# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001193125-25-255319
**Filing Date:** 2025-10
**Character Count:** 298770
**Document Hash:** 32e47d924249ddb69867ccbeaff21544
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255319.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255319

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 251427547

**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           |

## Nport-Ex

![](imgc15795351.gif)

#### Quarterly portfolio holdings

## John Hancock

## Short Duration Bond Fund

## Fixed income
August 31, 2025

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

------

Fund's investments

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#### As of 8-31-25 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 14.1%** | **U.S. Government and Agency obligations 14.1%** | **U.S. Government and Agency obligations 14.1%** |  | **$199008686** |
| (Cost $196,612,738) |  |  |  |  |
| **U.S. Government 14.1%** | **U.S. Government 14.1%** |  |  | &nbsp;&nbsp;**199008686** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;17550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17617184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-31-27 | &nbsp;&nbsp;&nbsp;&nbsp;63561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63943359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-31-30 | &nbsp;&nbsp;&nbsp;&nbsp;19865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20140472 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-31-28 | &nbsp;&nbsp;&nbsp;&nbsp;15714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15944799 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-29 | &nbsp;&nbsp;&nbsp;&nbsp;47612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48655372 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-31-28 | &nbsp;&nbsp;&nbsp;&nbsp;32000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32707500 |
| **Foreign government obligations 0.3%** | **Foreign government obligations 0.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$4729666** |
| (Cost $4,642,104) |  |  |  |  |
| **Saudi Arabia 0.3%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4729666** |
| Kingdom of Saudi Arabia<br> Bond (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-13-28 | &nbsp;&nbsp;4636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729666 |
| **Corporate bonds 59.8%** | **Corporate bonds 59.8%** | **Corporate bonds 59.8%** |  | **$840304223** |
| (Cost $829,349,943) |  |  |  |  |
| **Communication services 3.6%** | **Communication services 3.6%** | **Communication services 3.6%** |  | &nbsp;&nbsp;&nbsp;**49977897** |
| **Diversified telecommunication services 1.6%** | **Diversified telecommunication services 1.6%** | **Diversified telecommunication services 1.6%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;06-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2905691 |
| Frontier Communications Holdings LLC (A) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;03-15-31 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3184674 |
| GCI LLC (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4382483 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-29-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472598 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 | 1716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1751057 |
| Maya SAS (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4070544 |
| NTT Finance Corp. (A) | &nbsp;&nbsp;4.620 | &nbsp;&nbsp;07-16-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032010 |
| **Entertainment 0.1%** | **Entertainment 0.1%** | **Entertainment 0.1%** |  |  |
| Warnermedia Holdings, Inc. | &nbsp;&nbsp;3.755 | &nbsp;&nbsp;03-15-27 | 1706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680410 |
| **Media 1.4%** | **Media 1.4%** | **Media 1.4%** |  |  |
| CCO Holdings LLC (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-28 | 2050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033304 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-27 | 5836000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5806588 |
| News Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2414120 |
| Paramount Global | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-28 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975592 |
| Paramount Global | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;06-01-28 | 3995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3909023 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-27 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493230 |
| Virgin Media Secured Finance PLC (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461608 |
| **Wireless telecommunication services 0.5%** | **Wireless telecommunication services 0.5%** | **Wireless telecommunication services 0.5%** |  |  |
| Millicom International Cellular SA (A)(B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-15-28 | 3600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3567621 |
| Millicom International Cellular SA (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 | 1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353093 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;04-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484251 |
| **Consumer discretionary 5.3%** | **Consumer discretionary 5.3%** | **Consumer discretionary 5.3%** |  | &nbsp;&nbsp;&nbsp;**74979954** |
| **Automobile components 0.1%** | **Automobile components 0.1%** | **Automobile components 0.1%** |  |  |
| Dealer Tire LLC (A)(B) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211992 |
| **Automobiles 1.4%** | **Automobiles 1.4%** | **Automobiles 1.4%** |  |  |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-17-27 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4413913 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;986207 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-05-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015485 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;07-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055051 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-07-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595815 |
| Hyundai Capital America (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-08-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2021971 |
| Hyundai Capital America (A) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;03-19-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026725 |
| Hyundai Capital America (A) | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;06-26-26 | 2941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970373 |

---

2 JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Broadline retail 0.2%** | **Broadline retail 0.2%** | **Broadline retail 0.2%** |  |  |
| Nordstrom, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;$2913400 |
| **Hotels, restaurants and leisure 2.5%** | **Hotels, restaurants and leisure 2.5%** | **Hotels, restaurants and leisure 2.5%** |  |  |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;10-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1907085 |
| Carnival Corp. (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-28 | 4447000 | &nbsp;&nbsp;&nbsp;&nbsp;4367577 |
| Flutter Treasury Designated Activity Company (A) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;04-29-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3625773 |
| Full House Resorts, Inc. (A) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-15-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1914892 |
| Hyatt Hotels Corp. | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-30-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2545311 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3058892 |
| MGM Resorts International | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2484805 |
| NCL Corp., Ltd. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-15-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2004202 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;03-15-28 | 3461000 | &nbsp;&nbsp;&nbsp;&nbsp;3391200 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;07-15-27 | 2185000 | &nbsp;&nbsp;&nbsp;&nbsp;2202836 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-01-28 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1017851 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4048567 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-31-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2016718 |
| **Household durables 0.8%** | **Household durables 0.8%** | **Household durables 0.8%** |  |  |
| Century Communities, Inc. | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-01-27 | 2225000 | &nbsp;&nbsp;&nbsp;&nbsp;2229506 |
| LG Electronics, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-24-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2548029 |
| Newell Brands, Inc. | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-15-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4044224 |
| Newell Brands, Inc. (A) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205866 |
| Taylor Morrison Communities, Inc. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3020541 |
| **Specialty retail 0.3%** | **Specialty retail 0.3%** | **Specialty retail 0.3%** |  |  |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2972627 |
| The Michaels Companies, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-01-28 | 1473000 | &nbsp;&nbsp;&nbsp;&nbsp;1162520 |
| **Consumer staples 1.6%** | **Consumer staples 1.6%** | **Consumer staples 1.6%** |  | **21935167** |
| **Beverages 0.2%** | **Beverages 0.2%** | **Beverages 0.2%** |  |  |
| Constellation Brands, Inc. | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;05-09-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3007497 |
| **Consumer staples distribution and retail 0.2%** | **Consumer staples distribution and retail 0.2%** | **Consumer staples distribution and retail 0.2%** |  |  |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2995922 |
| **Food products 1.2%** | **Food products 1.2%** | **Food products 1.2%** |  |  |
| Camposol SA (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-03-27 | 5195000 | &nbsp;&nbsp;&nbsp;&nbsp;5098763 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2494226 |
| Kraft Heinz Foods Company | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;06-01-26 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3956027 |
| NBM US Holdings, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2532528 |
| NBM US Holdings, Inc. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-14-26 | 1850000 | &nbsp;&nbsp;&nbsp;&nbsp;1850204 |
| **Energy 6.3%** | **Energy 6.3%** | **Energy 6.3%** |  | **88019804** |
| **Oil, gas and consumable fuels 6.3%** | **Oil, gas and consumable fuels 6.3%** | **Oil, gas and consumable fuels 6.3%** |  |  |
| Blue Racer Midstream LLC (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-26 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3499917 |
| Calumet Specialty Products Partners LP (A)(B) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;01-15-27 | 850000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847809 |
| Columbia Pipelines Holding Company LLC (A) | &nbsp;&nbsp;6.042 | &nbsp;&nbsp;08-15-28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;6276677 |
| Continental Resources, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-28 | 7100000 | &nbsp;&nbsp;&nbsp;&nbsp;7056600 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;04-18-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5075084 |
| DT Midstream, Inc. (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;06-15-29 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4373451 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3018771 |
| Energy Transfer LP | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4067910 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 3273000 | &nbsp;&nbsp;&nbsp;&nbsp;3284917 |
| Energy Transfer LP (6.625% to 2-15-28, then 3 month CME Term SOFR + 4.417%) (B)(C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2980589 |
| EQT Corp. (A) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-27 | 3316000 | &nbsp;&nbsp;&nbsp;&nbsp;3376670 |
| Genesis Energy LP | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3132126 |
| Hess Corp. | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;04-01-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4009283 |
| MPLX LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2984175 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-15-27 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5811784 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT 3

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;05-15-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;$2058477 |
| Parkland Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 | 5300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5296651 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-15-27 | 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3218105 |
| South Bow USA Infrastructure Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.911 | &nbsp;&nbsp;09-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022324 |
| The Williams Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-15-27 | 3775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3745052 |
| Var Energi ASA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-18-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024839 |
| Var Energi ASA (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713781 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-01-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144812 |
| **Financials 20.6%** | **Financials 20.6%** | **Financials 20.6%** |  | **289960966** |
| **Banks 12.0%** | **Banks 12.0%** | **Banks 12.0%** |  |  |
| Bank of America Corp. (4.623% to 5-9-28, then Overnight SOFR + 1.110%) | &nbsp;&nbsp;&nbsp;&nbsp;4.623 | &nbsp;&nbsp;05-09-29 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5562040 |
| Bank of America Corp. (4.979% to 1-24-28, then Overnight SOFR + 0.830%) | &nbsp;&nbsp;&nbsp;&nbsp;4.979 | &nbsp;&nbsp;01-24-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3053398 |
| Barclays PLC (5.829% to 5-9-26, then Overnight SOFR + 2.210%) | &nbsp;&nbsp;&nbsp;&nbsp;5.829 | &nbsp;&nbsp;05-09-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4036260 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3216651 |
| BPCE SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.203 | &nbsp;&nbsp;01-18-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2026248 |
| BPCE SA (5.975% to 1-18-26, then Overnight SOFR + 2.100%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.975 | &nbsp;&nbsp;01-18-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014875 |
| Citigroup, Inc. (3.887% to 1-10-27, then 3 month CME Term SOFR + 1.825%) | &nbsp;&nbsp;&nbsp;&nbsp;3.887 | &nbsp;&nbsp;01-10-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484881 |
| Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450 | &nbsp;&nbsp;09-29-27 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002727 |
| Citigroup, Inc. (6.250% to 8-15-26, then 3 month CME Term SOFR + 4.779%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-26 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4024188 |
| Credit Agricole SA (4.631% to 9-11-27, then Overnight SOFR + 1.210%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.631 | &nbsp;&nbsp;09-11-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013901 |
| Danske Bank A/S (5.427% to 3-1-27, then 1 Year CMT + 0.950%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.427 | &nbsp;&nbsp;03-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050739 |
| Fifth Third Bancorp (6.339% to 7-27-28, then Overnight SOFR + 2.340%) | &nbsp;&nbsp;&nbsp;&nbsp;6.339 | &nbsp;&nbsp;07-27-29 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6333137 |
| Fifth Third Bank NA (4.967% to 1-28-27, then Overnight SOFR + 0.810%) | &nbsp;&nbsp;&nbsp;&nbsp;4.967 | &nbsp;&nbsp;01-28-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5052795 |
| HSBC USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650 | &nbsp;&nbsp;06-03-28 | 3333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380271 |
| Huntington National Bank (4.552% to 5-17-27, then SOFR Compounded Index + 1.650%) | &nbsp;&nbsp;&nbsp;&nbsp;4.552 | &nbsp;&nbsp;05-17-28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030979 |
| ING Groep NV (3.875% to 11-16-27, then 5 Year CMT + 2.862%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-16-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3803263 |
| JPMorgan Chase & Co. (5.299% to 7-24-28, then Overnight SOFR + 1.450%) | &nbsp;&nbsp;&nbsp;&nbsp;5.299 | &nbsp;&nbsp;07-24-29 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5150353 |
| JPMorgan Chase & Co. (5.571% to 4-22-27, then Overnight SOFR + 0.930%) | &nbsp;&nbsp;&nbsp;&nbsp;5.571 | &nbsp;&nbsp;04-22-28 | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;15320745 |
| KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;11-15-27 | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6704478 |
| Lloyds Banking Group PLC (5.462% to 1-5-27, then 1 Year CMT + 1.375%) | &nbsp;&nbsp;&nbsp;&nbsp;5.462 | &nbsp;&nbsp;01-05-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2535711 |
| Lloyds Banking Group PLC (5.985% to 8-7-26, then 1 Year CMT + 1.480%) | &nbsp;&nbsp;&nbsp;&nbsp;5.985 | &nbsp;&nbsp;08-07-27 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548844 |
| Lloyds Banking Group PLC (6.750% to 6-27-26, then 5 Year CMT + 4.815%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-27-26 | 4507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4551164 |
| M&T Bank Corp. (4.833% to 1-16-28, then Overnight SOFR + 0.930%) | &nbsp;&nbsp;&nbsp;&nbsp;4.833 | &nbsp;&nbsp;01-16-29 | 2073000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096480 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480043 |
| NatWest Group PLC (6.000% to 6-29-26, then 5 Year CMT + 5.625%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;12-29-25 | 3200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3202342 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430450 |
| Santander Holdings USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.244 | &nbsp;&nbsp;10-05-26 | 1365000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1347855 |
| Societe Generale SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-19-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029838 |
| Societe Generale SA (10.000% to 5-14-29, then 5 Year CMT + 5.448%) (A)(C) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;11-14-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5502870 |
| Synovus Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;02-15-28 | 2241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2287380 |
| The PNC Financial Services Group, Inc. (4.758% to 1-26-26, then SOFR Compounded Index + 1.085%) | &nbsp;&nbsp;&nbsp;&nbsp;4.758 | &nbsp;&nbsp;01-26-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5004339 |
| The PNC Financial Services Group, Inc. (5.300% to 1-21-27, then Overnight SOFR + 1.342%) | &nbsp;&nbsp;&nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-21-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4061441 |
| Truist Bank (4.420% to 7-24-27, then Overnight SOFR + 0.770%) | &nbsp;&nbsp;&nbsp;&nbsp;4.420 | &nbsp;&nbsp;07-24-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009018 |
| Truist Financial Corp. (5.900% to 10-28-25, then Overnight SOFR + 1.626%) | &nbsp;&nbsp;&nbsp;&nbsp;5.900 | &nbsp;&nbsp;10-28-26 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5009542 |
| Truist Financial Corp. (6.047% to 6-8-26, then Overnight SOFR + 2.050%) | &nbsp;&nbsp;&nbsp;&nbsp;6.047 | &nbsp;&nbsp;06-08-27 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517234 |
| U.S. Bancorp (2.215% to 1-27-27, then Overnight SOFR + 0.730%) | &nbsp;&nbsp;&nbsp;&nbsp;2.215 | &nbsp;&nbsp;01-27-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944166 |
| U.S. Bank NA (4.730% to 5-15-27, then Overnight SOFR + 0.910%) | &nbsp;&nbsp;&nbsp;&nbsp;4.730 | &nbsp;&nbsp;05-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027199 |
| Wells Fargo & Company | &nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-22-27 | 3400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3412629 |
| Wells Fargo & Company (5.574% to 7-25-28, then Overnight SOFR + 1.740%) | &nbsp;&nbsp;&nbsp;&nbsp;5.574 | &nbsp;&nbsp;07-25-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591750 |
| Wells Fargo & Company (5.707% to 4-22-27, then Overnight SOFR + 1.070%) | &nbsp;&nbsp;&nbsp;&nbsp;5.707 | &nbsp;&nbsp;04-22-28 | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;15341648 |
| Zions Bancorp NA (4.704% to 8-18-27, then Overnight SOFR + 1.155%) | &nbsp;&nbsp;&nbsp;&nbsp;4.704 | &nbsp;&nbsp;08-18-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011095 |
| **Capital markets 3.8%** | **Capital markets 3.8%** | **Capital markets 3.8%** |  |  |
| Ares Strategic Income Fund | &nbsp;&nbsp;&nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7096311 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;03-15-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3916297 |

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4 JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Capital markets (continued)** | **Capital markets (continued)** | **Capital markets (continued)** |  |  |
| Blackstone Private Credit Fund | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-26-27 | 1500000 | &nbsp;&nbsp;&nbsp;$1506022 |
| Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2558333 |
| Deutsche Bank AG (5.706% to 2-8-27, then Overnight SOFR + 1.594%) | &nbsp;&nbsp;5.706 | &nbsp;&nbsp;02-08-28 | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;8148769 |
| HPS Corporate Lending Fund (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;01-14-28 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4539639 |
| Morgan Stanley (1.593% to 5-4-26, then Overnight SOFR + 0.879%) | &nbsp;&nbsp;1.593 | &nbsp;&nbsp;05-04-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1962738 |
| Morgan Stanley (4.210% to 4-20-27, then Overnight SOFR + 1.610%) | &nbsp;&nbsp;4.210 | &nbsp;&nbsp;04-20-28 | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6501159 |
| State Street Corp. (4.530% to 2-20-28, then Overnight SOFR + 1.018%) | &nbsp;&nbsp;4.530 | &nbsp;&nbsp;02-20-29 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1516011 |
| The Bank of New York Mellon Corp. (3.700% to 3-20-26, then 5 Year CMT + 3.352%) (C) | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;03-20-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1967273 |
| The Goldman Sachs Group, Inc. (4.223% to 5-1-28, then 3 month CME Term SOFR + 1.563%) | &nbsp;&nbsp;4.223 | &nbsp;&nbsp;05-01-29 | 1250000 | &nbsp;&nbsp;&nbsp;&nbsp;1250881 |
| The Goldman Sachs Group, Inc. (4.482% to 8-23-27, then Overnight SOFR + 1.725%) | &nbsp;&nbsp;4.482 | &nbsp;&nbsp;08-23-28 | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;3766545 |
| UBS Group AG (4.875% to 2-12-27, then 5 Year CMT + 3.404%) (A)(C) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;02-12-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2951222 |
| UBS Group AG (6.327% to 12-22-26, then 1 Year CMT + 1.600%) (A) | &nbsp;&nbsp;6.327 | &nbsp;&nbsp;12-22-27 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;6155427 |
| **Consumer finance 1.1%** | **Consumer finance 1.1%** | **Consumer finance 1.1%** |  |  |
| Ally Financial, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-09-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2009574 |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 4485000 | &nbsp;&nbsp;&nbsp;&nbsp;4605720 |
| Capital One Financial Corp. (6.312% to 6-8-28, then Overnight SOFR + 2.640%) | &nbsp;&nbsp;6.312 | &nbsp;&nbsp;06-08-29 | 8000000 | &nbsp;&nbsp;&nbsp;&nbsp;8396582 |
| OneMain Finance Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-29 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1028287 |
| **Financial services 1.5%** | **Financial services 1.5%** | **Financial services 1.5%** |  |  |
| Antares Holdings LP (A) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;08-11-28 | 3281000 | &nbsp;&nbsp;&nbsp;&nbsp;3490988 |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526097 |
| Atlas Warehouse Lending Company LP (A) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;01-15-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5095720 |
| Block, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417058 |
| Corebridge Global Funding (A) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;08-20-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5048076 |
| Corebridge Global Funding (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-02-26 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1518606 |
| Macquarie Airfinance Holdings, Ltd. (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;03-27-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3043218 |
| Radian Group, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;03-15-27 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1502382 |
| **Insurance 1.9%** | **Insurance 1.9%** | **Insurance 1.9%** |  |  |
| AEGON Funding Company LLC (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-16-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4064521 |
| American National Group, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2519573 |
| Athene Global Funding (A) | &nbsp;&nbsp;5.516 | &nbsp;&nbsp;03-25-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4068535 |
| Athene Holding, Ltd. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-12-28 | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;3741313 |
| Brighthouse Financial Global Funding (A) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;04-09-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2539914 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2039456 |
| CNO Global Funding (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;12-10-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3040657 |
| CNO Global Funding (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-04-27 | 3250000 | &nbsp;&nbsp;&nbsp;&nbsp;3333893 |
| GA Global Funding Trust (A) | &nbsp;&nbsp;2.250 | &nbsp;&nbsp;01-06-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1942700 |
| **Mortgage real estate investment trusts 0.3%** | **Mortgage real estate investment trusts 0.3%** | **Mortgage real estate investment trusts 0.3%** |  |  |
| Starwood Property Trust, Inc. (A) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;07-15-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1969406 |
| Starwood Property Trust, Inc. (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1977096 |
| **Health care 3.0%** | **Health care 3.0%** | **Health care 3.0%** |  | **42530457** |
| **Biotechnology 0.3%** | **Biotechnology 0.3%** | **Biotechnology 0.3%** |  |  |
| Amgen, Inc. | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;03-02-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4093448 |
| **Health care equipment and supplies 0.5%** | **Health care equipment and supplies 0.5%** | **Health care equipment and supplies 0.5%** |  |  |
| Solventum Corp. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;02-25-27 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;5605442 |
| Varex Imaging Corp. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 2080000 | &nbsp;&nbsp;&nbsp;&nbsp;2120912 |
| **Health care providers and services 1.3%** | **Health care providers and services 1.3%** | **Health care providers and services 1.3%** |  |  |
| Centene Corp. | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;07-15-28 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4157264 |
| CVS Health Corp. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-01-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3100811 |
| Fresenius Medical Care US Finance III, Inc. (A) | &nbsp;&nbsp;1.875 | &nbsp;&nbsp;12-01-26 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965793 |
| HCA, Inc. | &nbsp;&nbsp;3.125 | &nbsp;&nbsp;03-15-27 | 2550000 | &nbsp;&nbsp;&nbsp;&nbsp;2508744 |
| HCA, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;06-15-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2003500 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-17-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4948960 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT 5

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |
| **Life sciences tools and services 0.0%** | **Life sciences tools and services 0.0%** | **Life sciences tools and services 0.0%** |  |  |
| Icon Investments Six DAC | &nbsp;&nbsp;&nbsp;&nbsp;5.809 | &nbsp;&nbsp;05-08-27 | 337000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$344000 |
| **Pharmaceuticals 0.9%** | **Pharmaceuticals 0.9%** | **Pharmaceuticals 0.9%** |  |  |
| Organon & Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-30-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3351761 |
| Royalty Pharma PLC | &nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;09-02-27 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951304 |
| Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;&nbsp;&nbsp;3.150 | &nbsp;&nbsp;10-01-26 | 1963000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1924179 |
| Teva Pharmaceutical Finance Netherlands III BV (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-09-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3008532 |
| Utah Acquisition Sub, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;06-15-26 | 3466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3445807 |
| **Industrials 9.1%** | **Industrials 9.1%** | **Industrials 9.1%** |  | **127295045** |
| **Aerospace and defense 1.3%** | **Aerospace and defense 1.3%** | **Aerospace and defense 1.3%** |  |  |
| Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.900 | &nbsp;&nbsp;02-01-27 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021189 |
| Rolls-Royce PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-27 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4620321 |
| The Boeing Company | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-01-28 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5371192 |
| The Boeing Company | &nbsp;&nbsp;&nbsp;&nbsp;6.259 | &nbsp;&nbsp;05-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3087051 |
| TransDigm, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;01-15-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3914061 |
| **Commercial services and supplies 1.0%** | **Commercial services and supplies 1.0%** | **Commercial services and supplies 1.0%** |  |  |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3415841 |
| GFL Environmental, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924939 |
| GFL Environmental, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-29 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476012 |
| Prime Security Services Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-31-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3875012 |
| RB Global Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2558823 |
| **Construction and engineering 1.1%** | **Construction and engineering 1.1%** | **Construction and engineering 1.1%** |  |  |
| MasTec, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-28 | 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6957227 |
| Quanta Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;08-09-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5054130 |
| Williams Scotsman, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073383 |
| **Electrical equipment 0.9%** | **Electrical equipment 0.9%** | **Electrical equipment 0.9%** |  |  |
| Molex Electronic Technologies LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3031768 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;02-15-26 | 3434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3448353 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;04-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105882 |
| Vertiv Group Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;11-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2928402 |
| **Ground transportation 0.3%** | **Ground transportation 0.3%** | **Ground transportation 0.3%** |  |  |
| Avis Budget Car Rental LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-27 | 2474000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2463708 |
| Penske Truck Leasing Company LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;08-01-28 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1569430 |
| **Passenger airlines 3.5%** | **Passenger airlines 3.5%** | **Passenger airlines 3.5%** |  |  |
| Air Canada 2020-1 Class C Pass Through Trust (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-26 | 8534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8918027 |
| Air Canada 2020-2 Class A Pass Through Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-29 | 2295493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2330848 |
| Alaska Airlines 2020-1 Class A Pass Through Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;08-15-27 | 2888278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903573 |
| American Airlines 2014-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;10-01-26 | 4783499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4742171 |
| American Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 1029851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003034 |
| American Airlines 2016-2 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650 | &nbsp;&nbsp;06-15-28 | 585148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559390 |
| American Airlines 2016-3 Class AA Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-28 | 2960343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838400 |
| American Airlines 2016-3 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-15-25 | 1011371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008622 |
| American Airlines 2017-2 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;10-15-25 | 1461283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457312 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 1899282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1846484 |
| American Airlines, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;05-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2619865 |
| British Airways 2020-1 Class B Pass Through Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-28 | 3146882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3323018 |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-20-28 | 2377220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390655 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-10-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036885 |
| United Airlines 2014-2 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;09-03-26 | 1794193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776645 |
| United Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 865079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829514 |
| United Airlines 2016-1 Class AA Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-07-28 | 866809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836353 |
| United Airlines 2016-1 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650 | &nbsp;&nbsp;01-07-26 | 203854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202328 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 5162879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5285129 |
| United Airlines 2020-1 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-15-26 | 982625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982242 |

---

6 JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Trading companies and distributors 1.0%** | **Trading companies and distributors 1.0%** | **Trading companies and distributors 1.0%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;10-29-26 | 4000000 | &nbsp;&nbsp;&nbsp;$3918079 |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-29-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2886374 |
| Ashtead Capital, Inc. (A) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-27 | 4700000 | &nbsp;&nbsp;&nbsp;&nbsp;4689317 |
| Aviation Capital Group LLC (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-14-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3014056 |
| **Information technology 1.4%** | **Information technology 1.4%** | **Information technology 1.4%** |  | **19316720** |
| **IT services 0.6%** | **IT services 0.6%** | **IT services 0.6%** |  |  |
| CDW LLC | &nbsp;&nbsp;2.670 | &nbsp;&nbsp;12-01-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1956629 |
| Gartner, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;07-01-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1976401 |
| Kyndryl Holdings, Inc. | &nbsp;&nbsp;2.050 | &nbsp;&nbsp;10-15-26 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4379210 |
| **Semiconductors and semiconductor equipment 0.6%** | **Semiconductors and semiconductor equipment 0.6%** | **Semiconductors and semiconductor equipment 0.6%** |  |  |
| Broadcom, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;07-12-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5077914 |
| ON Semiconductor Corp. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;09-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2915151 |
| **Software 0.2%** | **Software 0.2%** | **Software 0.2%** |  |  |
| Consensus Cloud Solutions, Inc. (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3011415 |
| **Materials 2.2%** | **Materials 2.2%** | **Materials 2.2%** |  | **31658440** |
| **Chemicals 0.4%** | **Chemicals 0.4%** | **Chemicals 0.4%** |  |  |
| CVR Partners LP (A) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2496549 |
| EIDP, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-26 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4003874 |
| **Construction materials 0.2%** | **Construction materials 0.2%** | **Construction materials 0.2%** |  |  |
| James Hardie International Finance DAC (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2962574 |
| **Containers and packaging 0.7%** | **Containers and packaging 0.7%** | **Containers and packaging 0.7%** |  |  |
| Ardagh Metal Packaging Finance USA LLC (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1999997 |
| Graham Packaging Company, Inc. (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4001244 |
| Owens-Brockway Glass Container, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-13-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1998437 |
| Sonoco Products Company | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;09-01-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1999412 |
| **Metals and mining 0.9%** | **Metals and mining 0.9%** | **Metals and mining 0.9%** |  |  |
| CSN Islands XI Corp. (A)(B) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-28-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;4821220 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;9.375 | &nbsp;&nbsp;03-01-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2657722 |
| Hudbay Minerals, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-01-26 | 4750000 | &nbsp;&nbsp;&nbsp;&nbsp;4717411 |
| **Real estate 2.8%** | **Real estate 2.8%** | **Real estate 2.8%** |  | **39241574** |
| **Diversified REITs 0.2%** | **Diversified REITs 0.2%** | **Diversified REITs 0.2%** |  |  |
| Global Net Lease, Inc. (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-15-27 | 2468000 | &nbsp;&nbsp;&nbsp;&nbsp;2393806 |
| **Health care REITs 0.2%** | **Health care REITs 0.2%** | **Health care REITs 0.2%** |  |  |
| Diversified Healthcare Trust (A)(D) | &nbsp;&nbsp;5.682 | &nbsp;&nbsp;01-15-26 | 2558000 | &nbsp;&nbsp;&nbsp;&nbsp;2504768 |
| **Hotel and resort REITs 0.4%** | **Hotel and resort REITs 0.4%** | **Hotel and resort REITs 0.4%** |  |  |
| RHP Hotel Properties LP (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2443071 |
| XHR LP (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3892112 |
| **Office REITs 0.1%** | **Office REITs 0.1%** | **Office REITs 0.1%** |  |  |
| Boston Properties LP | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;10-01-26 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1473888 |
| **Specialized REITs 1.9%** | **Specialized REITs 1.9%** | **Specialized REITs 1.9%** |  |  |
| American Tower Corp. | &nbsp;&nbsp;3.550 | &nbsp;&nbsp;07-15-27 | 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7419297 |
| Crown Castle, Inc. | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;03-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2938509 |
| GLP Capital LP | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3563469 |
| GLP Capital LP | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-15-26 | 1115000 | &nbsp;&nbsp;&nbsp;&nbsp;1117348 |
| SBA Communications Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2948996 |
| VICI Properties LP (A) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-27 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1482274 |
| VICI Properties LP | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4031418 |
| VICI Properties LP | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3032618 |
| **Utilities 3.9%** | **Utilities 3.9%** | **Utilities 3.9%** |  | **55388199** |
| **Electric utilities 2.7%** | **Electric utilities 2.7%** | **Electric utilities 2.7%** |  |  |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-09-26 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2915024 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT 7

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |
| **Electric utilities (continued)** | **Electric utilities (continued)** | **Electric utilities (continued)** |  |  |
| Emera, Inc. (6.750% to 6-15-26, then 3 month LIBOR + 5.440% to 6-15-46, then 3 month LIBOR + 6.190%) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-15-76 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;$2012556 |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-15-26 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006931 |
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900 | &nbsp;&nbsp;07-15-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3970799 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.685 | &nbsp;&nbsp;09-01-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5047253 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.450 | &nbsp;&nbsp;12-02-27 | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6205849 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (A)(C) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3307077 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;2.100 | &nbsp;&nbsp;08-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2875096 |
| Pacific Gas And Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-04-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042856 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5931668 |
| **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** |  |  |
| Calpine Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1980822 |
| Capital Power US Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.257 | &nbsp;&nbsp;06-01-28 | 499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507578 |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062328 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-31-27 | 3975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3964267 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;12-30-26 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022092 |
| **Multi-utilities 0.3%** | **Multi-utilities 0.3%** | **Multi-utilities 0.3%** |  |  |
| Sempra | &nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;08-01-26 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4536003 |
| **Term loans (E) 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;**$2621489** |
| (Cost $2,615,236) |  |  |  |  |
| **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** | **Consumer discretionary 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;1116609 |
| **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** | **Hotels, restaurants and leisure 0.1%** |
| Caesars Entertainment, Inc., Incremental Term Loan B1 (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.566 | &nbsp;&nbsp;01-27-31 | 1120813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116609 |
| **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;1504880 |
| **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** |
| Kaseya, Inc., 2025 1st Lien Term Loan B (1 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.566 | &nbsp;&nbsp;03-08-32 | 1286775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1288744 |
| **Software 0.0%** | **Software 0.0%** | **Software 0.0%** | **Software 0.0%** | **Software 0.0%** |
| Clearwater Analytics LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.460 | &nbsp;&nbsp;02-09-32 | 216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216136 |
| **Collateralized mortgage obligations 2.9%** | **Collateralized mortgage obligations 2.9%** |  |  | **$39823459** |
| (Cost $39,977,345) |  |  |  |  |
| **Commercial and residential 2.4%** | **Commercial and residential 2.4%** | **Commercial and residential 2.4%** |  | &nbsp;&nbsp;**33352807** |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664111 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57878 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B25, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233422 |
| CD Commercial Mortgage Trust | CD Commercial Mortgage Trust | CD Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-CD1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-49 | &nbsp;&nbsp;&nbsp;&nbsp;2469783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437655 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-3, Class A1 (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.506 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-27-65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17133 |
| Ellington Finacial Mortgage Trust | Ellington Finacial Mortgage Trust | Ellington Finacial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CES1, Class A1 (5.522% to 12-1-28, then 6.522% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-26-60 | &nbsp;&nbsp;&nbsp;&nbsp;2667710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2689932 |
| FS Commercial Mortgage Trust | FS Commercial Mortgage Trust | FS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-4SZN, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-39 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3068531 |
| GFH Mortgage Trust | GFH Mortgage Trust | GFH Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-IND, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050379 |
| GWT Commercial Mortgage Trust | GWT Commercial Mortgage Trust | GWT Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-WLF2, Class A (1 month CME Term SOFR + 1.691%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013110 |
| LHOME Mortgage Trust | LHOME Mortgage Trust | LHOME Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RTL3, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-40 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2999964 |
| Life Mortgage Trust | Life Mortgage Trust | Life Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-BMR, Class C (1 month CME Term SOFR + 1.214%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.577 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213729 |
| Manhattan West Mortgage Trust | Manhattan West Mortgage Trust | Manhattan West Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1MW, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-10-39 | &nbsp;&nbsp;&nbsp;&nbsp;2063000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962945 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |  |  |

---

8 JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A1B (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$146944 |
| OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM14, Class A1 (5.162% to 7-1-29, then 6.162% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202451 |
| PRM Trust | PRM Trust | PRM Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-PRM6, Class A (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-05-33 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1996505 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5259 |
| SWCH Commercial Mortgage Trust | SWCH Commercial Mortgage Trust | SWCH Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DATA, Class A (1 month CME Term SOFR + 1.443%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2977517 |
| Toorak Mortgage Trust | Toorak Mortgage Trust | Toorak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RRTL1, Class A1 (6.597% to 8-25-26, then 7.597% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-39 | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357530 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RRTL2, Class A1 (5.504% to 3-25-27, then 6.504% thereafter) (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-39 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999527 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-3, Class A1 (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22950 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76197 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SJ2, Class A1A (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496296 |
| VASA Trust | VASA Trust | VASA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-VASA, Class D (1 month CME Term SOFR + 2.214%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2662842 |
| **U.S. Government Agency 0.5%** | **U.S. Government Agency 0.5%** | **U.S. Government Agency 0.5%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**6470652** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA6, Class M2 (30 day Average SOFR + 1.500%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;3074077 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3084855 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R01, Class 1A1 (30 day Average SOFR + 0.950%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;1824040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1824037 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1A1 (30 day Average SOFR + 1.000%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;1559444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561760 |
| **Asset-backed securities 20.6%** |  |  |  | **$289953853** |
| (Cost $287,394,544) |  |  |  |  |
| **Asset-backed securities 20.6%** | **Asset-backed securities 20.6%** | **Asset-backed securities 20.6%** |  | &nbsp;&nbsp;**289953853** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;1237455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219981 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-46 | &nbsp;&nbsp;&nbsp;&nbsp;3123000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036754 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-48 | &nbsp;&nbsp;&nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3315077 |
| Alloya Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A4 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-30 | &nbsp;&nbsp;&nbsp;&nbsp;1524000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1528555 |
| Ally Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-32 | &nbsp;&nbsp;&nbsp;&nbsp;1590970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597426 |
| American Express Credit Account Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060171 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036380 |
| Amur Equipment Finance Receivables XIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-21-31 | &nbsp;&nbsp;&nbsp;&nbsp;1650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710428 |
| Arby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869590 |
| ARI Fleet Lease Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020380 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-17-34 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016104 |
| Arivo Acceptance Auto Loan Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603941 |
| Avis Budget Rental Car Funding AESOP LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-7A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-21-28 | &nbsp;&nbsp;&nbsp;&nbsp;2450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540823 |
| Barings Equipment Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-13-32 | &nbsp;&nbsp;&nbsp;&nbsp;2131000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2178153 |
| BHG Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486006 |
| Blue Stream Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;3050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241056 |
| CAL Funding IV, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;1739375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1650965 |
| Carmax Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;1422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443439 |
| CarMax Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3534292 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT 9

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| Cars Net Lease Mortgage Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483333 | &nbsp;&nbsp;&nbsp;&nbsp;$454304 |
| CARS-DB5 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;3465905 | &nbsp;&nbsp;&nbsp;&nbsp;3341702 |
| CARS-DB7 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;2813750 | &nbsp;&nbsp;&nbsp;&nbsp;2833470 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494132 |
| CCG Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-14-32 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2028253 |
| CF Hippolyta Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-62 | &nbsp;&nbsp;&nbsp;&nbsp;4874333 | &nbsp;&nbsp;&nbsp;&nbsp;4716879 |
| Chase Auto Credit Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;2277076 | &nbsp;&nbsp;&nbsp;&nbsp;2291590 |
| Chase Issuance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A1, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4032925 |
| Chesapeake Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;764253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773778 |
| CIFC Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-III, Class R (3 month CME Term SOFR + 1.200%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-24-31 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1997324 |
| Citibank Credit Card Issuance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A1, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-21-30 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5050801 |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;2388788 | &nbsp;&nbsp;&nbsp;&nbsp;2234318 |
| CNH Equipment Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2002027 |
| Crossroads Asset Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2510557 |
| DataBank Issuer |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-27-51 | &nbsp;&nbsp;&nbsp;&nbsp;2065000 | &nbsp;&nbsp;&nbsp;&nbsp;2033676 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;2670734 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;2463275 | &nbsp;&nbsp;&nbsp;&nbsp;2427874 |
| Dell Equipment Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-23-29 | &nbsp;&nbsp;&nbsp;&nbsp;2498000 | &nbsp;&nbsp;&nbsp;&nbsp;2524337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-22-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2011853 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795258 |
| DLLAA LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1019983 |
| DLLAD LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3026010 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A23 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-47 | &nbsp;&nbsp;&nbsp;&nbsp;2202420 | &nbsp;&nbsp;&nbsp;&nbsp;2184349 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;2166372 | &nbsp;&nbsp;&nbsp;&nbsp;2090576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-52 | &nbsp;&nbsp;&nbsp;&nbsp;3083767 | &nbsp;&nbsp;&nbsp;&nbsp;3092008 |
| ECMC Group Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A1B (30 day Average SOFR + 1.114%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.463 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226033 |
| Elara HGV Timeshare Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158498 |
| Enterprise Fleet Financing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-28 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1512996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;1133000 | &nbsp;&nbsp;&nbsp;&nbsp;1151887 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1008670 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4545709 |
| Evergreen Credit Card Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CRT5, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;1011778 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5089619 |
| Frontier Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-53 | &nbsp;&nbsp;&nbsp;&nbsp;2780000 | &nbsp;&nbsp;&nbsp;&nbsp;2850162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11.160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430332 |

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10 JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| GM Financial Consumer Automobile Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;2824000 | &nbsp;&nbsp;&nbsp;&nbsp;$2857580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-30 | &nbsp;&nbsp;&nbsp;&nbsp;2592000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607181 |
| GM Financial Revolving Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-36 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203282 |
| GreatAmerica Leasing Receivables Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A4 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-29 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019076 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-29 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2011992 |
| Harley-Davidson Motorcycle Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-29 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1002236 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;5167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5079922 |
| Hilton Grand Vacations Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1B, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-39 | &nbsp;&nbsp;&nbsp;&nbsp;1017316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033940 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-27-40 | &nbsp;&nbsp;&nbsp;&nbsp;2156105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2179890 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-27-42 | &nbsp;&nbsp;&nbsp;&nbsp;2689252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724115 |
| Hipgnosis Music Assets LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;1648032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1641887 |
| Hotwire Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;3853000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3733336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734642 |
| HPEFS Equipment Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611320 |
| HTS Fund II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-23-45 | &nbsp;&nbsp;&nbsp;&nbsp;2105000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2113328 |
| Huntington Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class B1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007302 |
| Hyundai Auto Lease Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-28 | &nbsp;&nbsp;&nbsp;&nbsp;1422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435627 |
| Hyundai Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2776236 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;2370895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360411 |
| John Deere Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725639 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;2426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2428428 |
| Kubota Credit Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5060025 |
| LAD Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A4 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;1750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1779805 |
| M&T Equipment |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3049214 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846828 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-2A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-21-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645112 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;2872500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2708462 |
| New Economy Assets - Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661096 |
| NextGear Floorplan Master Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018138 |
| NMEF Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2046467 |
| OCCU Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;3125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146007 |
| Oxford Finance Credit Fund |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-14-34 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037466 |
| PEAC Solutions Receivables LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2039408 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT 11

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| PFS Financing Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;$2016598 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-B, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4025944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-D, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3022660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-F, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;3363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375480 |
| Post Road Equipment Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611056 |
| Retained Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304065 |
| Santander Bank Auto Credit-Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-B, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-33 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254124 |
| SCCU Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;1875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1889757 |
| SCF Equipment Trust LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-21-33 | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2819035 |
| SEB Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;2992500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2951620 |
| Securitized Term Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-31 | &nbsp;&nbsp;&nbsp;&nbsp;1490715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1502553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-32 | &nbsp;&nbsp;&nbsp;&nbsp;3574425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3600332 |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867599 |
| SFS Auto Receivables Securitization Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3536062 |
| Sierra Timeshare Receivables Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-41 | &nbsp;&nbsp;&nbsp;&nbsp;1038857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052028 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-B, Class A2B (1 month CME Term SOFR + 0.864%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55639 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;3040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2987020 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;1452780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342363 |
| STAR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A (1 month CME Term SOFR + 1.450%) (A)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821138 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-1A, Class A23 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-46 | &nbsp;&nbsp;&nbsp;&nbsp;3457031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3457680 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;1031625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990577 |
| T-Mobile US Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-22-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016779 |
| Toyota Auto Receivables Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-C, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4022328 |
| Triton Container Finance VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;2910417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2724882 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;577740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532297 |
| U.S. Bank Auto Credit Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384977 |
| USB Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-30 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1518003 |
| VB-S1 Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class C2I (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579616 |
| Verizon Master Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-21-31 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272684 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-31 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051709 |
| Volkswagen Auto Lease Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4296096 |
| Volvo Financial Equipment LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-28 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504298 |
| Wendy's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.884 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;2774359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720032 |
| Wheels Fleet Lease Funding 1 LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-39 | &nbsp;&nbsp;&nbsp;&nbsp;2117618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141913 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-19-39 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1260460 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-18-40 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4017077 |

---

12 JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| Willis Engine Structured Trust IV |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533705 | &nbsp;&nbsp;&nbsp;&nbsp;$531524 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;2884701 | &nbsp;&nbsp;&nbsp;&nbsp;2708831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;922175 |
| Willis Engine Structured Trust VII |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;1465136 | &nbsp;&nbsp;&nbsp;&nbsp;1520009 |
| Wingstop Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-50 | &nbsp;&nbsp;&nbsp;&nbsp;4181325 | &nbsp;&nbsp;&nbsp;&nbsp;4014609 |
| Zaxby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632519 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield\* (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Short-term investments 0.9%** |  |  |  | **$12582819** |
| (Cost $12,583,549) |  |  |  |  |
| **U.S. Government Agency 0.4%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**5151595** |
| Federal Home Loan Bank Discount Note | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;09-02-25 | 5154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5151595 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term funds 0.5%** |  |  | **7431224** |
| John Hancock Collateral Trust (H) | &nbsp;&nbsp;4.1996(I) | 742892 | 7431224 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $1,373,175,459) 98.8%** | **$1389024195** |
| **Other assets and liabilities, net 1.2%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**16493357** |
| **Total net assets 100.0%** | **$1405517552** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| LIBOR | London Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $631,737,189 or 44.9% of the fund's net assets as of 8-31-25. |
| (B) | All or a portion of this security is on loan as of 8-31-25. The value of securities on loan amounted to $7,206,494. |
| (C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (D) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (E) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (F) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (G) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (I) | The rate shown is the annualized seven-day yield as of 8-31-25. |
| \* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |

---

The fund had the following country composition as a percentage of net assets on 8-31-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;86.0% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.4% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;2.5% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;1.0% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;4.4% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK SHORT DURATION BOND FUND \| QUARTERLY REPORT 13

------

Notes to Fund's investments (unaudited)

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

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day.

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

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

The following is a summary of the values by input classification of the fund's investments as of August 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 8-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$199008686** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $199008686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foreign government obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4729666** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4729666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**840304223** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840304223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2621489** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2621489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**39823459** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39823459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**289953853** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289953853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12582819** | $7431224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5151595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1389024195** | **$7431224** | **$1381592971** | **—** |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 742892 | $6060063 | $20372765 | $(19002708) | $206 | $898 | $15634 |  | $7431224 |

---

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

---

| | |
|:---|:---|
| 14 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** John Hancock Bond Trust

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

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

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

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 200 Berkeley Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-543-9634

**Item A.2. Information about the Series.**

- **a. Name of Series:** Short Duration Bond Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1404466590.24

**Total Liabilities:** $6069778.58

**Net Assets:** $1398396811.66

**Cash Not Reported:** $8297697.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3400.682099000000 | **1-Year:** -103879.962581000000 | **5-Year:** -69353.442143000000 | **10-Year:** -14478.303775000000 | **30-Year:** -4248.301627000000

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

- **3-Month:** -2493.265106000000 | **1-Year:** -27111.262415000000 | **5-Year:** -15358.832240000000 | **10-Year:** -2304.340241000000 | **30-Year:** -1872.252762000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213124 | 0.85%                | 0.11%                | 0.96%                |
| Class ID C000213125 | 0.74%                | 0.22%                | 0.85%                |
| Class ID C000213126 | 0.82%                | 0.08%                | 0.93%                |
| Class ID C000213127 | 0.75%                | 0.02%                | 0.86%                |
| Class ID C000213128 | 0.84%                | 0.10%                | 0.95%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-591267.43              | $5815009.35                                |
| Month 2  | $317292.40               | $-4295219.56                               |
| Month 3  | $7069.94                 | $6769679.32                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Amur Equipment Finance Receivables XIII LLC                                    | AMUR EQUIPMENT FINANCE RECEIVA AXIS 2024 1A D 144A           | CUSIP: 03237CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1710427.79   | 0.12%             | 2031-04-21      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                                   | ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A                 | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667708 | PA      | $664111.20    | 0.05%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6                         | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999997.20   | 0.14%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A                           | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A         | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1603940.96   | 0.11%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                     | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7            | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7096311.11   | 0.51%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A ARIFL 2025 A A3 144A                              | ARI FLEET LEASE TRUST 2025-A ARIFL 2025 A A3 144A            | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016104.20   | 0.14%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B ARIFL 2024 B A3 144A                              | ARI FLEET LEASE TRUST 2024-B ARIFL 2024 B A3 144A            | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020379.90   | 0.07%             | 2033-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                               | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A             | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59192 | PA      | $57877.64     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/27 4.375            | CUSIP: 045054AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4689316.67   | 0.34%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                          | ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516            | CUSIP: 04685A3T6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4068534.76   | 0.29%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD SR UNSECURED 01/28 4.125                  | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3741312.71   | 0.27%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                           | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/28 6.05   | CUSIP: 049463AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5095720.00   | 0.36%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                     | AVIATION CAPITAL GROUP LLC SR UNSECURED 144A 04/27 4.75      | CUSIP: 05369AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014055.60   | 0.22%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                     | AVIS BUDGET CAR RENTAL LLC / A COMPANY GUAR 144A 07/27 5.75  | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2463708.41   | 0.18%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A C 144A          | CUSIP: 05377RHS6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2540823.22   | 0.18%             | 2028-08-21      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 01/29 VAR                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053398.20   | 0.22%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 05/29 VAR                  | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5562039.84   | 0.40%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A B 144A                                               | CARS-DB7 LP CAUTO 2023 1A B 144A                             | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $494132.46    | 0.04%             | 2053-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                        | CF HIPPOLYTA ISSUER LLC SORT 2022 1A A1 144A                 | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4874333 | PA      | $4716879.26   | 0.34%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                               | DLLAA 2025-1 LLC DLLAA 2025 1A A3 144A                       | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1019983.10   | 0.07%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                              | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125               | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4373451.00   | 0.31%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC DLLAD 2025 1A A3 144A                                         | DLLAD 2025-1 LLC DLLAD 2025 1A A3 144A                       | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3026009.70   | 0.22%             | 2030-09-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                | DANSKE BANK A/S 144A 03/28 VAR                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3050739.48   | 0.22%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                        | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR        | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1967273.20   | 0.14%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                   | BARCLAYS PLC SR UNSECURED 05/27 VAR                          | CUSIP: 06738ECF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4036259.80   | 0.29%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC MMAF 2025 A A3 144A                              | BARINGS EQUIPMENT FINANCE LLC MMAF 2025 A A3 144A            | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2131000 | PA      | $2178153.28   | 0.16%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A1                               | BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A1             | CUSIP: 08163DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236558 | PA      | $233422.23    | 0.02%             | 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        |    492763 | PA      | $486005.53    | 0.03%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25       | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3916296.76   | 0.28%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CRE                                       | CUSIP: 09261HBR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506022.02   | 0.11%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                | BLACKSTONE SECURED LENDING FUN SR UNSECURED 11/27 5.875      | CUSIP: 09261XAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2558332.55   | 0.18%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625                   | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625 | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3499917.40   | 0.25%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC BSTRM 2024 1A C 144A                                    | BLUE STREAM ISSUER LLC BSTRM 2024 1A C 144A                  | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3241055.66   | 0.23%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 02/28 3.25                        | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5371192.09   | 0.38%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 05/27 6.259                       | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3087051.36   | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                          | BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473888.48   | 0.11%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                           | BRIGHTHOUSE FINANCIAL GLOBAL F SECURED 144A 04/27 5.55       | CUSIP: 10921U2J6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2539913.60   | 0.18%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5836000 | PA      | $5806588.31   | 0.42%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2033303.78   | 0.15%             | 2028-02-01      | Fixed         | 5.00%                 | 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        |   3465905 | PA      | $3341701.50   | 0.24%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/26 2.67                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/26 2.67           | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1956629.40   | 0.14%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A3                                      | CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A3                    | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2469783 | PA      | $2437655.39   | 0.17%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1 CCG 2025 1 C 144A                                 | CCG RECEIVABLES TRUST 2025-1 CCG 2025 1 C 144A               | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2028253.00   | 0.15%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2013-III-R LTD CIFC 2013 3RA A2R 144A                             | CIFC FUNDING 2013-III-R LTD CIFC 2013 3RA A2R 144A           | CUSIP: 12552MAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997324.00   | 0.14%             | 2031-04-24      | Floating      | 5.52%                 | 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        |   2388788 | PA      | $2234317.75   | 0.16%             | 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        |     17402 | PA      | $17133.11     | 0.00%             | 2065-04-27      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                       | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25              | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039456.46   | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                             | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75              | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   5000000 | PA      | $4821219.75   | 0.34%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125                     | CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125   | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496548.75   | 0.18%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                         | CVS HEALTH CORP SR UNSECURED 06/29 5.4                       | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3100810.77   | 0.22%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                                     | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/29 4.625      | CUSIP: 12769GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1907085.00   | 0.14%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LTD CAI 2020 1A A 144A                                          | CAL FUNDING IV LTD CAI 2020 1A A 144A                        | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1739375 | PA      | $1650965.21   | 0.12%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                            | CALPINE CORP SR SECURED 144A 02/28 4.5                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980822.14   | 0.14%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 01/27 8.125                   | CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 01/27 8.125 | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $847808.79    | 0.06%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| Camposol S.A.                                                                  | CAMPOSOL SA COMPANY GUAR 144A 02/27 6                        | CUSIP: 134638AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   5195000 | PA      | $5098762.78   | 0.36%             | 2027-02-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                              | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/29 VAR            | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8396581.60   | 0.60%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                               | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257  | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $507578.12    | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                 | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025 3 A3               | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3534291.60   | 0.25%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 05/27 VAR                        | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962737.78   | 0.14%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                           | NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7                | CUSIP: 62877VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1850203.50   | 0.13%             | 2026-05-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                           | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625            | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2532527.50   | 0.18%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                            | LG ELECTRONICS INC SR UNSECURED 144A 04/27 5.625             | CUSIP: 50186QAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   2500000 | PA      | $2548028.73   | 0.18%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 A1 144A                         | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 A1 144A       | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2999964.00   | 0.21%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A                           | LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A         | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1779805.30   | 0.13%             | 2030-04-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                          | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9                  | CUSIP: 517834AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3058891.74   | 0.22%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR C 144A                              | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR C 144A            | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214668 | PA      | $213728.53    | 0.02%             | 2038-03-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                             | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2972627.40   | 0.21%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR              | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3548844.46   | 0.25%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR              | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4507000 | PA      | $4551164.09   | 0.33%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR              | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2535710.98   | 0.18%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                         | MandT BANK CORP JR SUBORDINA 12/49 VAR                       | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2480042.50   | 0.18%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                         | MandT BANK CORP SR UNSECURED 01/29 VAR                       | CUSIP: 55261FAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2096479.98   | 0.15%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                      | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75            | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484804.50   | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A                         | MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A       | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3049213.80   | 0.22%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                          | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/28 5.2    | CUSIP: 55609NAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3043218.00   | 0.22%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                    | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1162520.49   | 0.08%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST 2020-1MW MORTGA OMW 2020 1MW A 144A                             | MANHATTAN WEST 2020-1MW MORTGA OMW 2020 1MW A 144A           | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063000 | PA      | $1962945.12   | 0.14%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125 | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3600000 | PA      | $3567620.88   | 0.26%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25  | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1350000 | PA      | $1353092.85   | 0.10%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                              | MOLEX ELECTRONIC TECHNOLOGIES SR UNSECURED 144A 04/28 4.75   | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031768.26   | 0.22%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                      | UTAH ACQUISITION SUB INC COMPANY GUAR 06/26 3.95             | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3445806.88   | 0.25%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                           | NCL CORP LTD SR SECURED 144A 02/27 5.875                     | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004202.00   | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2023-A LLC NMEF 2023 A B 144A                                     | NMEF FUNDING 2023-A LLC NMEF 2023 A B 144A                   | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2046466.60   | 0.15%             | 2030-06-17      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC SR SECURED 144A 12/27 2.45                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6205848.68   | 0.44%             | 2027-12-02      | Fixed         | 2.45%                 | 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        |   1237455 | PA      | $1219981.19   | 0.09%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                      | COREBRIDGE GLOBAL FUNDING SR SECURED 144A 07/26 5.75         | CUSIP: 00138CAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518606.14   | 0.11%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                      | COREBRIDGE GLOBAL FUNDING SECURED 144A 08/27 4.65            | CUSIP: 00138CBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5048076.05   | 0.36%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                    | ATandT INC SR UNSECURED 06/27 2.3                            | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2905691.16   | 0.21%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4000000 | PA      | $3918079.24   | 0.28%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/28 3          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2886373.95   | 0.21%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Company LLC                                                      | AEGON FUNDING CO LLC COMPANY GUAR 144A 04/27 5.5             | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4064521.28   | 0.29%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                    | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5  | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8534000 | PA      | $8918027.44   | 0.64%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS PASS THRU CE 144A 10/30 5.25                    | AIR CANADA 2020-2 CLASS A PASS PASS THRU CE 144A 10/30 5.25  | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2295493 | PA      | $2330848.18   | 0.17%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THRU CE 144A 02/29 4.8                     | ALASKA AIRLINES 2020-1 CLASS A PASS THRU CE 144A 02/29 4.8   | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2888278 | PA      | $2903572.67   | 0.21%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                                          | HOWMET AEROSPACE INC SR UNSECURED 02/27 5.9                  | CUSIP: 013817AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021189.00   | 0.07%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                             | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A           | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3123000 | PA      | $3036753.98   | 0.22%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                             | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A           | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3315076.70   | 0.24%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625                     | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625   | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3415841.10   | 0.24%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST ALLCU 2025 1A A4 144A                            | ALLOYA AUTO RECEIVABLES TRUST ALLCU 2025 1A A4 144A          | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524000 | PA      | $1528555.24   | 0.11%             | 2030-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                     | AMGEN INC SR UNSECURED 03/28 5.15                            | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4093447.76   | 0.29%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                            | ANTARES HOLDINGS LP SR UNSECURED 144A 08/28 7.95             | CUSIP: 03666HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3281000 | PA      | $3490988.43   | 0.25%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                      | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9             | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $526096.92    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Arby's Funding Llc                                                             | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                      | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903450 | PA      | $869589.87    | 0.06%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1A1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1A1 144A          | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1559444 | PA      | $1561760.17   | 0.11%             | 2045-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                                 | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011415.00   | 0.22%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 08/28 6.05                    | PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 08/28 6.05  | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1569429.98   | 0.11%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                   | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   3250000 | PA      | $3430449.75   | 0.25%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A          | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1611056.16   | 0.12%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                     | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3875012.00   | 0.28%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6 07/33 1                                                    | PRM TRUST 2025-PRM6 07/33 1                                  | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996505.00   | 0.14%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                           | QUANTA SERVICES INC SR UNSECURED 08/27 4.75                  | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5054129.70   | 0.36%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                      | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5    | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2443070.75   | 0.17%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                              | RADIAN GROUP INC SR UNSECURED 03/27 4.875                    | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502381.82   | 0.11%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95          | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $4948959.50   | 0.35%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                      | REGAL REXNORD CORP COMPANY GUAR 02/26 6.05                   | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3448353.33   | 0.25%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                      | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05                   | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3105882.12   | 0.22%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                       | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A          | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1304065.23   | 0.09%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                        | RB GLOBAL HOLDINGS INC SR SECURED 144A 03/28 6.75            | CUSIP: 76774LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2558822.50   | 0.18%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                | ROLLS-ROYCE PLC COMPANY GUAR 144A 10/27 5.75                 | CUSIP: 77578JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4620321.00   | 0.33%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                              | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                     | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3202342.40   | 0.23%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 03/28 3.7           | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3391199.94   | 0.24%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017851.00   | 0.07%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P 2021 1A A2 144A                                          | SEB FUNDING LLC SEB4P 2021 1A A2 144A                        | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2992500 | PA      | $2951620.06   | 0.21%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust 2016-1 LLC                                                 | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025 1A A3 144A         | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2819034.90   | 0.20%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A                           | SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2977516.50   | 0.21%             | 2042-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                   | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5              | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3218104.90   | 0.23%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                | SABRE GLBL INC SR SECURED 144A 06/27 8.625                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4048566.60   | 0.29%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 B C 144A                             | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 B C 144A           | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1254124.00   | 0.09%             | 2033-01-18      | Fixed         | 5.14%                 | 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      | $1347855.19   | 0.10%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/28 5.125                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/28 5.125 | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   4636000 | PA      | $4729666.49   | 0.34%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 20 SCCU 2025 1A A3 144A                            | SCCU AUTO RECEIVABLES TRUST 20 SCCU 2025 1A A3 144A          | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875000 | PA      | $1889757.19   | 0.14%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                             | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A           | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1490715 | PA      | $1502553.37   | 0.11%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                         | SEMPRA SR UNSECURED 08/26 5.4                                | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4536002.97   | 0.32%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                      | SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A               | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    923030 | PA      | $867598.82    | 0.06%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA 144A 02/27 5.25                          | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3029838.45   | 0.22%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5502870.00   | 0.39%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                        | SONOCO PRODUCTS CO SR UNSECURED 09/26 4.45                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999411.50   | 0.14%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    742850 | NS      | $7430798.87   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                                                   | HUNTINGTON NATIONAL BANK/THE SR UNSECURED 05/28 VAR          | CUSIP: 44644MAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6030979.38   | 0.43%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 2 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 2 B1 144A          | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007301.70   | 0.22%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                       | HYATT HOTELS CORP SR UNSECURED 01/27 5.75                    | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2545310.73   | 0.18%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 5.65         | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $2970372.65   | 0.21%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance Designated Activity Company                 | JAMES HARDIE INTERNATIONAL FIN COMPANY GUAR 144A 01/28 5     | CUSIP: 47032FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2962573.89   | 0.21%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                      | JERSEY MIKE'S FUNDING LLC JMIKE 2019 1A A2 144A              | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2370895 | PA      | $2360411.14   | 0.17%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C JDOT 2024 C A3                                   | JOHN DEERE OWNER TRUST 2024-C JDOT 2024 C A3                 | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2426000 | PA      | $2428428.18   | 0.17%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                    | JOHN DEERE OWNER TRUST 2024 JDOT 2024 A A3                   | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2725639.47   | 0.19%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                   | KEYBANK NA/CLEVELAND OH SR UNSECURED 11/27 5.85              | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6704477.52   | 0.48%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                      | KRAFT HEINZ FOODS CO COMPANY GUAR 06/26 3                    | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3956027.08   | 0.28%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025 KCOT 2025 2A A3 144A                            | KUBOTA CREDIT OWNER TRUST 2025 KCOT 2025 2A A3 144A          | CUSIP: 50117LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5060024.50   | 0.36%             | 2029-09-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc.                                                          | KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05                 | CUSIP: 50155QAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4379210.19   | 0.31%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1                          | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1        | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866809 | PA      | $836352.55    | 0.06%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                              | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45       | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865079 | PA      | $829513.91    | 0.06%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                         | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75       | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1794193 | PA      | $1776645.28   | 0.13%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                        | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875      | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    982625 | PA      | $982241.58    | 0.07%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                        | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3074077 | PA      | $3084854.77   | 0.22%             | 2041-10-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                     | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 12/26 1.875 | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965792.94    | 0.07%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                           | FRONTIER COMMUNICATIONS HOLDIN SR SECURED 144A 03/31 8.625   | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3184674.00   | 0.23%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                        | GCI LLC COMPANY GUAR 144A 10/28 4.75                         | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4382482.50   | 0.31%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                         | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/28 4              | CUSIP: 36168QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2924938.50   | 0.21%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                         | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 06/29 4.75           | CUSIP: 36168QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1476011.55   | 0.11%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFH 2025-IND MORTGAGE TRUST GFH 2025 IND A 144A                                | GFH 2025-IND MORTGAGE TRUST GFH 2025 IND A 144A              | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4050379.20   | 0.29%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                       | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375      | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1117348.19   | 0.08%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                       | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3        | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3563469.00   | 0.25%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2 GWT 2024 WLF2 A 144A                                             | GWT 2024-WLF2 GWT 2024 WLF2 A 144A                           | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3013109.70   | 0.22%             | 2041-05-15      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A                             | GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A           | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4203281.60   | 0.30%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                      | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 1 A3               | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2824000 | PA      | $2857579.90   | 0.20%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                   | GARTNER INC COMPANY GUAR 144A 07/28 4.5                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976400.60   | 0.14%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/29 5.8        | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2595815.40   | 0.19%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 07/27 5.35       | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055050.63   | 0.22%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3132126.00   | 0.22%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC / GLOBAL COMPANY GUAR 144A 12/27 3.75                     | GLOBAL NET LEASE INC / GLOBAL COMPANY GUAR 144A 12/27 3.75   | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2393805.50   | 0.17%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3                      | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 3 A3               | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2592000 | PA      | $2607180.83   | 0.19%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 05/29 VAR           | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250881.30   | 0.09%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3766544.89   | 0.27%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755            | CUSIP: 55903VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1680410.00   | 0.12%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                    | MASTEC INC COMPANY GUAR 144A 08/28 4.5                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6957226.64   | 0.50%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 04/28 VAR                        | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6501158.56   | 0.46%             | 2028-04-20      | Variable      | 4.21%                 | 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        |    203854 | PA      | $202328.00    | 0.01%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                   | US BANCORP SR UNSECURED 01/28 VAR                            | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1944166.24   | 0.14%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 12/27 3.875                   | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  63561000 | PA      | $63943358.82  | 4.57%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 07/28 4.125                   | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15714000 | PA      | $15944799.38  | 1.14%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 08/28 4.375                   | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32000000 | PA      | $32707500.16  | 2.34%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 06/29 4.25                    | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  47612000 | PA      | $48655372.22  | 3.48%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 04/28 3.75                    | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17550000 | PA      | $17617183.51  | 1.26%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 05/30 4                       | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19865000 | PA      | $20140471.73  | 1.44%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2I 144A                                | VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2I 144A              | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $579616.38    | 0.04%             | 2052-02-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                 | VAR ENERGI ASA SR UNSECURED 144A 05/27 5                     | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $3024839.40   | 0.22%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                 | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                   | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3500000 | PA      | $3713780.98   | 0.27%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2120911.52   | 0.15%             | 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      | $2662842.30   | 0.19%             | 2039-07-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                        | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125           | CUSIP: 92332YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4144812.00   | 0.30%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2024 4 A1A                                 | VERIZON MASTER TRUST SERIES 20 VZMT 2024 4 A1A               | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3024183.90   | 0.22%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                           | VERIZON MASTER TRUST VZMT 2025 1 A                           | CUSIP: 92348KDR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1272683.88   | 0.09%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                           | VERIZON MASTER TRUST VZMT 2025 5 A1A                         | CUSIP: 92348KEF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4051708.80   | 0.29%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                       | VERTIV GROUP CORP SR SECURED 144A 11/28 4.125                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2928402.27   | 0.21%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                          | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/27 3.75  | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482274.47   | 0.11%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375                   | BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3146882 | PA      | $3323018.07   | 0.24%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                  | BROADCOM INC SR UNSECURED 07/27 5.05                         | CUSIP: 11135FBZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5077913.75   | 0.36%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL COMPANY GUAR 02/28 3.375                    | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975591.53    | 0.07%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL SR UNSECURED 06/28 3.7                      | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3909023.13   | 0.28%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986207.10    | 0.07%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                        | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25            | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1914891.60   | 0.14%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                  | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/26 3.15       | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1963000 | PA      | $1924178.73   | 0.14%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                  | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/29 5.125      | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3008532.00   | 0.22%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1                               | TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1             | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1357530.03   | 0.10%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust 2024-RRTL2                                               | TOORAK MORTGAGE TRUST 2024-RRT 09/39 VAR                     | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999527.20    | 0.07%             | 2039-09-25      | Variable      | 5.50%                 | 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        |     23365 | PA      | $22950.41     | 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 2018 TPMT 2018 4 A1 144A           | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80117 | PA      | $76197.11     | 0.01%             | 2058-06-25      | Variable      | 3.00%                 | 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        |    511342 | PA      | $496295.98    | 0.04%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                     | TOYOTA AUTO RECEIVABLES 2025-C TAOT 2025 C A3                | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4022327.60   | 0.29%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                 | TRANSDIGM INC COMPANY GUAR 01/29 4.625                       | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3914060.80   | 0.28%             | 2029-01-15      | Fixed         | 4.62%                 | 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        |   2910417 | PA      | $2724881.58   | 0.19%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A                               | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A             | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    577740 | PA      | $532296.50    | 0.04%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                    | TRUIST BANK SR UNSECURED 07/28 VAR                           | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009017.82   | 0.22%             | 2028-07-24      | Variable      | 4.42%                 | 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      | $5009542.25   | 0.36%             | 2026-10-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                   | TRUIST FINANCIAL CORP SR UNSECURED 06/27 VAR                 | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517234.48   | 0.11%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                     | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2951221.50   | 0.21%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                 | US BANK NA/CINCINNATI OH SR UNSECURED 05/28 VAR              | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027198.84   | 0.22%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                 | US BANK NA USCLN 2023 1 B 144A                               | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380456 | PA      | $384976.81    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A                              | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A            | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1518002.55   | 0.11%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                        | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5162879 | PA      | $5285129.46   | 0.38%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                           | VICI PROPERTIES LP SR UNSECURED 02/28 4.75                   | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4031417.72   | 0.29%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                           | VICI PROPERTIES LP SR UNSECURED 04/28 4.75                   | CUSIP: 925650AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032618.28   | 0.22%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                                  | T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016779.40   | 0.14%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                          | TACO BELL FUNDING LLC BELL 2016 1A A23 144A                  | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3457031 | PA      | $3457680.13   | 0.25%             | 2046-05-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                          | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A                  | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031625 | PA      | $990577.36    | 0.07%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                               | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 06/27 5.875 | CUSIP: 87724RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020541.00   | 0.22%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                            | ALLY FINANCIAL INC SR UNSECURED 06/27 4.75                   | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009573.58   | 0.14%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                            | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                    | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4485000 | PA      | $4605720.10   | 0.33%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2024 B C 144A                             | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2024 B C 144A           | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1590970 | PA      | $1597425.95   | 0.11%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.65                         | AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.65       | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585148 | PA      | $559390.19    | 0.04%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                            | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1        | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029851 | PA      | $1003034.33   | 0.07%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3                            | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3          | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960343 | PA      | $2838400.16   | 0.20%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class B Pass Through Trust                            | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/27 3.75       | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1011371 | PA      | $1008621.78   | 0.07%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                         | AMERICAN AIRLINES INC SR SECURED 144A 05/29 8.5              | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2619865.00   | 0.19%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7                          | AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7        | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4783499 | PA      | $4742171.08   | 0.34%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/27 3.7                          | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/27 3.7        | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1461283 | PA      | $1457311.79   | 0.10%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                         | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85       | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1899282 | PA      | $1846484.45   | 0.13%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                   | AMERICAN NATIONAL GROUP INC SR UNSECURED 06/27 5             | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519572.58   | 0.18%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                   | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 1 A                | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4060171.20   | 0.29%             | 2029-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                   | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 4 A                | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3036379.80   | 0.22%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                     | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                  | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7419297.45   | 0.53%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                    | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3216651.00   | 0.23%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                           | BPCE SA 144A 01/27 5.203                                     | CUSIP: 05571AAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2026248.12   | 0.14%             | 2027-01-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                           | BPCE SA 144A 01/27 VAR                                       | CUSIP: 05583JAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3014875.17   | 0.22%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                              | CARS-DB7 LP CAUTO 2023 1A A1 144A                            | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2813750 | PA      | $2833469.89   | 0.20%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                      | CONSTELLATION BRANDS INC SR UNSECURED 05/27 4.35             | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007496.82   | 0.22%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                     | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 01/28 4.375        | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7056599.90   | 0.50%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST 2025-A XROAD 2025 A A2 144A                             | CROSSROADS ASSET TRUST 2025-A XROAD 2025 A A2 144A           | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2510557.00   | 0.18%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                          | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                 | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2463275 | PA      | $2427874.04   | 0.17%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021971.06   | 0.14%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3          | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026725.24   | 0.14%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                          | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 A A3                | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2776235.55   | 0.20%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A                            | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A          | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422000 | PA      | $1435627.17   | 0.10%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                 | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2472597.78   | 0.18%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1716000 | PA      | $1751056.92   | 0.13%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                  | ILIAD HOLDING SASU SR SECURED 144A 10/28 7                   | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4070544.00   | 0.29%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six Designated Activity Company                               | ICON INVESTMENTS SIX DAC SR SECURED 05/27 5.809              | CUSIP: 45115AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    337000 | PA      | $344000.24    | 0.02%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                 | ING GROEP NV JR SUBORDINA 12/99 VAR                          | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3803262.80   | 0.27%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A                             | CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A           | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2277076 | PA      | $2291590.35   | 0.16%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 07/29 VAR                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5150352.70   | 0.37%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 04/28 VAR                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15320745.15  | 1.10%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                        | MPLX LP SR UNSECURED 03/28 4                                 | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984175.27   | 0.21%             | 2028-03-15      | Fixed         | 4.00%                 | 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        |    845818 | PA      | $846828.28    | 0.06%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                 | MVW 2022-2 LLC MVWOT 2022 2A A 144A                          | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632113 | PA      | $645112.01    | 0.05%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3307077.00   | 0.24%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                        | NTT FINANCE CORP SR UNSECURED 144A 07/28 4.62                | CUSIP: 62954WAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3032010.21   | 0.22%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                     | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                   | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2872500 | PA      | $2708462.44   | 0.19%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                       | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A           | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1661095.80   | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | 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        |    155802 | PA      | $146944.18    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                             | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4044224.00   | 0.29%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                             | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    195000 | PA      | $205866.38    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                               | NEWS CORP SR UNSECURED 144A 05/29 3.875                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2414120.25   | 0.17%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                           | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/27 4.685      | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5047252.85   | 0.36%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                          | NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2025 1A A 144A          | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018138.00   | 0.14%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                                 | NORDSTROM INC SR UNSECURED 03/27 4                           | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2913399.60   | 0.21%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2025 1A A3 144A                            | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2025 1A A3 144A          | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125000 | PA      | $3146006.56   | 0.22%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Obx 2025-Nqm14 Trust                                                           | OBX 2025-NQM14 TRUST OBX 2025 NQM14 A1 144A                  | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1202451.00   | 0.09%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                               | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/27 8.5             | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5811784.00   | 0.42%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                   | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2915151.00   | 0.21%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 05/29 6.625                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028287.00   | 0.07%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125                   | ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3351761.00   | 0.24%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                   | OVINTIV INC COMPANY GUAR 05/28 5.65                          | CUSIP: 69047QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058476.64   | 0.15%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP SR SECURED 07/28 5                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5931668.22   | 0.42%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2023 A B 144A                       | CUSIP: 69335PEU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016598.40   | 0.14%             | 2028-03-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2023 B A 144A                       | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4025943.60   | 0.29%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                       | DARLING INGREDIENTS INC COMPANY GUAR 144A 04/27 5.25         | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2494225.75   | 0.18%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                           | DATABANK ISSUER COLO 2021 1A A2 144A                         | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2065000 | PA      | $2033675.60   | 0.15%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                           | DATABANK ISSUER COLO 2021 2A A2 144A                         | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2670734.28   | 0.19%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                       | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1211992.00   | 0.09%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 D 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 D 144A            | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2498000 | PA      | $2524336.91   | 0.18%             | 2029-07-23      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2                | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5075083.85   | 0.36%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                   | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 01/26 0.00000   | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2558000 | PA      | $2504767.51   | 0.18%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                               | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A        | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202420 | PA      | $2184348.70   | 0.16%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                      | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A               | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2166372 | PA      | $2090576.23   | 0.15%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                      | DRIVEN BRANDS FUNDING LLC HONK 2022 1A A2 144A               | CUSIP: 26209XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3083767 | PA      | $3092008.32   | 0.22%             | 2052-10-20      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Eidp Inc.                                                                      | EIDP INC SR UNSECURED 05/26 4.5                              | CUSIP: 263534CQ0<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4003874.12   | 0.29%             | 2026-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A          | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226330 | PA      | $226033.38    | 0.02%             | 2069-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                | EQT CORP SR UNSECURED 144A 06/27 7.5                         | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3316000 | PA      | $3376669.83   | 0.24%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                  | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2915023.80   | 0.21%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1 EFMT 2024 CES1 A1 144A                                          | EFMT 2024-CES1 EFMT 2024 CES1 A1 144A                        | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2667710 | PA      | $2689931.55   | 0.19%             | 2060-01-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                          | ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A           | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160510 | PA      | $158497.70    | 0.01%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                             | EMERA INC JR SUBORDINA 06/76 VAR                             | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2012556.00   | 0.14%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 03/78 VAR                          | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3018771.00   | 0.22%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2980588.50   | 0.21%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3284916.99   | 0.23%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5                    | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4067910.48   | 0.29%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2024 4 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2024 4 A3 144A            | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512995.85   | 0.11%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 2 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 2 A3 144A            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008669.50   | 0.07%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 3 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 3 A3 144A            | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4545709.20   | 0.33%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 1 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 1 A3 144A            | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133000 | PA      | $1151886.54   | 0.08%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST EVGRN 2025 CRT5 B 144A                             | EVERGREEN CREDIT CARD TRUST EVGRN 2025 CRT5 B 144A           | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $1011777.60   | 0.07%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                              | EVERSOURCE ENERGY SR UNSECURED 05/26 4.75                    | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006930.90   | 0.22%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A                             | FS COMMERCIAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A           | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3068530.50   | 0.22%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                          | FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 09/25 0.00000    | CUSIP: 313385LE4<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   5154000 | PA      | $5151594.78   | 0.37%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                            | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6333136.86   | 0.45%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                        | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25              | CUSIP: 36143L2G9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1942699.96   | 0.14%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998436.80   | 0.14%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III OXFINF 2025 A A2 144A                           | OXFORD FINANCE CREDIT FUND III OXFINF 2025 A A2 144A         | CUSIP: 69145VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3037465.50   | 0.22%             | 2034-08-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 B A 144A                       | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2034199.80   | 0.15%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 D A 144A                       | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3022659.60   | 0.22%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 F A 144A                       | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3363000 | PA      | $3375479.76   | 0.24%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                    | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 10/27 5.5       | CUSIP: 69346VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2995922.10   | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                          | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/27 VAR        | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5004338.60   | 0.36%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                          | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/28 VAR        | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061441.32   | 0.29%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 202 PEAC 2025 1A A3 144A                            | PEAC SOLUTIONS RECEIVABLES 202 PEAC 2025 1A A3 144A          | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2039408.00   | 0.15%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                    | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/27 2.1           | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2875095.51   | 0.21%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                    | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/28 5             | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042856.14   | 0.22%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                           | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875                  | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5300000 | PA      | $5296650.93   | 0.38%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 07/27 5.375    | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2202836.16   | 0.16%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                             | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                   | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951304.40    | 0.07%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A                           | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A         | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3536061.90   | 0.25%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                 | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875             | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2948995.68   | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                            | WENDY'S FUNDING LLC WEN 2018 1A A2II 144A                    | CUSIP: 95058XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2774359 | PA      | $2720032.29   | 0.19%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 1A A1 144A          | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2117618 | PA      | $2141913.34   | 0.15%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 3A A1 144A          | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1260459.63   | 0.09%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2025 2A A1 144A          | CUSIP: 96328GCK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4017077.20   | 0.29%             | 2040-05-18      | Fixed         | 4.41%                 | 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      | $3745051.60   | 0.27%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                         | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625            | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3073383.00   | 0.22%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IV                                              | WILLIS ENGINE STRUCTURED TRUST WESTF 2018 A A 144A           | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    533705 | PA      | $531523.79    | 0.04%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                               | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A B 144A           | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2884701 | PA      | $2708830.66   | 0.19%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                               | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A C 144A           | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950752 | PA      | $922175.34    | 0.07%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust VII                                             | WILLIS ENGINE STRUCTURED TRUST WESTF 2023 A A 144A           | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1465136 | PA      | $1520008.98   | 0.11%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                           | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                   | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4181325 | PA      | $4014608.88   | 0.29%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                           | TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016718.00   | 0.14%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                         | XHR LP SR SECURED 144A 06/29 4.875                           | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3892111.60   | 0.28%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                                       | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672000 | PA      | $632518.52    | 0.05%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                                      | ZIONS BANCORP NA SR UNSECURED 08/28 VAR                      | CUSIP: 98971DAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011095.17   | 0.22%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                                      | CAESARS ENTERTAINMENT INC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1120812 | PA      | $1116609.45   | 0.08%             | 2031-02-06      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                       | CLEARWATER ANALYTICS LLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    216000 | PA      | $216136.08    | 0.02%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                     | KASEYA INC                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1286775 | PA      | $1288743.77   | 0.09%             | 2032-03-20      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 08/27 5                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493229.75   | 0.11%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                      | SOUTH BOW USA INFRASTRUCTURE H COMPANY GUAR 144A 09/27 4.911 | CUSIP: 83007CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022323.84   | 0.22%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                      | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75    | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2377220 | PA      | $2390654.98   | 0.17%             | 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        |     55672 | PA      | $55638.99     | 0.00%             | 2035-10-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                          | SOLVENTUM CORP COMPANY GUAR 02/27 5.45                       | CUSIP: 83444MAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5605441.66   | 0.40%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                              | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                     | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3040000 | PA      | $2987020.12   | 0.21%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                              | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                     | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1452780 | PA      | $1342362.76   | 0.10%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    408000 | PA      | $417058.16    | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 TRUST STAR 2025 SFR5 A 144A                                     | STAR 2025-SFR5 TRUST STAR 2025 SFR5 A 144A                   | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1820000 | PA      | $1821137.50   | 0.13%             | 2042-02-17      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 07/26 3.625    | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969405.60   | 0.14%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375    | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977096.20   | 0.14%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A                              | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A            | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5499 | PA      | $5259.33      | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                       | STATE STREET CORP SR UNSECURED 02/29 VAR                     | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516011.02   | 0.11%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                   | SYNOVUS BANK/COLUMBUS GA SR UNSECURED 02/28 5.625            | CUSIP: 87164DVJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2287379.58   | 0.16%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                              | T-MOBILE USA INC COMPANY GUAR 04/27 3.75                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484250.65   | 0.18%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 2 A3 144A           | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2011853.00   | 0.14%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                           | DELTA AIR LINES INC SR UNSECURED 07/28 4.95                  | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3036885.00   | 0.22%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                               | DEUTSCHE BANK AG/NEW YORK NY 02/28 VAR                       | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8148769.20   | 0.58%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A                            | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A          | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $795257.61    | 0.06%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association                                          | FIFTH THIRD BANK NA SR UNSECURED 01/28 VAR                   | CUSIP: 31677QBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5052794.85   | 0.36%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                    | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2657721.70   | 0.19%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                              | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                      | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3970798.84   | 0.28%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury Designated Activity Company                                   | FLUTTER TREASURY DAC SR SECURED 144A 04/29 6.375             | CUSIP: 344045AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3625772.50   | 0.26%             | 2029-04-29      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 1 A 144A                             | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 1 A 144A           | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5089618.50   | 0.36%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4413913.16   | 0.32%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8              | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015485.10   | 0.14%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                            | FRONTIER ISSUER LLC FYBR 2023 1 B 144A                       | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2850162.20   | 0.20%             | 2053-08-20      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                            | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                       | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $430331.94    | 0.03%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A                             | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A           | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   3574425 | PA      | $3600332.32   | 0.26%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-2 Receivables Funding LLC                                | SIERRA TIMESHARE 2024-2 RECEIV SRFC 2024 2A C 144A           | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1038857 | PA      | $1052028.49   | 0.08%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                               | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5     | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2461608.25   | 0.18%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A VAR                            | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062328.00   | 0.22%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                  | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 07/27 5           | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3964266.71   | 0.28%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                  | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05          | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022092.00   | 0.22%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                             | VOLKSWAGEN AUTO LEASE TRUST 20 VWALT 2025 A A4               | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4296095.50   | 0.31%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A3 144A                             | VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A3 144A           | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1504297.50   | 0.11%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SUBORDINATED 07/27 4.3                    | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3412629.44   | 0.24%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 07/29 VAR                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2591749.68   | 0.19%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 04/28 VAR                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15341664.45  | 1.10%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                 | CARMAX AUTO OWNER TRUST 2025-1 CARMX 2025 1 A3               | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422000 | PA      | $1443439.49   | 0.10%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                           | CARNIVAL CORP SR SECURED 144A 08/28 4                        | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4447000 | PA      | $4367576.58   | 0.31%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A                             | CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A           | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    483333 | PA      | $454303.92    | 0.03%             | 2050-12-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                            | CENTENE CORP SR UNSECURED 07/28 2.45                         | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4157263.80   | 0.30%             | 2028-07-15      | Fixed         | 2.45%                 | 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      | $2229505.63   | 0.16%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                           | CHASE ISSUANCE TRUST CHAIT 2025 A1 A                         | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4032925.20   | 0.29%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                      | CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A               | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    764253 | PA      | $773778.20    | 0.06%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC SUBORDINATED 09/27 4.45                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002727.33   | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4024188.00   | 0.29%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC SR UNSECURED 01/28 VAR                         | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484881.20   | 0.18%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                            | CITIBANK CREDIT CARD ISSUANCE CCCIT 2025 A1 A                | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5050800.50   | 0.36%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                             | CNO GLOBAL FUNDING SECURED 144A 06/27 5.875                  | CUSIP: 18977W2D1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3333893.19   | 0.24%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                             | CNO GLOBAL FUNDING SECURED 144A 12/27 4.875                  | CUSIP: 18977W2G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3040657.20   | 0.22%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                     | CNH EQUIPMENT TRUST 2024-C CNH 2024 C A3                     | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002027.40   | 0.14%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                         | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 08/28 6.042  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6276676.92   | 0.45%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1A1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1A1 144A          | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1824040 | PA      | $1824036.85   | 0.13%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                             | CREDIT AGRICOLE SA 144A 09/28 VAR                            | CUSIP: 22535WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3013900.89   | 0.22%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                     | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $6155427.06   | 0.44%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                              | CROWN CASTLE INC SR UNSECURED 03/27 2.9                      | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2938509.33   | 0.21%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                  | GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125        | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4001244.00   | 0.29%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding L.L.C.                                | GREATAMERICA LEASING RECEIVABL GALC 2025 1 A3 144A           | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2011991.80   | 0.14%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABL GALC 2022 1 A4 144A                             | GREATAMERICA LEASING RECEIVABL GALC 2022 1 A4 144A           | CUSIP: 39154TBX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019076.40   | 0.14%             | 2029-07-16      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                       | HCA INC COMPANY GUAR 06/26 5.25                              | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003500.18   | 0.14%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                       | HCA INC COMPANY GUAR 03/27 3.125                             | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2508744.19   | 0.18%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                  | HSBC USA INC SR UNSECURED 06/28 4.65                         | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3380271.41   | 0.24%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                     | HPS CORPORATE LENDING FUND SR UNSECURED 01/28 5.45           | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4539639.47   | 0.32%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| HPEFS EQUIPMENT TRUST 2025-1 HPEFS 2025 1A A3 144A                             | HPEFS EQUIPMENT TRUST 2025-1 HPEFS 2025 1A A3 144A           | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2611319.88   | 0.19%             | 2032-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HTS Fund II LLC                                                                | HTS FUND II LLC HTS 2025 1 A 144A                            | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $2113327.59   | 0.15%             | 2045-06-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                        | HARLEY-DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3               | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002235.50   | 0.07%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                               | HESS CORP SR UNSECURED 04/27 4.3                             | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4009283.16   | 0.29%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                  | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5167000 | PA      | $5079922.10   | 0.36%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                                            | HILTON GRAND VACATIONS TRUST 2 HGVT 2025 1A B 144A           | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2689252 | PA      | $2724114.72   | 0.19%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                            | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A A 144A           | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2156105 | PA      | $2179889.53   | 0.16%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 1B B 144A           | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017316 | PA      | $1033939.81   | 0.07%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HIPGNOSIS MUSIC ASSETS 2022-1 MUSIC 2022 1 A 144A                              | HIPGNOSIS MUSIC ASSETS 2022-1 MUSIC 2022 1 A 144A            | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648032 | PA      | $1641887.09   | 0.12%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                            | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                     | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3853000 | PA      | $3733335.84   | 0.27%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                            | HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A                      | CUSIP: 44148JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $734642.18    | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                                           | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5              | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4717410.73   | 0.34%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer