# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001193125-26-184516
**Filing Date:** 2026-4
**Character Count:** 321614
**Document Hash:** 689cf47470c56f9384e5aed973107cf9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184516.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184516

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 26903878

**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

![](img9dc5a9fa1.gif)

#### Quarterly portfolio holdings

## John Hancock

## Short Duration Bond Fund

## Fixed income
February 28, 2026

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

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Fund's investments

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 9.4%** | **U.S. Government and Agency obligations 9.4%** | **U.S. Government and Agency obligations 9.4%** |  | &nbsp;&nbsp;&nbsp;**$142212290** |
| (Cost $140,441,002) |  |  |  |  |
| **U.S. Government 9.4%** | **U.S. Government 9.4%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**142212290** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;38466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38745479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-31-27 | &nbsp;&nbsp;&nbsp;&nbsp;1366000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377259 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;15984084 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-29 | &nbsp;&nbsp;&nbsp;&nbsp;49012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50285155 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-31-28 | &nbsp;&nbsp;&nbsp;&nbsp;35000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35820313 |
| **Foreign government obligations 1.0%** | **Foreign government obligations 1.0%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$15335552** |
| (Cost $15,196,301) |  |  |  |  |
| **Oman 0.3%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5252205** |
| Sultanate of Oman<br> Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-29 | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252205 |
| **Panama 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2842800** |
| Republic of Panama<br> Bond | &nbsp;&nbsp;&nbsp;&nbsp;3.160 | &nbsp;&nbsp;01-23-30 | &nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2842800 |
| **Saudi Arabia 0.5%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7240547** |
| Kingdom of Saudi Arabia |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-12-29 | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509998 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-28 | &nbsp;&nbsp;&nbsp;&nbsp;4636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4730549 |
| **Corporate bonds 66.4%** | **Corporate bonds 66.4%** | **Corporate bonds 66.4%** |  | **$1001867678** |
| (Cost $992,278,051) |  |  |  |  |
| **Communication services 4.7%** | **Communication services 4.7%** | **Communication services 4.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**70766793** |
| **Diversified telecommunication services 1.9%** | **Diversified telecommunication services 1.9%** | **Diversified telecommunication services 1.9%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.350 | &nbsp;&nbsp;03-01-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045009 |
| Frontier Communications Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;03-15-31 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134217 |
| GCI LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421543 |
| IHS Holding, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;11-29-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507790 |
| IHS Holding, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 | 1716000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796656 |
| Iliad Holding SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;10-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4050408 |
| NTT Finance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.620 | &nbsp;&nbsp;07-16-28 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4567983 |
| Sitios Latinoamerica SAB de CV (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-25-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140000 |
| **Entertainment 0.5%** | **Entertainment 0.5%** | **Entertainment 0.5%** |  |  |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.755 | &nbsp;&nbsp;03-15-27 | 1706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700694 |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.054 | &nbsp;&nbsp;03-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978740 |
| Roblox Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1909833 |
| WMG Acquisition Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2399600 |
| **Interactive media and services 0.5%** | **Interactive media and services 0.5%** | **Interactive media and services 0.5%** |  |  |
| Alphabet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;02-15-29 | 7606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7613362 |
| **Media 1.2%** | **Media 1.2%** | **Media 1.2%** |  |  |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-01-28 | 2050000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2045580 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-27 | 1796000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795598 |
| Gray Media, Inc. (A)(B) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608107 |
| News Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414527 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-28 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966411 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;06-01-28 | 3995000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3866697 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;08-01-27 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499116 |
| Virgin Media Secured Finance PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427074 |
| **Wireless telecommunication services 0.6%** | **Wireless telecommunication services 0.6%** | **Wireless telecommunication services 0.6%** |  |  |
| Millicom International Cellular SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;01-15-28 | 3600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3591155 |
| Millicom International Cellular SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 | 3150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3169133 |
| Vodafone Group PLC (7.000% to 4-4-29, then 5 Year U.S. Swap Rate + 4.873% to 4-4-49, then 5 Year U.S. Swap Rate + 5.623%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2117560 |

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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 5.4%** | **Consumer discretionary 5.4%** | **Consumer discretionary 5.4%** |  | **$82144521** |
| **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;1237513 |
| **Automobiles 1.9%** | **Automobiles 1.9%** | **Automobiles 1.9%** |  |  |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-17-27 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4483041 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6563156 |
| General Motors Financial Company, Inc. (B) | &nbsp;&nbsp;4.200 | &nbsp;&nbsp;10-27-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3011458 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-07-29 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5743956 |
| Hyundai Capital America (A) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;09-18-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3014365 |
| Hyundai Capital America (A) | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;03-19-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2027478 |
| Stellantis Financial Services US Corp. (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-15-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3528807 |
| **Broadline retail 0.6%** | **Broadline retail 0.6%** | **Broadline retail 0.6%** |  |  |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013872 |
| Nordstrom, Inc. | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2976014 |
| Rakuten Group, Inc. (A) | &nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3327485 |
| **Hotels, restaurants and leisure 1.6%** | **Hotels, restaurants and leisure 1.6%** | **Hotels, restaurants and leisure 1.6%** |  |  |
| Carnival Corp. (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-28 | 4447000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4416555 |
| Carnival Corp. (A) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-29 | 3072000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3116086 |
| Las Vegas Sands Corp. | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052475 |
| MGM Resorts International | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 1948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1949134 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;3.700 | &nbsp;&nbsp;03-15-28 | 3461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440391 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;07-15-27 | 2185000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201668 |
| Royal Caribbean Cruises, Ltd. (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-01-28 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021800 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906697 |
| Travel + Leisure Company (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-31-26 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005686 |
| **Household durables 0.4%** | **Household durables 0.4%** | **Household durables 0.4%** |  |  |
| Brookfield Residential Properties, Inc. (A) | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937415 |
| Century Communities, Inc. (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1906734 |
| LG Electronics, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;04-24-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2544634 |
| **Specialty retail 0.8%** | **Specialty retail 0.8%** | **Specialty retail 0.8%** |  |  |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953269 |
| Global Auto Holdings, Ltd. (A)(B) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2871930 |
| Lithia Motors, Inc. (A)(B) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2899885 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2993017 |
| **Consumer staples 1.2%** | **Consumer staples 1.2%** | **Consumer staples 1.2%** |  | &nbsp;&nbsp;**17712481** |
| **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;&nbsp;&nbsp;3014208 |
| **Food products 0.9%** | **Food products 0.9%** | **Food products 0.9%** |  |  |
| Bimbo Bakeries USA, Inc. (A) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;01-15-29 | 5428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5690476 |
| BRF SA (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;01-24-30 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943199 |
| Darling Ingredients, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499287 |
| NBM US Holdings, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2525175 |
| **Personal care products 0.1%** | **Personal care products 0.1%** | **Personal care products 0.1%** |  |  |
| BellRing Brands, Inc. (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-30 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040136 |
| **Energy 6.4%** | **Energy 6.4%** | **Energy 6.4%** |  | &nbsp;&nbsp;**97188450** |
| **Oil, gas and consumable fuels 6.4%** | **Oil, gas and consumable fuels 6.4%** | **Oil, gas and consumable fuels 6.4%** |  |  |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2005836 |
| Azule Energy Finance PLC (A) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;01-23-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3042720 |
| Blue Racer Midstream LLC (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-26 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3506615 |
| Columbia Pipelines Holding Company LLC (A) | &nbsp;&nbsp;6.042 | &nbsp;&nbsp;08-15-28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6271839 |
| Comstock Resources, Inc. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-30 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445616 |
| Comstock Resources, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490335 |
| Continental Resources, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-28 | 7100000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7113389 |
| Diamondback Energy, Inc. | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;04-18-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5064187 |
| DT Midstream, Inc. (A) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;06-15-29 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4468371 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;$2544403 |
| 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;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3056781 |
| Energean Israel Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 3800000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756300 |
| Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4060480 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 3273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3287255 |
| Energy Transfer LP (6.625% to 2-15-28, then 3 month CME Term SOFR + 4.417%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3038721 |
| EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3026032 |
| Genesis Energy LP | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131835 |
| MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;03-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3003572 |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;05-15-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071805 |
| Repsol E&P Capital Markets US LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.805 | &nbsp;&nbsp;09-16-28 | 4167000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4227333 |
| South Bow USA Infrastructure Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.911 | &nbsp;&nbsp;09-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032403 |
| Sunoco LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 | 5300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5312068 |
| The Williams Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;06-15-27 | 3775000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3766693 |
| Var Energi ASA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;05-18-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3027597 |
| Var Energi ASA (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3698557 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;06-01-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4104340 |
| Whistler Pipeline LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;09-30-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3633367 |
| **Financials 26.1%** | **Financials 26.1%** | **Financials 26.1%** |  | **393297230** |
| **Banks 13.5%** | **Banks 13.5%** | **Banks 13.5%** |  |  |
| Bank Hapoalim BM (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.722 | &nbsp;&nbsp;07-14-29 | 2660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661982 |
| 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 | 8500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8620641 |
| 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;3053598 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3198919 |
| 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;3204768 |
| 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;2496530 |
| Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.450 | &nbsp;&nbsp;09-29-27 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006038 |
| Citigroup, Inc. (5.174% to 2-13-29, then Overnight SOFR + 1.364%) | &nbsp;&nbsp;&nbsp;&nbsp;5.174 | &nbsp;&nbsp;02-13-30 | 3684000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3795927 |
| 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;4018448 |
| Citizens Financial Group, Inc. (5.841% to 1-23-29, then Overnight SOFR + 2.010%) | &nbsp;&nbsp;&nbsp;&nbsp;5.841 | &nbsp;&nbsp;01-23-30 | 5411000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5657949 |
| 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;3025612 |
| 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;3044313 |
| 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;6309284 |
| 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;5042761 |
| First-Citizens Bank & Trust Company | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-09-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3105772 |
| HSBC USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.650 | &nbsp;&nbsp;06-03-28 | 3333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3389197 |
| 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;6043463 |
| 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;3904663 |
| JPMorgan Chase & Co. (4.452% to 12-5-28, then 3 month CME Term SOFR + 1.592%) | &nbsp;&nbsp;&nbsp;&nbsp;4.452 | &nbsp;&nbsp;12-05-29 | 15000000 | &nbsp;&nbsp;&nbsp;&nbsp;15159561 |
| 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;5146455 |
| KeyBank NA | &nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;11-15-27 | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6693413 |
| Lloyds Banking Group PLC (4.818% to 6-13-28, then 1 Year CMT + 0.830%) | &nbsp;&nbsp;&nbsp;&nbsp;4.818 | &nbsp;&nbsp;06-13-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3559237 |
| 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;2530809 |
| Lloyds Banking Group PLC (6.750% to 6-27-26, then 5 Year CMT + 4.815%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-27-26 | 4507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4534285 |
| 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;2106676 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 5471000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5476285 |
| Pinnacle Bank | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;02-15-28 | 2241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2288574 |
| Popular, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5479903 |
| Royal Bank of Canada (3.995% to 11-3-27, then Overnight SOFR + 0.700%) | &nbsp;&nbsp;&nbsp;&nbsp;3.995 | &nbsp;&nbsp;11-03-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3004302 |
| Santander UK Group Holdings PLC (4.320% to 9-22-28, then SOFR Compounded Index + 1.070%) | &nbsp;&nbsp;&nbsp;&nbsp;4.320 | &nbsp;&nbsp;09-22-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3010422 |
| Societe Generale SA (4.450% to 4-12-29, then Overnight SOFR + 1.096%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.450 | &nbsp;&nbsp;04-12-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3013638 |
| Societe Generale SA (10.000% to 5-14-29, then 5 Year CMT + 5.448%) (A)(B)(C) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;11-14-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5519020 |
| The Bank of Nova Scotia (8.000% to 1-27-29, then 5 Year CMT + 4.017%) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;01-27-84 | 3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531158 |
| 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;4047964 |

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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)** |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| The PNC Financial Services Group, Inc. (5.582% to 6-12-28, then Overnight SOFR + 1.841%) | &nbsp;&nbsp;5.582 | &nbsp;&nbsp;06-12-29 | 3630000 | $3762528 |
| The Toronto-Dominion Bank (8.125% to 10-31-27, then 5 Year CMT + 4.075%) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;10-31-82 | 3300000 | &nbsp;&nbsp;&nbsp;3452694 |
| Truist Bank (4.420% to 7-24-27, then Overnight SOFR + 0.770%) | &nbsp;&nbsp;4.420 | &nbsp;&nbsp;07-24-28 | 3000000 | &nbsp;&nbsp;&nbsp;3018717 |
| Truist Financial Corp. | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;03-19-29 | 3500000 | &nbsp;&nbsp;&nbsp;3484371 |
| Truist Financial Corp. (5.100% to 9-1-30, then 10 Year CMT + 4.349%) (B)(C) | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-30 | 3661000 | &nbsp;&nbsp;&nbsp;3702205 |
| U.S. Bancorp (2.215% to 1-27-27, then Overnight SOFR + 0.730%) | &nbsp;&nbsp;2.215 | &nbsp;&nbsp;01-27-28 | 2000000 | &nbsp;&nbsp;&nbsp;1970186 |
| U.S. Bancorp (4.653% to 2-1-28, then Overnight SOFR + 1.230%) | &nbsp;&nbsp;4.653 | &nbsp;&nbsp;02-01-29 | 3741000 | &nbsp;&nbsp;&nbsp;3788706 |
| U.S. Bank NA (4.730% to 5-15-27, then Overnight SOFR + 0.910%) | &nbsp;&nbsp;4.730 | &nbsp;&nbsp;05-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;3029796 |
| Wells Fargo & Company (5.198% to 1-23-29, then Overnight SOFR + 1.500%) | &nbsp;&nbsp;5.198 | &nbsp;&nbsp;01-23-30 | 4900000 | &nbsp;&nbsp;&nbsp;5051625 |
| Wells Fargo & Company (5.574% to 7-25-28, then Overnight SOFR + 1.740%) | &nbsp;&nbsp;5.574 | &nbsp;&nbsp;07-25-29 | 2500000 | &nbsp;&nbsp;&nbsp;2586381 |
| Wells Fargo & Company (5.707% to 4-22-27, then Overnight SOFR + 1.070%) | &nbsp;&nbsp;5.707 | &nbsp;&nbsp;04-22-28 | 15000000 | 15274627 |
| Zions Bancorp NA (B) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;10-29-29 | 1500000 | &nbsp;&nbsp;&nbsp;1426438 |
| Zions Bancorp NA (4.483% to 2-9-28, then Overnight SOFR + 1.055%) | &nbsp;&nbsp;4.483 | &nbsp;&nbsp;02-09-29 | 3000000 | &nbsp;&nbsp;&nbsp;3001036 |
| Zions Bancorp NA (4.704% to 8-18-27, then Overnight SOFR + 1.155%) | &nbsp;&nbsp;4.704 | &nbsp;&nbsp;08-18-28 | 3000000 | &nbsp;&nbsp;&nbsp;3016563 |
| **Capital markets 4.8%** | **Capital markets 4.8%** | **Capital markets 4.8%** |  |  |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 7000000 | &nbsp;&nbsp;&nbsp;7055025 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;03-15-27 | 4000000 | &nbsp;&nbsp;&nbsp;3928348 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-26-27 | 1500000 | &nbsp;&nbsp;&nbsp;1499524 |
| Blackstone Secured Lending Fund | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;11-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;2542410 |
| Deutsche Bank AG (4.999% to 9-11-29, then Overnight SOFR + 1.700%) | &nbsp;&nbsp;4.999 | &nbsp;&nbsp;09-11-30 | 5000000 | &nbsp;&nbsp;&nbsp;5108283 |
| Deutsche Bank AG (5.706% to 2-8-27, then Overnight SOFR + 1.594%) (B) | &nbsp;&nbsp;5.706 | &nbsp;&nbsp;02-08-28 | 3000000 | &nbsp;&nbsp;&nbsp;3044445 |
| Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) | &nbsp;&nbsp;6.819 | &nbsp;&nbsp;11-20-29 | 3507000 | &nbsp;&nbsp;&nbsp;3734971 |
| HPS Corporate Lending Fund (A) | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;09-11-28 | 2000000 | &nbsp;&nbsp;&nbsp;1973241 |
| HPS Corporate Lending Fund (B) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;01-14-28 | 4500000 | &nbsp;&nbsp;&nbsp;4518015 |
| 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;6512452 |
| Morgan Stanley (5.164% to 4-20-28, then Overnight SOFR + 1.590%) | &nbsp;&nbsp;5.164 | &nbsp;&nbsp;04-20-29 | 3500000 | &nbsp;&nbsp;&nbsp;3579452 |
| Morgan Stanley Private Bank NA (4.204% to 11-17-27, then Overnight SOFR + 0.780%) | &nbsp;&nbsp;4.204 | &nbsp;&nbsp;11-17-28 | 3000000 | &nbsp;&nbsp;&nbsp;3011162 |
| 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;1520236 |
| 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;1998907 |
| The Goldman Sachs Group, Inc. | &nbsp;&nbsp;2.600 | &nbsp;&nbsp;02-07-30 | 4018000 | &nbsp;&nbsp;&nbsp;3799892 |
| 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 | 2750000 | &nbsp;&nbsp;&nbsp;2758133 |
| 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;3775565 |
| 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;2987480 |
| 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;6111204 |
| UBS Group AG (9.250% to 11-13-28, then 5 Year CMT + 4.745%) (A)(C) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-28 | 3000000 | &nbsp;&nbsp;&nbsp;3270212 |
| **Consumer finance 1.8%** | **Consumer finance 1.8%** | **Consumer finance 1.8%** |  |  |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 6485000 | &nbsp;&nbsp;&nbsp;6658457 |
| Capital One Financial Corp. (3.950% to 9-1-26, then 5 Year CMT + 3.157%) (B)(C) | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;09-01-26 | 3400000 | &nbsp;&nbsp;&nbsp;3377326 |
| 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;8373623 |
| IIFL Finance, Ltd. (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-24-28 | 2000000 | &nbsp;&nbsp;&nbsp;2087535 |
| OneMain Finance Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-29 | 3500000 | &nbsp;&nbsp;&nbsp;3573066 |
| PHH Escrow Issuer LLC (A) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 | 2500000 | &nbsp;&nbsp;&nbsp;2509948 |
| **Financial services 3.3%** | **Financial services 3.3%** | **Financial services 3.3%** |  |  |
| Antares Holdings LP (A) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;08-11-28 | 3281000 | &nbsp;&nbsp;&nbsp;3470310 |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 1500000 | &nbsp;&nbsp;&nbsp;1559440 |
| Atlas Warehouse Lending Company LP (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;4000092 |
| Atlas Warehouse Lending Company LP (A) | &nbsp;&nbsp;6.050 | &nbsp;&nbsp;01-15-28 | 5000000 | &nbsp;&nbsp;&nbsp;5126700 |
| Block, Inc. (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 2408000 | &nbsp;&nbsp;&nbsp;2439571 |
| Corebridge Financial, Inc. (6.875% to 12-15-27, then 5 Year CMT + 3.846%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-52 | 2500000 | &nbsp;&nbsp;&nbsp;2554448 |
| Corebridge Global Funding (A) | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;08-20-27 | 5000000 | &nbsp;&nbsp;&nbsp;5046752 |
| Enact Holdings, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-28-29 | 4000000 | &nbsp;&nbsp;&nbsp;4197563 |
| Macquarie Airfinance Holdings, Ltd. (A) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;03-27-28 | 3000000 | &nbsp;&nbsp;&nbsp;3050210 |
| NMI Holdings, Inc. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;3111120 |
| Radian Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-15-29 | 8203000 | &nbsp;&nbsp;&nbsp;8611860 |
| Rocket Mortgage LLC (A)(B) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;03-01-29 | 4000000 | &nbsp;&nbsp;&nbsp;3853884 |

---

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** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Financial services (continued)** | **Financial services (continued)** | **Financial services (continued)** |  |  |
| TrueNoord Capital DAC (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;$3165525 |
| **Insurance 2.3%** | **Insurance 2.3%** | **Insurance 2.3%** |  |  |
| AEGON Funding Company LLC (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-16-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055815 |
| American National Group, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2514642 |
| Athene Global Funding (A) | &nbsp;&nbsp;5.516 | &nbsp;&nbsp;03-25-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4058887 |
| Athene Holding, Ltd. | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-12-28 | 3750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3737209 |
| Brighthouse Financial Global Funding (A) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;04-09-27 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527509 |
| Brown & Brown, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-15-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3515680 |
| CNA Financial Corp. | &nbsp;&nbsp;3.900 | &nbsp;&nbsp;05-01-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2978965 |
| CNO Financial Group, Inc. (B) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 5250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5330180 |
| CNO Global Funding (A) | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;12-10-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3028913 |
| F&G Annuities & Life, Inc. | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-04-29 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029347 |
| GA Global Funding Trust (A) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;01-08-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2562636 |
| **Mortgage real estate investment trusts 0.4%** | **Mortgage real estate investment trusts 0.4%** | **Mortgage real estate investment trusts 0.4%** |  |  |
| Starwood Property Trust, Inc. (A)(B) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1983162 |
| Starwood Property Trust, Inc. (A) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-15-28 | 3215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3230458 |
| **Health care 2.3%** | **Health care 2.3%** | **Health care 2.3%** |  | &nbsp;&nbsp;**34560291** |
| **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;&nbsp;&nbsp;4096325 |
| **Health care equipment and supplies 0.7%** | **Health care equipment and supplies 0.7%** | **Health care equipment and supplies 0.7%** |  |  |
| Baxter International, Inc. | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;02-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008670 |
| GE HealthCare Technologies, Inc. | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;12-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021013 |
| Medline Borrower LP (A) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-01-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950534 |
| Varex Imaging Corp. (A)(B) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 2080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119468 |
| **Health care providers and services 1.1%** | **Health care providers and services 1.1%** | **Health care providers and services 1.1%** |  |  |
| Centene Corp. | &nbsp;&nbsp;2.450 | &nbsp;&nbsp;07-15-28 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4240628 |
| CVS Health Corp. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;06-01-29 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4678173 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;01-22-30 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2436055 |
| Rede D'Or Finance Sarl (A) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-17-28 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4976710 |
| **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** | **Pharmaceuticals 0.2%** |  |  |
| Teva Pharmaceutical Finance Netherlands III BV (B) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-09-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032715 |
| **Industrials 8.9%** | **Industrials 8.9%** | **Industrials 8.9%** |  | **134243301** |
| **Aerospace and defense 1.1%** | **Aerospace and defense 1.1%** | **Aerospace and defense 1.1%** |  |  |
| Rolls-Royce PLC (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-27 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4602070 |
| The Boeing Company | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;02-01-28 | 5500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5434186 |
| The Boeing Company | &nbsp;&nbsp;6.259 | &nbsp;&nbsp;05-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3073314 |
| TransDigm, Inc. | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;01-15-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3988084 |
| **Air freight and logistics 0.3%** | **Air freight and logistics 0.3%** | **Air freight and logistics 0.3%** |  |  |
| Fedex Freight Holding Company, Inc. (A) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;03-15-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4009097 |
| **Commercial services and supplies 0.9%** | **Commercial services and supplies 0.9%** | **Commercial services and supplies 0.9%** |  |  |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-28 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3473865 |
| GFL Environmental, Inc. (A) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953573 |
| GFL Environmental, Inc. (A) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-29 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1490278 |
| Prime Security Services Borrower LLC (A)(B) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;08-31-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3936539 |
| RB Global Holdings, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2540355 |
| **Construction and engineering 1.5%** | **Construction and engineering 1.5%** | **Construction and engineering 1.5%** |  |  |
| Dycom Industries, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2461632 |
| HTA Group, Ltd. (A)(B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-04-29 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5162075 |
| MasTec, Inc. (A) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-28 | 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6997052 |
| Quanta Services, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;08-09-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3032616 |
| Williams Scotsman, Inc. (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4648262 |

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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)** |  |  |
| **Electrical equipment 0.6%** | **Electrical equipment 0.6%** | **Electrical equipment 0.6%** |  |  |
| Molex Electronic Technologies LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-28 | 3000000 | &nbsp;&nbsp;&nbsp;$3040864 |
| Regal Rexnord Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;04-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3110767 |
| Vertiv Group Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;11-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2987884 |
| **Ground transportation 0.4%** | **Ground transportation 0.4%** | **Ground transportation 0.4%** |  |  |
| Avis Budget Car Rental LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-27 | 2474000 | &nbsp;&nbsp;&nbsp;&nbsp;2470698 |
| Penske Truck Leasing Company LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;08-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3127416 |
| **Passenger airlines 3.0%** | **Passenger airlines 3.0%** | **Passenger airlines 3.0%** |  |  |
| Air Canada 2020-1 Class C Pass Through Trust (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-26 | 8534000 | &nbsp;&nbsp;&nbsp;&nbsp;8712468 |
| Air Canada 2020-2 Class A Pass Through Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-29 | 2050952 | &nbsp;&nbsp;&nbsp;&nbsp;2101308 |
| 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;2911889 |
| American Airlines 2014-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.700 | &nbsp;&nbsp;10-01-26 | 4560377 | &nbsp;&nbsp;&nbsp;&nbsp;4545278 |
| American Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 987099 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977939 |
| American Airlines 2016-2 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.650 | &nbsp;&nbsp;06-15-28 | 563458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548923 |
| American Airlines 2016-3 Class AA Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-28 | 2838564 | &nbsp;&nbsp;&nbsp;&nbsp;2769551 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 3798564 | &nbsp;&nbsp;&nbsp;&nbsp;3729767 |
| Azul Secured Finance LLP (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;02-15-31 | 575000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;578594 |
| Delta Air Lines, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-20-28 | 3095785 | &nbsp;&nbsp;&nbsp;&nbsp;3122555 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;07-10-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3049869 |
| United Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 825584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;807573 |
| United Airlines 2016-1 Class AA Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-07-28 | 827235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810043 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 4558488 | &nbsp;&nbsp;&nbsp;&nbsp;4668049 |
| United Airlines Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;03-01-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2014426 |
| United Airlines, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3996981 |
| **Trading companies and distributors 1.1%** | **Trading companies and distributors 1.1%** | **Trading companies and distributors 1.1%** |  |  |
| AerCap Ireland Capital DAC (B) | &nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-29-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2918458 |
| Ashtead Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;11-01-29 | 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7461776 |
| Aviation Capital Group LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-14-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3018656 |
| BlueLinx Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2958571 |
| **Information technology 1.6%** | **Information technology 1.6%** | **Information technology 1.6%** |  | **24444670** |
| **Electronic equipment, instruments and components 0.4%** | **Electronic equipment, instruments and components 0.4%** | **Electronic equipment, instruments and components 0.4%** |  |  |
| Jabil, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;02-01-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3005609 |
| TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;01-17-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3000727 |
| **Semiconductors and semiconductor equipment 0.7%** | **Semiconductors and semiconductor equipment 0.7%** | **Semiconductors and semiconductor equipment 0.7%** |  |  |
| ON Semiconductor Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;09-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2936726 |
| Qorvo, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-29 | 5725000 | &nbsp;&nbsp;&nbsp;&nbsp;5635523 |
| SK Hynix, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;09-11-28 | 2450000 | &nbsp;&nbsp;&nbsp;&nbsp;2470031 |
| **Software 0.5%** | **Software 0.5%** | **Software 0.5%** |  |  |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;09-27-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3950870 |
| Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.550 | &nbsp;&nbsp;02-04-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3005693 |
| WULF Compute LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439491 |
| **Materials 1.5%** | **Materials 1.5%** | **Materials 1.5%** |  | **23023416** |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |  |  |
| CVR Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-28 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2493347 |
| **Construction materials 0.2%** | **Construction materials 0.2%** | **Construction materials 0.2%** |  |  |
| James Hardie International Finance DAC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2997068 |
| **Containers and packaging 0.4%** | **Containers and packaging 0.4%** | **Containers and packaging 0.4%** |  |  |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2030660 |
| Graphic Packaging International LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1912718 |
| Owens-Brockway Glass Container, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-13-27 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2001428 |
| **Metals and mining 0.8%** | **Metals and mining 0.8%** | **Metals and mining 0.8%** |  |  |
| CSN Islands XI Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-28-28 | 7000000 | &nbsp;&nbsp;&nbsp;&nbsp;6063381 |
| First Quantum Minerals, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;03-01-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2617500 |

---

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Materials (continued)** | **Materials (continued)** | **Materials (continued)** |  |  |
| **Metals and mining (continued)** | **Metals and mining (continued)** | **Metals and mining (continued)** |  |  |
| Novelis Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 3000000 | &nbsp;&nbsp;&nbsp;$2907314 |
| **Real estate 4.0%** | **Real estate 4.0%** | **Real estate 4.0%** |  | **59613443** |
| **Diversified REITs 0.2%** | **Diversified REITs 0.2%** | **Diversified REITs 0.2%** |  |  |
| Global Net Lease, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;12-15-27 | 2468000 | &nbsp;&nbsp;&nbsp;&nbsp;2409561 |
| **Hotel and resort REITs 0.6%** | **Hotel and resort REITs 0.6%** | **Hotel and resort REITs 0.6%** |  |  |
| Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;12-15-28 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;2008783 |
| RHP Hotel Properties LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2465647 |
| XHR LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;06-01-29 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3945655 |
| **Industrial REITs 0.2%** | **Industrial REITs 0.2%** | **Industrial REITs 0.2%** |  |  |
| Trust 2401 (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.869 | &nbsp;&nbsp;01-15-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2967150 |
| **Office REITs 0.5%** | **Office REITs 0.5%** | **Office REITs 0.5%** |  |  |
| Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;3.400 | &nbsp;&nbsp;06-21-29 | 4500000 | &nbsp;&nbsp;&nbsp;&nbsp;4382630 |
| Piedmont Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-29 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2657693 |
| **Real estate management and development 0.1%** | **Real estate management and development 0.1%** | **Real estate management and development 0.1%** |  |  |
| CoStar Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.800 | &nbsp;&nbsp;07-15-30 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1838481 |
| **Specialized REITs 2.4%** | **Specialized REITs 2.4%** | **Specialized REITs 2.4%** |  |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.550 | &nbsp;&nbsp;07-15-27 | 7500000 | &nbsp;&nbsp;&nbsp;&nbsp;7462165 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;03-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2967297 |
| GLP Capital LP | &nbsp;&nbsp;&nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-29 | 4600000 | &nbsp;&nbsp;&nbsp;&nbsp;4695652 |
| Iron Mountain, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-29 | 3500000 | &nbsp;&nbsp;&nbsp;&nbsp;3468187 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.125 | &nbsp;&nbsp;02-01-29 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2884415 |
| SBA Communications Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2981622 |
| Uniti Group LP (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1945165 |
| VICI Properties LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-27 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;1492660 |
| VICI Properties LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-29 | 2000000 | &nbsp;&nbsp;&nbsp;&nbsp;1971443 |
| VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4039763 |
| VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-01-28 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3029474 |
| **Utilities 4.3%** | **Utilities 4.3%** | **Utilities 4.3%** |  | **64873082** |
| **Electric utilities 3.0%** | **Electric utilities 3.0%** | **Electric utilities 3.0%** |  |  |
| Edison International (5.375% to 3-15-26, then 5 Year CMT + 4.698%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-09-26 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2999843 |
| 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;2010014 |
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;2.650 | &nbsp;&nbsp;03-01-30 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2834300 |
| FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.900 | &nbsp;&nbsp;07-15-27 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4016514 |
| Israel Electric Corp., Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-14-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;3975202 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.685 | &nbsp;&nbsp;09-01-27 | 5000000 | &nbsp;&nbsp;&nbsp;&nbsp;5056698 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;2.450 | &nbsp;&nbsp;12-02-27 | 6500000 | &nbsp;&nbsp;&nbsp;&nbsp;6297440 |
| 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;3302748 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;2.100 | &nbsp;&nbsp;08-01-27 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;2923468 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-04-28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;6112171 |
| PG&E Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-01-28 | 6000000 | &nbsp;&nbsp;&nbsp;&nbsp;5984140 |
| **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** | **Independent power and renewable electricity producers 0.9%** |  |  |
| AES Panama Generation Holdings SRL (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 3734036 | &nbsp;&nbsp;&nbsp;&nbsp;3554803 |
| 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;509220 |
| 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;3049398 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-31-27 | 3975000 | &nbsp;&nbsp;&nbsp;&nbsp;3969268 |
| Vistra Operations Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;12-30-26 | 3000000 | &nbsp;&nbsp;&nbsp;&nbsp;3032564 |
| **Multi-utilities 0.4%** | **Multi-utilities 0.4%** | **Multi-utilities 0.4%** |  |  |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-55 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2627528 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 | 2500000 | &nbsp;&nbsp;&nbsp;&nbsp;2617763 |

---

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** |
| **Term loans (D) 0.1%** |  |  |  | &nbsp;&nbsp;&nbsp;**$1370132** |
| (Cost $1,490,010) |  |  |  |  |
| **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | **Information technology 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;1370132 |
| **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 + 3.000%) | &nbsp;&nbsp;6.673 | &nbsp;&nbsp;03-08-32 | 1280325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1155032 |
| **Software 0.0%** | **Software 0.0%** | **Software 0.0%** | **Software 0.0%** | **Software 0.0%** |
| Clearwater Analytics LLC, 2025 Term Loan B (1 month CME Term SOFR + 2.000%) | &nbsp;&nbsp;5.677 | &nbsp;&nbsp;02-09-32 | 215460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215100 |
| **Collateralized mortgage obligations 2.7%** | **Collateralized mortgage obligations 2.7%** |  |  | **$40196273** |
| (Cost $39,985,331) |  |  |  |  |
| **Commercial and residential 2.1%** | **Commercial and residential 2.1%** | **Commercial and residential 2.1%** |  | &nbsp;&nbsp;**31391442** |
| 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;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;624342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625044 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (A)(E) | &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;47773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46935 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B25, Class A1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| 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;2.459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-10-49 | &nbsp;&nbsp;&nbsp;&nbsp;1228376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1222983 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial 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;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-26-60 | &nbsp;&nbsp;&nbsp;&nbsp;2365498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386317 |
| 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;7.066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-10-39 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3039899 |
| 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;5.148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040338 |
| 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)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.351 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3001875 |
| LHOME Mortgage Trust | LHOME Mortgage Trust | LHOME Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-RTL3, Class A1 (5.239% to 2-25-28, then 6.239% thereafter) (A) | &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;3019096 |
| 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)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.874 | &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;213058 |
| 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;2.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-10-39 | &nbsp;&nbsp;&nbsp;&nbsp;2063000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992697 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A1B (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137932 |
| 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;1007870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015084 |
| PRM Trust | PRM Trust | PRM Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-PRM6, Class A (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-05-33 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008001 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (A)(E) | &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;4947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4787 |
| 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)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2973671 |
| 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;1159401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160787 |
| &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;1003742 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-3, Class A1 (A)(E) | &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;20533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (A)(E) | &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;75177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SJ2, Class A1A (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405098 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396713 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1250B, Class A (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009294 |
| **U.S. Government Agency 0.6%** | **U.S. Government Agency 0.6%** | **U.S. Government Agency 0.6%** |  | &nbsp;&nbsp;&nbsp;**8804831** |
| 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)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;2877740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2885580 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-MN12, Class M1 (30 day Average SOFR + 1.750%) (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;2996231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996477 |
| 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)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;1640180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640684 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R04, Class 1A1 (30 day Average SOFR + 1.000%) (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-45 | &nbsp;&nbsp;&nbsp;&nbsp;1278331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1282090 |

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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 19.6%** |  |  |  | **$296335909** |
| (Cost $292,288,736) |  |  |  |  |
| **Asset-backed securities 19.6%** | **Asset-backed securities 19.6%** | **Asset-backed securities 19.6%** |  | &nbsp;&nbsp;**296335909** |
| 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;1064899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058225 |
| 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;3086175 |
| &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;3291810 |
| 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;1536385 |
| 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;1236317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248507 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;2967076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988479 |
| 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;12-17-29 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064256 |
| &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;3045414 |
| 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;1703477 |
| 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;3072195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3006973 |
| 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;1019284 |
| &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;2028195 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2015959 |
| 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;1542507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548711 |
| AutoNation Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A4 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-11-31 | &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223372 |
| 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;2529976 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008565 |
| Barings Equipment Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450 | &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;2189432 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-13-33 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017318 |
| 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;217745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216565 |
| Blue Stream Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-53 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278178 |
| &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;3192837 |
| 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;1630000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570526 |
| 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;1443699 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-30 | &nbsp;&nbsp;&nbsp;&nbsp;1132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137477 |
| Cars Net Lease Mortgage Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;459772 |
| CARS-DB5 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;3458588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410552 |
| CARS-DB7 LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;2807500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2823868 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class B (A) | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492769 |
| Carvana Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-P4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696172 |
| CCG Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class C (A) | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033960 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938961 |
| Chase Auto Credit Linked Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;1884134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900196 |
| Chase Issuance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A1, Class A | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4051138 |
| CIFC Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-III, Class R (3 month CME Term SOFR + 1.200%) (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-24-31 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000254 |
| Citibank Credit Card Issuance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A1, Class A | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5073162 |

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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)** |  |  |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;2153948 | &nbsp;&nbsp;&nbsp;&nbsp;$2045199 |
| CNH Equipment Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-C, Class A3 | &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;&nbsp;&nbsp;2006927 |
| Commercial Equipment Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;1787384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1795698 |
| Corporate One Auto Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3007847 |
| Crossroads Asset Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-32 | &nbsp;&nbsp;&nbsp;&nbsp;2348803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2365770 |
| DataBank Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2A, Class A2 (A) | &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;&nbsp;&nbsp;2708628 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;2449960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440644 |
| Dell Equipment Finance Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2, Class D (A) | &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;&nbsp;&nbsp;2501102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-22-32 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016249 |
| Dext ABS LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2312089 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &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;&nbsp;810041 |
| DLLAA LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &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;&nbsp;&nbsp;1021613 |
| DLLAD LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A3 (A) | &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;&nbsp;&nbsp;3047465 |
| DLLMT LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1006805 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A23 (A) | &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;&nbsp;&nbsp;2196805 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A, Class A2II (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.328 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;1895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1892577 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;3030547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2954723 |
| ECMC Group Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class A1B (30 day Average SOFR + 1.114%) (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215611 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216111 |
| Elara HGV Timeshare Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123965 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-40 | &nbsp;&nbsp;&nbsp;&nbsp;3226741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3252239 |
| Enterprise Fleet Financing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A3 (A) | &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;&nbsp;&nbsp;1516443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A3 (A) | &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;&nbsp;&nbsp;1152738 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3 (A) | &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;&nbsp;&nbsp;1012604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class A3 (A) | &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;&nbsp;&nbsp;4565098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3025882 |
| Evergreen Credit Card Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CRT5, Class B (A) | &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;&nbsp;&nbsp;1012088 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1, Class A (A) | &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;&nbsp;&nbsp;5102996 |
| GM Financial Consumer Automobile Receivables Trust |  |  |  |  |
| &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;2615579 |
| 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;4206205 |
| GreatAmerica Leasing Receivables Funding LLC |  |  |  |  |
| &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;2023804 |
| 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;5125859 |
| 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;&nbsp;&nbsp;736477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754212 |
| &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;1685239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710794 |
| &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;2126088 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164387 |
| 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;1646722 |
| 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;5633000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5544208 |
| &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;742304 |

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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)** |  |  |
| 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;$2622437 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-33 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012482 |
| 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;2108367 |
| 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;2480052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2499579 |
| InStar Leasing III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-54 | &nbsp;&nbsp;&nbsp;&nbsp;2342152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2245956 |
| John Deere Owner Trust |  |  |  |  |
| &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;2434614 |
| 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;5064961 |
| 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;1776495 |
| 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;3050639 |
| Merchants Fleet Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-39 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024716 |
| 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;701245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;703360 |
| &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;526205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538086 |
| Navient Refinance Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-56 | &nbsp;&nbsp;&nbsp;&nbsp;1318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1320820 |
| 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;2857500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759543 |
| Nelnet Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DA, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3012726 |
| 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;2026579 |
| Nissan Auto Receivables Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930181 |
| 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;2034222 |
| 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;3153764 |
| 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;3049117 |
| 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;2042844 |
| 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;&nbsp;&nbsp;2001806 |
| &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;2038080 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-D, Class A (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-30 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036390 |
| &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;3404480 |
| 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;1302372 |
| 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;1022000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1030399 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-34 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509523 |
| 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;1898435 |
| SCF Equipment Leasing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A3 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-36 | &nbsp;&nbsp;&nbsp;&nbsp;1562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579889 |
| 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;2825183 |
| 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;2992485 |
| 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;1148784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160983 |
| &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;2820259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2851857 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-33 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009007 |
| 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;918210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877705 |

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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)** |  |  |
| 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;$3534185 |
| 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;&nbsp;&nbsp;798006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813577 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A, Class C (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-22-44 | &nbsp;&nbsp;&nbsp;&nbsp;1032736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037922 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-B, Class A2B (1 month CME Term SOFR + 0.864%) (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11435 |
| 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;3024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998304 |
| &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;1445220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1358658 |
| STAR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A (1 month CME Term SOFR + 1.450%) (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;1817601 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1821527 |
| Stellantis Financial Underwritten Enhanced Lease Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CA, Class A4 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3023734 |
| Taco Bell Funding LLC |  |  |  |  |
| &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;1008905 |
| 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;2022723 |
| 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;4031748 |
| 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;2697917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2560088 |
| &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;538427 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503652 |
| 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;1514948 |
| 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;588677 |
| Verizon Master Trust |  |  |  |  |
| &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;1272852 |
| &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;4057033 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-9, Class A1A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-21-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;860316 |
| 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;4303571 |
| Volkswagen Auto Loan Enhanced Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564880 |
| 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;1507548 |
| Wheels Fleet Lease Funding 1 LLC |  |  |  |  |
| &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;1020332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031694 |
| &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;4039367 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A, Class A1 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-40 | &nbsp;&nbsp;&nbsp;&nbsp;3541000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555615 |
| 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;2756117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2680592 |
| &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;753674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745537 |
| 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;1016744 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1042280 |
| 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;4417725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4298361 |
| 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;668500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;641079 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 0.8%** |  |  | **$12041320** |
| (Cost $12,041,271) |  |  |  |
| **Short-term funds 0.8%** |  |  | &nbsp;&nbsp;&nbsp;**12041320** |
| John Hancock Collateral Trust (G) | &nbsp;&nbsp;3.5447(H) | 1203771 | &nbsp;&nbsp;&nbsp;12041320 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $1,493,720,702) 100.0%** | **$1509359154** |
| **Other assets and liabilities, net 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**251141** |
| **Total net assets 100.0%** | **$1509610295** |

---

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

------

---

| | |
|:---|:---|
| 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. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $741,625,541 or 49.1% of the fund's net assets as of 2-28-26. |
| (B) | All or a portion of this security is on loan as of 2-28-26. The value of securities on loan amounted to $11,632,770. |
| (C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (D) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (E) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (F) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| (H) | The rate shown is the annualized seven-day yield as of 2-28-26. |

---

The fund had the following country composition as a percentage of net assets on 2-28-26:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;83.5% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.5% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;9.1% |
| **TOTAL** | **100.0%** |

---

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

------

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 February 28, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 2-28-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$142212290** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $142212290 | &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;**15335552** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15335552 | &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;**1001867678** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001867678 | &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;**1370132** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370132 | &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;**40196273** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40196273 | &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;**296335909** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296335909 | &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;**12041320** | $12041320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1509359154** | **$12041320** | **$1497317834** | **—** |

---

**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 | 1203771 | $6060063 | $74919822 | $(68939663) | $1232 | $(134) | $48977 |  | $12041320 |

---

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.

---

| | |
|:---|:---|
| \| | 15 |

---

## 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:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1513844340.38

**Total Liabilities:** $8912025.51

**Net Assets:** $1504932314.87

**Delayed Delivery Securities:** $3000000.00

**Cash Not Reported:** $222.05

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3386.130547000000 | **1-Year:** -121303.009051000000 | **5-Year:** -86645.570199000100 | **10-Year:** -11661.197538000000 | **30-Year:** -2668.418142000000

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

- **3-Month:** -2698.119482000000 | **1-Year:** -31884.801160000000 | **5-Year:** -23542.544974000000 | **10-Year:** -619.521132000000 | **30-Year:** -53.993379000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213124 | 0.53%                | 0.42%                | 0.38%                |
| Class ID C000213125 | 0.42%                | 0.42%                | 0.49%                |
| Class ID C000213126 | 0.39%                | 0.39%                | 0.35%                |
| Class ID C000213127 | 0.43%                | 0.32%                | 0.30%                |
| Class ID C000213128 | 0.41%                | 0.41%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $320477.38               | $-16881.89                                 |
| Month 2  | $86590.60                | $-219189.31                                |
| Month 3  | $831849.25               | $118585.83                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |   2126088 | PA      | $2164386.95   | 0.14%             | 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        |   1685239 | PA      | $1710793.74   | 0.11%             | 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        |    736477 | PA      | $754211.63    | 0.05%             | 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      | $1646721.59   | 0.11%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                   | HOST HOTELS + RESORTS LP SR UNSECURED 12/28 4.25              | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008782.68   | 0.13%             | 2028-12-15      | Fixed         | 4.25%                 | 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        |   5633000 | PA      | $5544207.58   | 0.37%             | 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      | $742303.88    | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025 2A D 144A                              | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025 2A D 144A             | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2012482.40   | 0.13%             | 2033-05-20      | Fixed         | 4.77%                 | 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      | $2993017.20   | 0.20%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                             | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2899884.90   | 0.19%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 06/29 VAR               | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3559236.80   | 0.24%             | 2029-06-13      | Variable      | 4.82%                 | 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      | $6297439.79   | 0.42%             | 2027-12-02      | Fixed         | 2.45%                 | 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      | $509219.82    | 0.03%             | 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      | $3532721.85   | 0.23%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                           | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3072000 | PA      | $3116086.27   | 0.21%             | 2029-05-01      | Fixed         | 5.12%                 | 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        |    482292 | PA      | $459771.68    | 0.03%             | 2050-12-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P4                                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A3               | CUSIP: 14689AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691000 | PA      | $696172.27    | 0.05%             | 2030-12-10      | Fixed         | 4.14%                 | 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      | $4240627.65   | 0.28%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                        | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2627527.50   | 0.17%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Century Communities Inc.                                                       | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875         | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1906734.20   | 0.13%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Chase Issuance Trust                                                           | CHASE ISSUANCE TRUST CHAIT 2025 A1 A                          | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4051138.40   | 0.27%             | 2030-07-15      | Fixed         | 4.16%                 | 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      | $1006037.79   | 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      | $4018448.00   | 0.27%             | 2026-08-15      | Variable      | 6.25%                 | 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        |   3500000 | PA      | $3414527.20   | 0.23%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                                 | NORDSTROM INC SR SECURED 03/27 4                              | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976014.37   | 0.20%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                            | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2907314.10   | 0.19%             | 2030-01-30      | Fixed         | 4.75%                 | 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      | $2496530.38   | 0.17%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC SR UNSECURED 02/30 VAR                          | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3795926.85   | 0.25%             | 2030-02-13      | Variable      | 5.17%                 | 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      | $5073161.50   | 0.34%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                  | CITIZENS FINANCIAL GROUP INC SR UNSECURED 01/30 VAR           | CUSIP: 174610BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5411000 | PA      | $5657949.06   | 0.38%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                           | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875    | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030660.00   | 0.13%             | 2030-01-15      | Fixed         | 6.88%                 | 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      | $4534285.38   | 0.30%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2530809.28   | 0.17%             | 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        |   5471000 | PA      | $5476284.99   | 0.36%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| MandT Bank Corporation                                                         | MandT BANK CORP SR UNSECURED 01/29 VAR                        | CUSIP: 55261FAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2106676.47   | 0.14%             | 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        |   1948000 | PA      | $1949133.74   | 0.13%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                                        | MPLX LP SR UNSECURED 03/28 4                                  | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3003572.46   | 0.20%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A                         | MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A        | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3050639.40   | 0.20%             | 2029-09-17      | Fixed         | 4.78%                 | 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        |    701245 | PA      | $703359.72    | 0.05%             | 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        |    526205 | PA      | $538086.18    | 0.04%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                          | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/28 5.2     | CUSIP: 55609NAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3050210.19   | 0.20%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013872.00   | 0.20%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                 | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/27 3.755        | CUSIP: 55903VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1700694.34   | 0.11%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                 | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/29 4.054        | CUSIP: 55903VBY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978740.00   | 0.13%             | 2029-03-15      | Fixed         | 4.05%                 | 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      | $1992696.88   | 0.13%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                    | MASTEC INC COMPANY GUAR 144A 08/28 4.5                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6997051.60   | 0.46%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                                    | MERCHANTS FLEET FUNDING LLC MFF 2025 1A A 144A                | CUSIP: 588926AL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3024716.10   | 0.20%             | 2039-01-20      | Fixed         | 4.49%                 | 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      | $3040863.57   | 0.20%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 04/28 VAR                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6512452.05   | 0.43%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                               | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 11/28 VAR         | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011161.50   | 0.20%             | 2028-11-17      | Variable      | 4.20%                 | 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      | $2525175.03   | 0.17%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A                             | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A            | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1318000 | PA      | $1320820.39   | 0.09%             | 2056-01-18      | Fixed         | 4.50%                 | 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        |   1007870 | PA      | $1015084.05   | 0.07%             | 2065-07-25      | Variable      | 5.16%                 | 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        |  38466000 | PA      | $38745479.34  | 2.57%             | 2028-04-15      | Fixed         | 3.75%                 | 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      | $2005686.00   | 0.13%             | 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      | $3945655.20   | 0.26%             | 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        |    668500 | PA      | $641078.53    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                                      | ZIONS BANCORP NA SUBORDINATED 10/29 3.25                      | CUSIP: 98971DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1426438.13   | 0.09%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Zions Bancorporation National Association                                      | ZIONS BANCORP NA SR UNSECURED 08/28 VAR                       | CUSIP: 98971DAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016563.06   | 0.20%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                                      | ZIONS BANCORP NA SR UNSECURED 02/29 VAR                       | CUSIP: 98971DAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001036.23   | 0.20%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                       | CLEARWATER ANALYTICS LLC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    215460 | PA      | $215100.18    | 0.01%             | 2032-04-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                     | KASEYA INC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1280325 | PA      | $1155032.40   | 0.08%             | 2032-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                   | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   3800000 | PA      | $3756300.00   | 0.25%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                              | BANK HAPOALIM BM SR UNSECURED 144A REGS 07/29 4               | CUSIP: DC8043374<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   2660000 | PA      | $2661981.62   | 0.18%             | 2029-07-14      | Fixed         | 4.72%                 | 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      | $3591155.30   | 0.24%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3150000 | PA      | $3169133.10   | 0.21%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 04/29 VAR                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3579452.00   | 0.24%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                            | MEDLINE BORROWER LP SR SECURED 144A 04/29 3.875               | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2950534.20   | 0.20%             | 2029-04-01      | Fixed         | 3.88%                 | 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        |   1064899 | PA      | $1058224.59   | 0.07%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                                          | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375    | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   3734036 | PA      | $3554802.66   | 0.24%             | 2030-05-31      | Fixed         | 4.38%                 | 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      | $5046752.05   | 0.34%             | 2027-08-20      | Fixed         | 4.65%                 | 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      | $2918457.51   | 0.19%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| 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      | $4055815.40   | 0.27%             | 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      | $8712468.13   | 0.58%             | 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        |   2050952 | PA      | $2101308.18   | 0.14%             | 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      | $2911888.60   | 0.19%             | 2027-08-15      | Fixed         | 4.80%                 | 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      | $3086174.52   | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                   | HUNTINGTON NATIONAL BANK/THE SR UNSECURED 05/28 VAR           | CUSIP: 44644MAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6043462.86   | 0.40%             | 2028-05-17      | Variable      | 4.55%                 | 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      | $3291809.63   | 0.22%             | 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      | $3473864.80   | 0.23%             | 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      | $1536385.09   | 0.10%             | 2030-01-25      | Fixed         | 4.71%                 | 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        |   6485000 | PA      | $6658457.08   | 0.44%             | 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        |   1236317 | PA      | $1248507.04   | 0.08%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B C 144A                             | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B C 144A            | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2967076 | PA      | $2988478.97   | 0.20%             | 2033-09-15      | Fixed         | 4.70%                 | 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        |    563458 | PA      | $548923.21    | 0.04%             | 2028-06-15      | Fixed         | 3.65%                 | 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      | $3470309.53   | 0.23%             | 2028-08-11      | Fixed         | 7.95%                 | 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        |   2480052 | PA      | $2499578.64   | 0.17%             | 2033-09-20      | Fixed         | 4.83%                 | 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      | $2027478.40   | 0.13%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 4.25          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014365.44   | 0.20%             | 2028-09-18      | Fixed         | 4.25%                 | 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      | $1237512.66   | 0.08%             | 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      | $2501102.27   | 0.17%             | 2029-07-23      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2544402.50   | 0.17%             | 2080-07-15      | Variable      | 5.75%                 | 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        |   1500000 | PA      | $1559439.57   | 0.10%             | 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        |   3072195 | PA      | $3006972.91   | 0.20%             | 2050-07-30      | Fixed         | 3.24%                 | 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      | $3737209.35   | 0.25%             | 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      | $5126700.45   | 0.34%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                           | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 11/28 4.625   | CUSIP: 049463AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4000092.40   | 0.27%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026- DRVPNK 2026 1A A4 144A                          | AUTONATION FINANCE TRUST 2026- DRVPNK 2026 1A A4 144A         | CUSIP: 05330WAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2223371.70   | 0.15%             | 2031-06-11      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                       | AZULE ENERGY FINANCE PLC COMPANY GUAR 144A 01/30 8.125        | CUSIP: 05501YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3042719.61   | 0.20%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                   | TRUIST FINANCIAL CORP SUBORDINATED 03/29 3.875                | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3484371.03   | 0.23%             | 2029-03-19      | Fixed         | 3.88%                 | 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      | $3053598.18   | 0.20%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5                       | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5      | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1937414.60   | 0.13%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown and Brown Inc.                                                           | BROWN + BROWN INC SR UNSECURED 03/29 4.5                      | CUSIP: 115236AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3515680.32   | 0.23%             | 2029-03-15      | Fixed         | 4.50%                 | 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      | $966411.47    | 0.06%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3287254.77   | 0.22%             | 2026-11-15      | Variable      | 6.50%                 | 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        |   2877740 | PA      | $2885579.66   | 0.19%             | 2041-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn12                                                    | FREDDIE MAC MSCR TRUST MN12 MSCR 2025 MN12 M1 144A            | CUSIP: 355913AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2996231 | PA      | $2996477.32   | 0.20%             | 2045-11-25      | Floating      | 5.42%                 | 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      | $3134217.00   | 0.21%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                        | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5             | CUSIP: 36143L2L8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2562635.98   | 0.17%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL COMPANY GUAR 06/28 3.7                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3866696.54   | 0.26%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1795598.23   | 0.12%             | 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      | $2045580.00   | 0.14%             | 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        |   3458588 | PA      | $3410551.70   | 0.23%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                              | CARS-DB7 LP CAUTO 2023 1A A1 144A                             | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2807500 | PA      | $2823868.29   | 0.19%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A B 144A                                               | CARS-DB7 LP CAUTO 2023 1A B 144A                              | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $492768.50    | 0.03%             | 2053-09-15      | Fixed         | 7.75%                 | 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        |   1228376 | PA      | $1222983.04   | 0.08%             | 2049-08-10      | Fixed         | 2.46%                 | 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        |   2153948 | PA      | $2045198.79   | 0.14%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                             | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75               | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $6063381.10   | 0.40%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GE HealthCare Technologies Inc.                                                | GE HEALTHCARE TECHNOLOGIES INC SR UNSECURED 12/28 4.15        | CUSIP: 36266GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4021012.92   | 0.27%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2025 2 D 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2025 2 D 144A             | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3016248.90   | 0.20%             | 2032-03-22      | Fixed         | 4.83%                 | 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      | $3049869.18   | 0.20%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                               | DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR                        | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3507000 | PA      | $3734970.71   | 0.25%             | 2029-11-20      | Variable      | 6.82%                 | 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        |   3000000 | PA      | $3044445.09   | 0.20%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank Aktiengesellschaft                                               | DEUTSCHE BANK AG/NEW YORK NY 09/30 VAR                        | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5108283.45   | 0.34%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC DEXT 2025 2 B 144A                                         | DEXT ABS 2025-2 LLC DEXT 2025 2 B 144A                        | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2312088.57   | 0.15%             | 2036-04-15      | Fixed         | 4.66%                 | 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      | $810041.16    | 0.05%             | 2049-04-15      | Fixed         | 1.76%                 | 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      | $5064186.55   | 0.34%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                           | DOMINION ENERGY INC JR SUBORDINA 02/55 VAR                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2617762.50   | 0.17%             | 2055-02-01      | Variable      | 6.88%                 | 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      | $2196804.71   | 0.15%             | 2047-07-25      | Fixed         | 4.12%                 | 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      | $4206205.20   | 0.28%             | 2036-08-11      | Fixed         | 5.77%                 | 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        |   5500000 | PA      | $5743956.46   | 0.38%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 4.2         | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011458.26   | 0.20%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| 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      | $3131835.00   | 0.21%             | 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      | $2409560.97   | 0.16%             | 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      | $2615578.91   | 0.17%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd                                                                  | HTA GROUP LTD/MAURITIUS COMPANY GUAR 144A 06/29 7.5           | CUSIP: 40435WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |   5000000 | PA      | $5162075.25   | 0.34%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Domino's Pizza Master Issuer LLC                                               | DOMINO'S PIZZA MASTER ISSUER L DPABS 2018 1A A2II 144A        | CUSIP: 25755TAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1895000 | PA      | $1892576.67   | 0.13%             | 2048-07-25      | Fixed         | 4.33%                 | 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        |   3030547 | PA      | $2954723.32   | 0.20%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc.                                                          | DYCOM INDUSTRIES INC COMPANY GUAR 144A 04/29 4.5              | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2461631.75   | 0.16%             | 2029-04-15      | 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        |    215611 | PA      | $216111.42    | 0.01%             | 2069-07-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                | EQT CORP SR UNSECURED 01/29 4.5                               | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026032.02   | 0.20%             | 2029-01-15      | Fixed         | 4.50%                 | 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      | $2999842.80   | 0.20%             | 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        |   2365498 | PA      | $2386317.38   | 0.16%             | 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        |    124161 | PA      | $123965.19    | 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      | $2010014.00   | 0.13%             | 2076-06-15      | Variable      | 6.75%                 | 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      | $2499286.75   | 0.17%             | 2027-04-15      | Fixed         | 5.25%                 | 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      | $2708627.90   | 0.18%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                            | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4197563.48   | 0.28%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3056781.00   | 0.20%             | 2078-03-01      | Variable      | 6.25%                 | 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      | $1012603.90   | 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      | $4565097.90   | 0.30%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2026 1 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2026 1 A3 144A             | CUSIP: 29376JAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3025881.90   | 0.20%             | 2030-03-20      | Fixed         | 4.12%                 | 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      | $1152738.22   | 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      | $1012088.10   | 0.07%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                                  | FandG ANNUITIES and LIFE INC COMPANY GUAR 06/29 6.5           | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029346.79   | 0.07%             | 2029-06-04      | Fixed         | 6.50%                 | 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      | $3039899.40   | 0.20%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Company Inc.                                             | FEDEX FREIGHT HOLDING CO INC COMPANY GUAR 144A 03/29 4.3      | CUSIP: 314352AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4009096.88   | 0.27%             | 2029-03-15      | Fixed         | 4.30%                 | 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      | $6309283.98   | 0.42%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association                                          | FIFTH THIRD BANK NA SR UNSECURED 01/28 VAR                    | CUSIP: 31677QBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5042760.90   | 0.34%             | 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      | $2617500.00   | 0.17%             | 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      | $4016513.80   | 0.27%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                              | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                      | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2834299.77   | 0.19%             | 2030-03-01      | Fixed         | 2.65%                 | 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      | $5102996.00   | 0.34%             | 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      | $4483041.08   | 0.30%             | 2027-08-17      | Fixed         | 4.12%                 | 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        |   6500000 | PA      | $6563155.50   | 0.44%             | 2029-05-03      | Fixed         | 5.11%                 | 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      | $4421543.40   | 0.29%             | 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      | $2953572.69   | 0.20%             | 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      | $1490277.75   | 0.10%             | 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      | $4040338.40   | 0.27%             | 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 01/29 5.3         | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4695652.40   | 0.31%             | 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      | $3001875.00   | 0.20%             | 2041-05-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                     | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1608106.50   | 0.11%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| NMI Holdings Inc.                                                              | NMI HOLDINGS INC SR UNSECURED 08/29 6                         | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3111120.00   | 0.21%             | 2029-08-15      | Fixed         | 6.00%                 | 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      | $3302748.00   | 0.22%             | 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        |   4500000 | PA      | $4567982.85   | 0.30%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5                     | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5    | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1945164.62   | 0.13%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| 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      | $588676.74    | 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      | $3027596.82   | 0.20%             | 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      | $3698557.28   | 0.25%             | 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      | $2119468.00   | 0.14%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| 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      | $4104340.00   | 0.27%             | 2028-06-01      | Fixed         | 8.12%                 | 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      | $1272851.75   | 0.08%             | 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      | $4057033.20   | 0.27%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                                 | VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857000 | PA      | $860315.56    | 0.06%             | 2030-10-21      | Fixed         | 3.96%                 | 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      | $2987883.81   | 0.20%             | 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      | $1492660.32   | 0.10%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                          | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875  | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971443.24   | 0.13%             | 2029-02-15      | Fixed         | 3.88%                 | 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      | $3969268.05   | 0.26%             | 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      | $3032564.19   | 0.20%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                          | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2117560.00   | 0.14%             | 2079-04-04      | Variable      | 7.00%                 | 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      | $4303570.83   | 0.29%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2025-2                                     | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2025 2 A3                 | CUSIP: 92869QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562000 | PA      | $564880.08    | 0.04%             | 2030-03-20      | Fixed         | 3.92%                 | 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      | $1507547.55   | 0.10%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                                          | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875              | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2399599.50   | 0.16%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2026 1250B A 144A                          | WELLS FARGO COMMERCIAL MORTGAG WFCM 2026 1250B A 144A         | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3009294.00   | 0.20%             | 2041-03-10      | Variable      | 4.83%                 | 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      | $2586380.58   | 0.17%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 01/30 VAR                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5051625.11   | 0.34%             | 2030-01-23      | Variable      | 5.20%                 | 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      | $15274626.75  | 1.01%             | 2028-04-22      | Variable      | 5.71%                 | 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        |   1020332 | PA      | $1031694.41   | 0.07%             | 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      | $4039367.20   | 0.27%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2025 3A A1 144A           | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3541000 | PA      | $3555615.48   | 0.24%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                          | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4             | CUSIP: 96337RAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3633366.77   | 0.24%             | 2029-09-30      | Fixed         | 5.40%                 | 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      | $3766692.58   | 0.25%             | 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        |   4500000 | PA      | $4648261.50   | 0.31%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |   2756117 | PA      | $2680592.39   | 0.18%             | 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        |    753674 | PA      | $745536.92    | 0.05%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/29 8.375                   | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/29 8.375  | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2871930.00   | 0.19%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| ATandT Inc.                                                                    | ATandT INC SR UNSECURED 03/29 4.35                            | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4045009.32   | 0.27%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                  | ALPHABET INC SR UNSECURED 02/29 3.7                           | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7606000 | PA      | $7613361.70   | 0.51%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                     | AMGEN INC SR UNSECURED 03/28 5.15                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4096324.92   | 0.27%             | 2028-03-02      | Fixed         | 5.15%                 | 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        |    987099 | PA      | $977938.72    | 0.06%             | 2028-01-15      | Fixed         | 4.10%                 | 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      | $3073313.70   | 0.20%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                          | BOSTON PROPERTIES LP SR UNSECURED 06/29 3.4                   | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4382630.10   | 0.29%             | 2029-06-21      | Fixed         | 3.40%                 | 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      | $2033960.00   | 0.14%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BRF S.A                                                                        | BRF SA SR UNSECURED 144A 01/30 4.875                          | CUSIP: 10552TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   2000000 | PA      | $1943199.20   | 0.13%             | 2030-01-24      | Fixed         | 4.88%                 | 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      | $2527508.65   | 0.17%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2 CCG 2025 2 D 144A                                 | CCG RECEIVABLES TRUST 2025-2 CCG 2025 2 D 144A                | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $938961.39    | 0.06%             | 2034-08-15      | Fixed         | 5.08%                 | 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      | $2000254.00   | 0.13%             | 2031-04-24      | Floating      | 4.87%                 | 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        |   2838564 | PA      | $2769550.86   | 0.18%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7                          | AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7         | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4560377 | PA      | $4545278.10   | 0.30%             | 2026-10-01      | 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        |   3798564 | PA      | $3729767.11   | 0.25%             | 2028-02-15      | Fixed         | 3.85%                 | 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      | $3018655.65   | 0.20%             | 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      | $2470697.95   | 0.16%             | 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      | $2529975.84   | 0.17%             | 2028-08-21      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                                                | SANTANDER UK GROUP HOLDINGS PL SR UNSECURED 09/29 VAR         | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3010422.42   | 0.20%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2025 A C 144A                             | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2025 A C 144A            | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509522.90   | 0.10%             | 2034-01-16      | Fixed         | 4.66%                 | 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      | $4730548.95   | 0.31%             | 2028-01-13      | Fixed         | 5.12%                 | 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        |    918210 | PA      | $877705.46    | 0.06%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA 144A 04/30 VAR                            | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3013637.64   | 0.20%             | 2030-04-12      | Variable      | 4.45%                 | 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        |   3024000 | PA      | $2998304.20   | 0.20%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1147018 | NS      | $11473622.39  | 0.76%             |  |  |  | No            |                  1 | 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        |   8500000 | PA      | $8620641.44   | 0.57%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                        | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR         | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998907.00   | 0.13%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                        | BANK OF NOVA SCOTIA/THE JR SUBORDINA 01/84 VAR                | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3531158.40   | 0.23%             | 2084-01-27      | Variable      | 8.00%                 | 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      | $2189432.02   | 0.15%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC MMAF 2026 A A3 144A                              | BARINGS EQUIPMENT FINANCE LLC MMAF 2026 A A3 144A             | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2017317.60   | 0.13%             | 2033-07-13      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                      | BAXTER INTERNATIONAL INC SR UNSECURED 02/29 4.45              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008670.04   | 0.13%             | 2029-02-15      | Fixed         | 4.45%                 | 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        |       634 | PA      | $632.21       | 0.00%             | 2054-04-15      | Fixed         | 0.62%                 | 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      | $2023804.00   | 0.13%             | 2029-04-16      | Fixed         | 4.49%                 | 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      | $4518014.90   | 0.30%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| 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        |    217745 | PA      | $216565.14    | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA                                                             | BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/29 6.05           | CUSIP: 09031WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5428000 | PA      | $5690476.37   | 0.38%             | 2029-01-15      | Fixed         | 6.05%                 | 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      | $3928347.68   | 0.26%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/27 4.95        | CUSIP: 09261HBR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499524.04   | 0.10%             | 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      | $2542410.00   | 0.17%             | 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      | $3506615.00   | 0.23%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC BSTRM 2023 1A C 144A                                    | BLUE STREAM ISSUER LLC BSTRM 2023 1A C 144A                   | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1278177.50   | 0.08%             | 2053-05-20      | Fixed         | 8.90%                 | 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      | $3192836.69   | 0.21%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                         | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                 | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958571.20   | 0.20%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 02/28 3.25                         | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5434185.96   | 0.36%             | 2028-02-01      | Fixed         | 3.25%                 | 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        |   4500000 | PA      | $4678173.14   | 0.31%             | 2029-06-01      | Fixed         | 5.40%                 | 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        |   1630000 | PA      | $1570526.25   | 0.10%             | 2045-09-25      | Fixed         | 2.22%                 | 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      | $3389197.05   | 0.23%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank and Trust Company                                          | FIRST-CITIZENS BANK and TRUST CO SUBORDINATED 03/28 6.125     | CUSIP: 125581GX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3105772.38   | 0.21%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                      | CNA FINANCIAL CORP SR UNSECURED 05/29 3.9                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2978965.05   | 0.20%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc.                                                        | COMSTOCK RESOURCES INC COMPANY GUAR 144A 03/29 6.75           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2490335.00   | 0.17%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comstock Resources Inc.                                                        | COMSTOCK RESOURCES INC COMPANY GUAR 144A 01/30 5.875          | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1445615.84   | 0.10%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                     | HPS CORPORATE LENDING FUND SR UNSECURED 144A 09/28 4.9        | CUSIP: 40440VAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973241.18   | 0.13%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 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      | $2622436.70   | 0.17%             | 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      | $2108366.95   | 0.14%             | 2045-06-23      | Fixed         | 5.35%                 | 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      | $5125858.80   | 0.34%             | 2062-02-01      | Fixed         | 3.94%                 | 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      | $2544633.95   | 0.17%             | 2027-04-24      | Fixed         | 5.62%                 | 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      | $3052475.40   | 0.20%             | 2027-06-01      | Fixed         | 5.90%                 | 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      | $2034222.40   | 0.14%             | 2030-06-17      | Fixed         | 6.83%                 | 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        |   1640180 | PA      | $1640684.33   | 0.11%             | 2045-01-25      | Floating      | 4.62%                 | 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        |   1278331 | PA      | $1282090.41   | 0.09%             | 2045-05-25      | Floating      | 4.67%                 | 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      | $3014207.76   | 0.20%             | 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      | $7113389.39   | 0.47%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                      | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR               | CUSIP: 21871XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2554447.90   | 0.17%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES COART 2026 1A A3 144A                           | CORPORATE ONE AUTO RECEIVABLES COART 2026 1A A3 144A          | CUSIP: 22004UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007847.40   | 0.20%             | 2030-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc.                                                              | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8                  | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1838480.62   | 0.12%             | 2030-07-15      | Fixed         | 2.80%                 | 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      | $3025612.20   | 0.20%             | 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      | $6111203.70   | 0.41%             | 2027-12-22      | Variable      | 6.33%                 | 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        |   2348803 | PA      | $2365770.29   | 0.16%             | 2032-02-20      | Fixed         | 4.91%                 | 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        |   1016744 | PA      | $1042279.84   | 0.07%             | 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        |   4417725 | PA      | $4298360.72   | 0.29%             | 2050-12-05      | Fixed         | 2.84%                 | 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      | $2967297.45   | 0.20%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                          | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2449960 | PA      | $2440643.78   | 0.16%             | 2047-11-20      | Fixed         | 4.03%                 | 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      | $1021613.30   | 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      | $4468370.76   | 0.30%             | 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      | $3047465.10   | 0.20%             | 2030-09-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC DLLMT 2026 1A A3 144A                                         | DLLMT 2026-1 LLC DLLMT 2026 1A A3 144A                        | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006805.30   | 0.07%             | 2029-12-20      | Fixed         | 4.20%                 | 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      | $3044313.06   | 0.20%             | 2028-03-01      | Variable      | 5.43%                 | 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        |   3000000 | PA      | $3127415.55   | 0.21%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                               | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $439490.81    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                           | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3906696.88   | 0.26%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875                   | PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875  | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509947.50   | 0.17%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                              | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 07/29 6.875       | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2657693.10   | 0.18%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |   5250000 | PA      | $5330180.42   | 0.35%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| 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      | $3936539.20   | 0.26%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6 PRM6 2025 PRM6 A 144A                                      | PRM TRUST 2025-PRM6 PRM6 2025 PRM6 A 144A                     | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008001.40   | 0.13%             | 2033-07-05      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                     | QORVO INC COMPANY GUAR 10/29 4.375                            | CUSIP: 74736KAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5635523.29   | 0.37%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Quanta Services Inc.                                                           | QUANTA SERVICES INC SR UNSECURED 08/27 4.75                   | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032615.76   | 0.20%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 03/29 3.625                   | ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 03/29 3.625  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3853883.60   | 0.26%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| 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      | $2465647.20   | 0.16%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                              | RADIAN GROUP INC SR UNSECURED 05/29 6.2                       | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   8203000 | PA      | $8611860.16   | 0.57%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                             | RAKUTEN GROUP INC SR UNSECURED 144A 04/29 9.75                | CUSIP: 75102WAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3327484.89   | 0.22%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5            | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2500000 | PA      | $2436055.25   | 0.16%             | 2030-01-22      | Fixed         | 4.50%                 | 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      | $4976710.00   | 0.33%             | 2028-01-17      | Fixed         | 4.95%                 | 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      | $3110766.99   | 0.21%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Repsol EandP Capital Markets US LLC                                            | REPSOL EandP CAPITAL MARKETS US COMPANY GUAR 144A 09/28 4.805 | CUSIP: 76026AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4227332.91   | 0.28%             | 2028-09-16      | Fixed         | 4.80%                 | 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      | $3028912.68   | 0.20%             | 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      | $2006927.00   | 0.13%             | 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      | $6271838.94   | 0.42%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2025 1A A 144A                             | COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2025 1A A 144A            | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1787384 | PA      | $1795697.73   | 0.12%             | 2031-05-15      | Fixed         | 4.83%                 | 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      | $2923468.11   | 0.19%             | 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        |   6000000 | PA      | $6112170.96   | 0.41%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125                     | CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125    | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2493346.75   | 0.17%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                              | CAPITAL ONE FINANCIAL CORP JR SUBORDINA 12/99 VAR             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3377325.74   | 0.22%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corporation                                              | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/29 VAR             | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8373623.20   | 0.56%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025 NSLT 2025 DA B 144A                             | NELNET STUDENT LOAN TRUST 2025 NSLT 2025 DA B 144A            | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3012726.30   | 0.20%             | 2054-08-20      | Fixed         | 4.86%                 | 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        |   2857500 | PA      | $2759542.61   | 0.18%             | 2051-04-30      | Fixed         | 3.58%                 | 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        |    144278 | PA      | $137931.56    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | 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      | $5056698.25   | 0.34%             | 2027-09-01      | Fixed         | 4.68%                 | 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      | $3440390.96   | 0.23%             | 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      | $1021800.26   | 0.07%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 07/27 5.375     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2201668.49   | 0.15%             | 2027-07-15      | Fixed         | 5.38%                 | 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        |   1445220 | PA      | $1358658.11   | 0.09%             | 2051-08-20      | Fixed         | 2.19%                 | 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      | $2022722.80   | 0.13%             | 2030-04-22      | Fixed         | 4.34%                 | 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      | $1008904.90   | 0.07%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                               | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/29 5.125       | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3032715.00   | 0.20%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Panama                                                                         | PANAMA GOVERNMENT INTERNATIONA SR UNSECURED 01/30 3.16        | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   3000000 | PA      | $2842800.00   | 0.19%             | 2030-01-23      | Fixed         | 3.16%                 | 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        |   5250000 | PA      | $5479902.75   | 0.36%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2026 A B 144A                             | SECURITIZED TERM AUTO RECEIVAB SSTRT 2026 A B 144A            | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $2009006.60   | 0.13%             | 2033-03-25      | Fixed         | 4.28%                 | 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        |    798006 | PA      | $813577.18    | 0.05%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIV SRFC 2025 3A C 144A                             | SIERRA TIMESHARE 2025-3 RECEIV SRFC 2025 3A C 144A            | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032736 | PA      | $1037922.21   | 0.07%             | 2044-08-22      | Fixed         | 4.98%                 | 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      | $1499115.60   | 0.10%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |    825584 | PA      | $807572.86    | 0.05%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                           | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625               | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3996980.80   | 0.27%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                  | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/29 4.875         | CUSIP: 910047AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014426.40   | 0.13%             | 2029-03-01      | Fixed         | 4.88%                 | 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      | $1970185.60   | 0.13%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1                               | TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1              | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1159401 | PA      | $1160787.05   | 0.08%             | 2039-02-25      | Variable      | 6.60%                 | 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      | $1302371.59   | 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      | $2540355.00   | 0.17%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                             | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                     | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1909833.40   | 0.13%             | 2030-05-01      | Fixed         | 3.88%                 | 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      | $4602069.77   | 0.31%             | 2027-10-15      | Fixed         | 5.75%                 | 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      | $2507790.00   | 0.17%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| 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      | $1796655.57   | 0.12%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IIFL Finance Limited                                                           | IIFL FINANCE LTD SR SECURED 144A 07/28 8.75                   | CUSIP: 44964HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   2000000 | PA      | $2087534.94   | 0.14%             | 2028-07-24      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                  | ILIAD HOLDING SAS SR SECURED 144A 10/28 7                     | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4050408.00   | 0.27%             | 2028-10-15      | Fixed         | 7.00%                 | 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      | $3904662.80   | 0.26%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| INSTAR LEASING III LLC INSTR 2021 1A A 144A                                    | INSTAR LEASING III LLC INSTR 2021 1A A 144A                   | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2342152 | PA      | $2245955.75   | 0.15%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                     | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3468186.75   | 0.23%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 08/28 4.2       | CUSIP: 465077AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   4000000 | PA      | $3975202.00   | 0.26%             | 2028-08-14      | Fixed         | 4.25%                 | 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        |   1884134 | PA      | $1900196.22   | 0.13%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 12/29 VAR                  | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15159560.70  | 1.01%             | 2029-12-05      | Variable      | 4.45%                 | 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      | $5146455.15   | 0.34%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                     | JABIL INC SR UNSECURED 02/29 4.2                              | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005608.50   | 0.20%             | 2029-02-01      | Fixed         | 4.20%                 | 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      | $2997068.10   | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| 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      | $2434613.51   | 0.16%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                   | KEYBANK NATIONAL ASSOCIATION SR UNSECURED 11/27 5.85          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6693412.57   | 0.44%             | 2027-11-15      | Fixed         | 5.85%                 | 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      | $5064960.50   | 0.34%             | 2029-09-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2025-RTL3                                                 | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 A1 144A        | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3019096.20   | 0.20%             | 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      | $1776495.00   | 0.12%             | 2030-04-15      | Fixed         | 4.79%                 | 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      | $213057.69    | 0.01%             | 2038-03-15      | Floating      | 4.87%                 | 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        |   2750000 | PA      | $2758132.88   | 0.18%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 02/30 2.6            | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4018000 | PA      | $3799891.99   | 0.25%             | 2030-02-07      | Fixed         | 2.60%                 | 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      | $3775564.91   | 0.25%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                            | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5    | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912718.00   | 0.13%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 202 EHGVT 2025 A A 144A                             | ELARA HGV TIMESHARE ISSUER 202 EHGVT 2025 A A 144A            | CUSIP: 28416VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3226741 | PA      | $3252239.34   | 0.22%             | 2040-01-25      | Fixed         | 4.54%                 | 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      | $3038721.00   | 0.20%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5                     | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4060479.68   | 0.27%             | 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      | $1516442.55   | 0.10%             | 2028-11-20      | Fixed         | 4.56%                 | 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      | $4039763.48   | 0.27%             | 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      | $3029474.37   | 0.20%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                               | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2427074.25   | 0.16%             | 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      | $3049398.00   | 0.20%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A A 144A           | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008564.80   | 0.13%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                       | AZUL SECURED FINANCE LLP SR SECURED 144A 02/31 9.875          | CUSIP: 05501WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $578593.75    | 0.04%             | 2031-02-15      | Fixed         | 9.88%                 | 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      | $3204768.00   | 0.21%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                   | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3198918.75   | 0.21%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BellRing Brands Inc.                                                           | BELLRING BRANDS INC COMPANY GUAR 144A 03/30 7                 | CUSIP: 07831CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040136.00   | 0.14%             | 2030-03-15      | Fixed         | 7.00%                 | 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      | $2026578.80   | 0.13%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-B Owner Trust                                     | NISSAN AUTO RECEIVABLES 2025-B NAROT 2025 B A3                | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    924000 | PA      | $930181.19    | 0.06%             | 2030-04-15      | Fixed         | 3.99%                 | 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      | $3153764.06   | 0.21%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 08/29 6                        | OMAN GOVERNMENT INTERNATIONAL SR UNSECURED 144A 08/29 6       | CUSIP: 68205LAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |   5000000 | PA      | $5252205.00   | 0.35%             | 2029-08-01      | Fixed         | 6.00%                 | 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      | $2936725.80   | 0.20%             | 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        |   3500000 | PA      | $3573066.00   | 0.24%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                             | ORACLE CORP SR UNSECURED 09/29 4.2                            | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3950869.72   | 0.26%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                             | ORACLE CORP SR UNSECURED 02/29 4.55                           | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005693.28   | 0.20%             | 2029-02-04      | Fixed         | 4.55%                 | 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      | $2071804.96   | 0.14%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001428.00   | 0.13%             | 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      | $3049116.90   | 0.20%             | 2034-08-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP SR SECURED 07/28 5                                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5984139.60   | 0.40%             | 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      | $2001806.20   | 0.13%             | 2028-03-15      | Fixed         | 6.33%                 | 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      | $2038079.60   | 0.14%             | 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      | $3036389.70   | 0.20%             | 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      | $3404480.25   | 0.23%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                          | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 06/29 VAR         | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3762528.47   | 0.25%             | 2029-06-12      | Variable      | 5.58%                 | 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      | $4047964.28   | 0.27%             | 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      | $2042844.40   | 0.14%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                           | ROYAL BANK OF CANADA SR UNSECURED 11/28 VAR                   | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3004302.21   | 0.20%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                  | SK HYNIX INC SR UNSECURED 144A 09/28 4.25                     | CUSIP: 78392BAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   2450000 | PA      | $2470030.78   | 0.16%             | 2028-09-11      | Fixed         | 4.25%                 | 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      | $3534184.85   | 0.23%             | 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      | $2981622.30   | 0.20%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                 | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2884414.80   | 0.19%             | 2029-02-01      | Fixed         | 3.12%                 | 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      | $2992484.74   | 0.20%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-1 L SCFET 2025 1A A3 144A                           | SCF EQUIPMENT LEASING 2025-1 L SCFET 2025 1A A3 144A          | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2825183.08   | 0.19%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-2 L SCFET 2025 2A A3 144A                           | SCF EQUIPMENT LEASING 2025-2 L SCFET 2025 2A A3 144A          | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1562000 | PA      | $1579889.12   | 0.10%             | 2036-06-20      | Fixed         | 4.33%                 | 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      | $2973670.80   | 0.20%             | 2042-02-15      | Floating      | 5.10%                 | 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        |   1022000 | PA      | $1030398.81   | 0.07%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/29 4.125                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/29 4.125  | CUSIP: 80413TBP3<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   2500000 | PA      | $2509997.85   | 0.17%             | 2029-01-12      | Fixed         | 4.12%                 | 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      | $1898435.25   | 0.13%             | 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        |   1148784 | PA      | $1160983.28   | 0.08%             | 2031-07-25      | Fixed         | 5.04%                 | 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        |   2820259 | PA      | $2851857.13   | 0.19%             | 2032-12-29      | Fixed         | 4.92%                 | 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      | $2514641.85   | 0.17%             | 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      | $4064256.00   | 0.27%             | 2029-12-17      | 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      | $3045414.30   | 0.20%             | 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      | $7462164.68   | 0.50%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                                    | AMUR EQUIPMENT FINANCE RECEIVA AXIS 2024 1A D 144A            | CUSIP: 03237CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1703476.50   | 0.11%             | 2031-04-21      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A            | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624342 | PA      | $625043.85    | 0.04%             | 2068-11-26      | Variable      | 4.80%                 | 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        |   1542507 | PA      | $1548710.79   | 0.10%             | 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      | $7055024.55   | 0.47%             | 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      | $2028195.40   | 0.13%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2026-A ARIFL 2026 A A3 144A                              | ARI FLEET LEASE TRUST 2026-A ARIFL 2026 A A3 144A             | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2015959.00   | 0.13%             | 2034-11-15      | Fixed         | 4.09%                 | 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      | $1019284.10   | 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        |     47773 | PA      | $46934.75     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                   | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2953269.00   | 0.20%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875                   | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875  | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005836.00   | 0.13%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25              | CUSIP: 045054AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7461775.58   | 0.50%             | 2029-11-01      | Fixed         | 4.25%                 | 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      | $4058887.44   | 0.27%             | 2027-03-25      | Fixed         | 5.52%                 | 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      | $1443699.29   | 0.10%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                 | CARMAX AUTO OWNER TRUST 2025-4 CARMX 2025 4 A3                | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1132000 | PA      | $1137476.50   | 0.08%             | 2030-12-16      | Fixed         | 3.97%                 | 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      | $4416554.50   | 0.29%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica S.A.B. de C.V.                                            | Sitios Latinoamerica SAB de CV COMPANY GUAR 144A 11/29 6      | CUSIP: 82983PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   4000000 | PA      | $4140000.00   | 0.28%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                      | SOUTH BOW USA INFRASTRUCTURE H COMPANY GUAR 09/27 4.911       | CUSIP: 83007CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032403.45   | 0.20%             | 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        |   3095785 | PA      | $3122555.34   | 0.21%             | 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        |     11436 | PA      | $11435.15     | 0.00%             | 2035-10-15      | Floating      | 4.52%                 | 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      | $5519020.10   | 0.37%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: —       |
| Block Inc.                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2439571.29   | 0.16%             | 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        |   1817601 | PA      | $1821526.63   | 0.12%             | 2042-02-17      | Floating      | 5.11%                 | 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      | $1983162.40   | 0.13%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC COMPANY GUAR 144A 10/28 5.25      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3230457.72   | 0.21%             | 2028-10-15      | Fixed         | 5.25%                 | 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        |      4947 | PA      | $4786.50      | 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      | $1520235.60   | 0.10%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 CA A4 144A                           | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 CA A4 144A          | CUSIP: 85855EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3023733.90   | 0.20%             | 2029-12-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                         | STELLANTIS FINANCIAL SERVICES SR UNSECURED 144A 09/28 4.95    | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3528806.75   | 0.23%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                      | SUNOCO LP SR UNSECURED 144A 07/27 5.875                       | CUSIP: 86765KAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5312068.10   | 0.35%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                          | TD SYNNEX CORP SR UNSECURED 01/29 4.3                         | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000726.87   | 0.20%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                  | PINNACLE BANK/NASHVILLE TN SR UNSECURED 02/28 5.625           | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2288573.72   | 0.15%             | 2028-02-15      | Fixed         | 5.62%                 | 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      | $1003742.40   | 0.07%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                      | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3452694.30   | 0.23%             | 2082-10-31      | Variable      | 8.12%                 | 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        |     20533 | PA      | $20278.90     | 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        |     75177 | PA      | $72278.15     | 0.00%             | 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        |    405098 | PA      | $396713.14    | 0.03%             | 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      | $4031747.60   | 0.27%             | 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      | $3988083.60   | 0.27%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                              | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2697917 | PA      | $2560088.41   | 0.17%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                              | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    538427 | PA      | $503652.04    | 0.03%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                                  | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75            | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $3165525.00   | 0.21%             | 2030-03-01      | Fixed         | 8.75%                 | 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      | $3018716.55   | 0.20%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                   | TRUIST FINANCIAL CORP JR SUBORDINA 12/99 VAR                  | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3661000 | PA      | $3702204.56   | 0.25%             | 2030-03-01      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| TRUST 2401 SR UNSECURED 144A 01/30 4.869                                       | TRUST 2401 SR UNSECURED 144A 01/30 4.869                      | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2967150.00   | 0.20%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2987479.50   | 0.20%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $3270212.49   | 0.22%             | 2028-11-13      | Variable      | 9.25%                 | 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      | $3029796.00   | 0.20%             | 2028-05-15      | Variable      | 4.73%                 | 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      | $1514948.25   | 0.10%             | 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        |   4558488 | PA      | $4668049.41   | 0.31%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1                          | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1         | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    827235 | PA      | $810043.28    | 0.05%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                   | US BANCORP SR UNSECURED 02/29 VAR                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3741000 | PA      | $3788706.32   | 0.25%             | 2029-02-01      | Variable      | 4.65%                 | 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        |   1366000 | PA      | $1377258.83   | 0.09%             | 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      | $15984084.38  | 1.06%             | 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        |  35000000 | PA      | $35820312.50  | 2.38%             | 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        |  49012000 | PA      | $50285163.16  | 3.34%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer