INVESTORS AUTO OWNER TRU FIAOT 2021 1A C 144A            | CUSIP: 32059FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1640000 | PA      | $1546039.64   | 0.17%             | 2027-03-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5         | CUSIP: 335934AL9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $985294.93    | 0.11%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2021-2                                                    | HPEFS EQUIPMENT TRUST 2021-2 HPEFS 2021 2A D 144A              | CUSIP: 40441JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2240000 | PA      | $2061938.59   | 0.22%             | 2029-03-20      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 11/25 5.8                             | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1605075.86   | 0.17%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                             | PFS FINANCING CORP PFSFC 2022 C A 144A                         | CUSIP: 69335PEK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5260860.00   | 0.56%             | 2027-05-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| PARALLEL 2020-1 LTD PARL 2020 1A CR 144A                                        | PARALLEL 2020-1 LTD PARL 2020 1A CR 144A                       | CUSIP: 69917AAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $911453.00    | 0.10%             | 2034-07-20      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND FUEL CORP SR UNSECURED 144A 07/27 5.875               | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3164403.00   | 0.34%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/25 3.5             | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3628804.91   | 0.39%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 01/25 3.5             | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6806247.00   | 0.73%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 40A GCBSL 2019 40A BR 144A                           | GOLUB CAPITAL PARTNERS CLO 40A GCBSL 2019 40A BR 144A          | CUSIP: 38176EAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2875929.00   | 0.31%             | 2032-01-25      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGING INTERNATIONA SR SECURED 144A 04/24 0.821     | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3801748.14   | 0.41%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                 | SABRE GLBL INC SR SECURED 144A 09/25 7.375                     | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3181350.00   | 0.34%             | 2025-09-01      | Fixed         | 7.38%                 | 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      | $5051316.10   | 0.54%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125                       | GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125      | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    227000 | PA      | $216693.49    | 0.02%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 06/25 5.25         | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3623592.52   | 0.39%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 02/25 2.9          | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3685052.05   | 0.39%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 2 A4                                  | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2021 2 A4                 | CUSIP: 380149AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    449000 | PA      | $409339.47    | 0.04%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 09/23 7.875                           | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    575000 | PA      | $587443.00    | 0.06%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP COMPANY GUAR 06/24 7.125                           | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4074519.93   | 0.44%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| STAR 2021-SFR1 TRUST STAR 2021 SFR1 A 144A                                      | STAR 2021-SFR1 TRUST STAR 2021 SFR1 A 144A                     | CUSIP: 85521DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3089986 | PA      | $2953426.37   | 0.32%             | 2038-04-17      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL 02/50 1                          | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8717 | PA      | $8340.68      | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                          | STATE PUBLIC SCHOOL BUILDING A STTEDU 04/23 FIXED 2.616        | CUSIP: 85732GWA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $248069.83    | 0.03%             | 2023-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                                | TTF HOLDINGS LLC                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2467791 | PA      | $2430774.08   | 0.26%             | 2028-03-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| STRATUS CLO 2021-1 LTD STRAS 2021 1A B 144A                                     | STRATUS CLO 2021-1 LTD STRAS 2021 1A B 144A                    | CUSIP: 863162AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2875791.00   | 0.31%             | 2029-12-29      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 04/24 4.25         | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3758505.98   | 0.40%             | 2024-04-01      | Fixed         | 4.25%                 | 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      | $4439309.31   | 0.48%             | 2025-08-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC SR SECURED 04/25 3.5                          | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4516680.15   | 0.48%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPGI TRUST 2021-DGWD TPGI 2021 DGWD C 144A                                      | TPGI TRUST 06/26 1                                             | CUSIP: 87267HAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1876742.00   | 0.20%             | 2026-06-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A                             | OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A            | CUSIP: 69144AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1006895 | PA      | $994804.36    | 0.11%             | 2028-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/25 VAR          | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4535632.17   | 0.49%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International Inc.                                            | PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125            | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1780020.00   | 0.19%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 04/24 5.25      | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975000.00   | 0.21%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 10/24 0.95                    | CUSIP: 74762EAG7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1206983.03   | 0.13%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE F SR SECURED 144A 09/26 4.5                        | RADIATE HOLDCO LLC / RADIATE F SR SECURED 144A 09/26 4.5       | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2371330.00   | 0.25%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SR UNSECURED 05/25 VAR                           | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2332240.20   | 0.25%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2012 2 FA                                                 | FANNIE MAE REMICS FNR 2012 2 FA                                | CUSIP: 3136A3XK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34442 | PA      | $33909.98     | 0.00%             | 2042-02-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2014 73 FA                                                | FANNIE MAE REMICS FNR 2014 73 FA                               | CUSIP: 3136ALLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153825 | PA      | $149697.72    | 0.02%             | 2044-11-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 40 AF                                                | FANNIE MAE REMICS FNR 2016 40 AF                               | CUSIP: 3136ASK88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147621 | PA      | $143987.76    | 0.02%             | 2046-07-25      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2016 100 AF                                               | FANNIE MAE REMICS FNR 2016 100 AF                              | CUSIP: 3136AUK26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287387 | PA      | $282327.84    | 0.03%             | 2047-01-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 04/25 VAR                          | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9064148.75   | 0.97%             | 2025-04-17      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                        | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875                | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2611033.38   | 0.28%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Airways 2011-1 Class A Pass Through Trust                                    | US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125        | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2244168 | PA      | $2254239.27   | 0.24%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                                    | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25         | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136512 | PA      | $136005.47    | 0.01%             | 2023-04-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| USI Inc.                                                                        | USI INC INCREMENTAL TERM LOAN B                                | CUSIP: 90351NAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1800691 | PA      | $1795631.33   | 0.19%             | 2024-05-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5              | CUSIP: 90353TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2515147.50   | 0.27%             | 2025-05-15      | Fixed         | 7.50%                 | 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        |    350312 | PA      | $310012.06    | 0.03%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/24 2.5                       | CUSIP: 9128285Z9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  35000000 | PA      | $34148242.10  | 3.65%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/26 2.375                     | CUSIP: 9128286S4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2500000 | PA      | $2369433.60   | 0.25%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/25 1.375                     | CUSIP: 912828Z52<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3970000 | PA      | $3733350.76   | 0.40%             | 2025-01-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/25 0.25                      | CUSIP: 912828ZW3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | PA      | $1812968.76   | 0.19%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 05/25 2.75                      | CUSIP: 91282CEQ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10770000 | PA      | $10404829.69  | 1.11%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 09/24 4.25                      | CUSIP: 91282CFN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  69185000 | PA      | $68976904.67  | 7.38%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 10/25 4.25                      | CUSIP: 91282CFP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  76800000 | PA      | $77082000.38  | 8.25%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/27 3.875                     | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15200000 | PA      | $15257000.00  | 1.63%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                       | VAREX IMAGING CORP 10/27 7.875                                 | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1678335.91   | 0.18%             | 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      | $2751159.00   | 0.29%             | 2039-07-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust 2020-B                                                      | VERIZON OWNER TRUST 2020-B VZOT 2020 B A                       | CUSIP: 92290BAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    233161 | PA      | $228876.85    | 0.02%             | 2025-02-20      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2006 126 CF                                               | FANNIE MAE REMICS FNR 2006 126 CF                              | CUSIP: 31396L5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97726 | PA      | $95782.79     | 0.01%             | 2037-01-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2006 104 FG                                               | FANNIE MAE REMICS FNR 2006 104 FG                              | CUSIP: 31396LLV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79101 | PA      | $78024.25     | 0.01%             | 2036-11-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2009 33 FB                                                | FANNIE MAE REMICS FNR 2009 33 FB                               | CUSIP: 31397NXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85397 | PA      | $85610.75     | 0.01%             | 2037-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5            | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1840000.00   | 0.20%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES EART 2021 1A C                                    | EXETER AUTOMOBILE RECEIVABLES EART 2021 1A C                   | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881185 | PA      | $1834894.56   | 0.20%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS FHR 2412 OF                                                  | FREDDIE MAC REMICS FHR 2412 OF                                 | CUSIP: 31339DVL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59743 | PA      | $60170.07     | 0.01%             | 2031-12-15      | Floating      | 4.82%                 | 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        |   1594688 | PA      | $1530754.88   | 0.16%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 03/24 3.3           | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    567000 | PA      | $551924.15    | 0.06%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                              | TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55          | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    620000 | PA      | $597865.98    | 0.06%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 03/24 5.625                    | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 03/24 5.625   | CUSIP: 877249AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2681428.53   | 0.29%             | 2024-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TIDEWATER AUTO RECEIVABLES TRU TMCAT 2020 AA C 144A                             | TIDEWATER AUTO RECEIVABLES TRU TMCAT 2020 AA C 144A            | CUSIP: 88641WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    782087 | PA      | $773943.52    | 0.08%             | 2026-09-15      | Fixed         | 1.91%                 | 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        |     44271 | PA      | $41704.70     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 06/58 3                              | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110496 | PA      | $100462.94    | 0.01%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT HE TRUST 2021- HE1 TPHT 2021 HE1 A1 144A                             | TOWD POINT HE TRUST 2021- HE1 TPHT 2021 HE1 A1 144A            | CUSIP: 89180DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    884735 | PA      | $825005.52    | 0.09%             | 2063-02-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| 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        |   1325934 | PA      | $1214968.12   | 0.13%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C TAOT 2022 C A3                                   | TOYOTA AUTO RECEIVABLES 2022-C TAOT 2022 C A3                  | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160000 | PA      | $1129290.86   | 0.12%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A3                                   | TOYOTA AUTO RECEIVABLES 2022-D TAOT 2022 D A3                  | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4035222.00   | 0.43%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-A Owner Trust                                      | TOYOTA AUTO RECEIVABLES 2022-A TAOT 2022 A A3                  | CUSIP: 89239KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $524165.31    | 0.06%             | 2026-06-15      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                                       | TRIDENT TPI HOLDINGS INC COMPANY GUAR 144A 08/24 9.25          | CUSIP: 89616RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $835845.19    | 0.09%             | 2024-08-01      | Fixed         | 9.25%                 | 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        |   4079167 | PA      | $3466404.53   | 0.37%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                          | TRITON CONTAINER INTERNATIONAL SR SECURED 144A 06/24 1.15      | CUSIP: 89680YAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2770305.21   | 0.30%             | 2024-06-07      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited                                          | TRITON CONTAINER INTERNATIONAL SR SECURED 144A 08/23 0.8       | CUSIP: 89680YAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2475782.64   | 0.26%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc.                                                                | TRIPADVISOR INC COMPANY GUAR 144A 07/25 7                      | CUSIP: 896945AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2271518.80   | 0.24%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/26 VAR                   | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076015.65   | 0.54%             | 2026-10-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                             | VIRTUSA CORPORATION FIRST LIEN TERM LOAN B                     | CUSIP: 92828KAK8<br>LEI: C77OMXDER63WLJCSKT03 | Long             | LON              | CORP              | US        |   1758225 | PA      | $1702190.37   | 0.18%             | 2028-02-11      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| VMware Inc.                                                                     | VMWARE INC SR UNSECURED 08/24 1                                | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3742000 | PA      | $3484281.01   | 0.37%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                        | WR GRACE HOLDING LLC                                           | CUSIP: 92943GAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124194.00   | 0.12%             | 2024-10-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A                          | FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A         | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    424992 | PA      | $422078.86    | 0.05%             | 2042-05-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer