# EDGAR Filing Document

**Accession Number:** 0000045288
**File Stem:** 0001193125-26-184473
**Filing Date:** 2026-4
**Character Count:** 768357
**Document Hash:** cda235aec26676559a356f9f689dfaf1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184473.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184473

**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 SOVEREIGN BOND FUND
- **CENTRAL INDEX KEY:** 0000045288

**ORGANIZATION NAME:**
- **EIN:** 042528977
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02402
- **FILM NUMBER:** 26903839

**BUSINESS ADDRESS:**
- **STREET 1:** 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 SOVEREIGN BOND FUND
- **DATE OF NAME CHANGE:** 19930921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BONDS
- **DATE OF NAME CHANGE:** 19930921

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BOND TRUST
- **DATE OF NAME CHANGE:** 19910704

## Series and Classes Contracts Data

### John Hancock Bond Fund (Series ID: S000000646)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001854 | Class A      | JHNBX           |
| C000001856 | Class C      | JHCBX           |
| C000001857 | Class I      | JHBIX           |
| C000106442 | Class R6     | JHBSX           |
| C000113488 | Class R2     | JHRBX           |
| C000153977 | Class NAV    |  |
| C000153978 | Class R4     | JBFRX           |

## Nport-Ex

![](img55d9e5c91.gif)

#### Quarterly portfolio holdings

## John Hancock

## Bond Fund

## Fixed income
February 28, 2026

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

------

Fund's investments

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 47.7%** | **U.S. Government and Agency obligations 47.7%** | **U.S. Government and Agency obligations 47.7%** |  | **$13163668426** |
| (Cost $13,084,514,710) |  |  |  |  |
| **U.S. Government 15.3%** | **U.S. Government 15.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**4220638205** |
| U.S. Treasury |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;633459000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326082915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;416042000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228286797 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;444011000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271540477 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;155041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127121508 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-42 | &nbsp;&nbsp;&nbsp;&nbsp;45277000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42708945 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-44 | &nbsp;&nbsp;&nbsp;&nbsp;159844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161348781 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;385458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384795494 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;286320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294708283 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;457378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465739442 |
| &nbsp;&nbsp;&nbsp;&nbsp;Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;400119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416186279 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-31 | &nbsp;&nbsp;&nbsp;&nbsp;124809000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126076591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-31-33 | &nbsp;&nbsp;&nbsp;&nbsp;477442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485648032 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-36 | &nbsp;&nbsp;&nbsp;&nbsp;451550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457547148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-30-31 | &nbsp;&nbsp;&nbsp;&nbsp;418985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432847513 |
| **U.S. Government Agency 32.4%** | **U.S. Government Agency 32.4%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**8943030221** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;43263851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40457852 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;12445558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12559677 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7847398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7909545 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8338767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8404805 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;26197211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26404677 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;98259142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82748151 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;52597218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44195707 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;22478935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19817105 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;50011017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44135877 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;37642228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33196609 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;11784230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10337251 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2267534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142266 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7731238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7216117 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1530249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430815 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3212199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2988415 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2332917 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4709332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4381247 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;34734147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32325181 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;26868978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24988703 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6266668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5855547 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;18176468 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16898810 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9510604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8757560 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;11838119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10911882 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;11415624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10433259 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9868852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9087442 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5550434 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;12209525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11158841 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;59901796 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54971614 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;44465435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40666780 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;52428877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47982677 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;61049367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56062891 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;25442398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24536378 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;10256441 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9809243 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420229 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;29615622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28222551 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;15297322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14671308 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;20620450 | &nbsp;&nbsp;&nbsp;&nbsp;$19540951 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;20657932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19634571 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;34383072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32507875 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;29417387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27941710 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;70330262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66846213 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;20127079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19029380 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;38903670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36867028 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;29115876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27546140 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;73080314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69254494 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;71056358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67825006 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;12137853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11984987 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;12001285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11850138 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6031709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5944435 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;63635232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62364348 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;102185543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99633827 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;66926701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65192703 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;57064093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55888779 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;27801482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27228871 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;32298155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31491625 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;61231950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59932522 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;10967945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10772893 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;19786029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19397058 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;21517758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21061121 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;51052362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49968960 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;33543016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32652989 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;20083296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20034379 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;17739772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17663301 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;50865493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50725704 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;42066080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41950474 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;26592746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26478112 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;30068795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30070728 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31395095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31426547 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;30314923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30316872 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;18686253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18599863 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;73547535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73621215 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;44386670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44070495 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;18428275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18417942 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;57121016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57053288 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;13295397 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13254703 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;32260027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32110883 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31442604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32038982 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;33597544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34208549 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;43078439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43868593 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31963271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32349777 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;22645308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23067749 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;25211512 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25673946 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;51045734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51710845 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;37233969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37847109 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;34109449 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34676467 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;51003438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51843322 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;35692321 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36056997 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9392103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9495255 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;39325118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39954261 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;65765078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66848045 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;49186335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49996297 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;42994316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43702312 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;37027903 | &nbsp;&nbsp;&nbsp;&nbsp;$37620294 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1480492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1554665 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;32213432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33255904 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;37467682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38680189 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;24144657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24926012 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;36764407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37954155 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;11362024 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11632499 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;27874404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28811302 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;57825661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59331054 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;20394895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21045661 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;19561096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20204818 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;44860726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46238884 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;66426008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68549701 |
| Federal National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;44338801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41463084 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;65364197 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61104393 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-36 | &nbsp;&nbsp;&nbsp;&nbsp;41753937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40211471 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;23545361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23775973 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-37 | &nbsp;&nbsp;&nbsp;&nbsp;15039135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15158235 |
| &nbsp;&nbsp;&nbsp;&nbsp;15 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-38 | &nbsp;&nbsp;&nbsp;&nbsp;23168422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23351902 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;15867799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13362940 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;51705745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43236577 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;77790703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65121865 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;96380707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80684338 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;20505528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18109418 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;22962259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20329305 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;94134237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83340391 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9235723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8168055 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;50542963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44636921 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;75818701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66580048 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843865 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;32955881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29032833 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;18054061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15904917 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;36568374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32272435 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;35314819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30945426 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;41530638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36521964 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;106320501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93531272 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775564 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;143858000 | &nbsp;&nbsp;&nbsp;&nbsp;130084719 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376339 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2401299 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256419 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313811 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1145639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074622 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;12855387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11935153 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;16939620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15741279 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;13705876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12736296 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457342 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1383486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294262 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-46 | &nbsp;&nbsp;&nbsp;&nbsp;10720343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9928464 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;12518581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11629080 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6765457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6316454 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;15128026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14048385 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;15668868 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14560423 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;28485054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26372049 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9607131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8907731 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;13467500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12401151 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;26381424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23905081 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5856823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$5367459 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;23235535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21417543 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;18170926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16465278 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;16090396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14831453 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;13025706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11994338 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;13879101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12719441 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;15621236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14384356 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;13874335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12762766 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;33873330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30693745 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;35013439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31873455 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;82127448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75008690 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31722730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29052329 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;20205504 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18498303 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;14071789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12869645 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;30001817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27429405 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;43551485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39490662 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;112588506 | &nbsp;&nbsp;&nbsp;&nbsp;102864586 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;148646074 | &nbsp;&nbsp;&nbsp;&nbsp;134693128 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;11037565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10129125 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBA | &nbsp;&nbsp;&nbsp;&nbsp;144844000 | &nbsp;&nbsp;&nbsp;&nbsp;136504158 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4380423 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4217139 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;16125349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15462582 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;17951870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17258912 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;20183063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19422900 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;17149799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16418130 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-48 | &nbsp;&nbsp;&nbsp;&nbsp;12414572 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11865527 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;13361810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12758345 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;40752847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38925045 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;17439895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16548700 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;19716848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18709300 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;22625797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21335258 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;20402779 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19372930 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;38287199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36378548 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;34382952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32615207 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;18776147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17898814 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;19067306 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18110825 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;25221169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23908699 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;17897093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16999314 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;28538303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26999706 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;37519025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35660393 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;69451314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65663550 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;18625307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17650255 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;43434926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41025334 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;57937688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54904598 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;25483274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24109384 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;30911675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29191994 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;50193774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47628827 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;32384196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30810295 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5586794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5510136 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3652225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3580426 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8146366 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8014220 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-49 | &nbsp;&nbsp;&nbsp;&nbsp;11139220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10958526 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-50 | &nbsp;&nbsp;&nbsp;&nbsp;19067016 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18698138 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;72049217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70767901 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;40411621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39718202 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;134683839 | &nbsp;&nbsp;&nbsp;&nbsp;132204457 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7466686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7317566 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;39503942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38517474 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;76411209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74503114 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;44740388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43804915 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;40003940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39355021 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;27807668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27113271 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;18934271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18562044 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;30826035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30220029 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31835510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31159916 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;24137387 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23625158 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;16839198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16423962 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;55039771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53871750 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;21983446 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21427619 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;21561751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21117657 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;80585080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78925317 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;37442455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36647874 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;27480056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27498998 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31393789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31317323 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;73318107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73002055 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;60973782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60710942 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;40911736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40952721 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;50117390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49901349 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;47396336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47058722 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;33460771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33306075 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;61620464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61354836 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;49149903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49199141 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;130062464 | &nbsp;&nbsp;&nbsp;&nbsp;129136003 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;38303121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38197857 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;18862029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18810192 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;12168618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12180808 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;33959997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33802994 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;22438956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22440399 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;26278934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26198502 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6512936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6509284 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;34262147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34103747 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;53571236 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53239860 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;27538815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27544029 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;27684460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27556469 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;27970500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27841186 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;51868262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52576508 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;24718362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24992985 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31294766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31731866 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;35402325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36035088 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;35554371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35984302 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;98993199 | &nbsp;&nbsp;&nbsp;&nbsp;100190245 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31175049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31746868 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;31069807 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31625134 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6519930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6639520 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;27083554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27529544 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7350918 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;28101360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28568503 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7690339 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7821784 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;62374540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63401674 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;28896437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29218768 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;73481780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74691820 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;49955069 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50371804 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;59636872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$60227557 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;29858878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30219938 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;28614626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29558520 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;25432507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26247591 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;1561961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1613485 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-52 | &nbsp;&nbsp;&nbsp;&nbsp;19984679 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20589881 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;21613975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22110803 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;12192135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12579070 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;18425296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18998533 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;24759283 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25521842 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;30941175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31551843 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;19921376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20404198 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;31557358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32211252 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;31770014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32746263 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;21952733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22633999 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-54 | &nbsp;&nbsp;&nbsp;&nbsp;48289578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49757982 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;57168805 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58590102 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;35049438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36194640 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-55 | &nbsp;&nbsp;&nbsp;&nbsp;26102673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26915255 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru (6 month Refinitiv USD IBOR Consumer Cash Fallback Rate + 2.122%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-01-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56 |
| Government National Mortgage Association |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| **Foreign government obligations 0.2%** | **Foreign government obligations 0.2%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$45761625** |
| (Cost $45,099,850) |  |  |  |  |
| **Saudi Arabia 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**45761625** |
| Kingdom of Saudi Arabia<br> Bond (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-12-56 | 45562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45761625 |
| **Corporate bonds 39.9%** | **Corporate bonds 39.9%** | **Corporate bonds 39.9%** |  | **$11019134681** |
| (Cost $10,862,627,966) |  |  |  |  |
| **Communication services 3.1%** | **Communication services 3.1%** | **Communication services 3.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**847767253** |
| **Diversified telecommunication services 1.2%** | **Diversified telecommunication services 1.2%** | **Diversified telecommunication services 1.2%** |  |  |
| AT&T, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;06-01-31 | 51112000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47624246 |
| AT&T, Inc. | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-35 | 15568000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15171951 |
| AT&T, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;04-30-33 | 12293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12460827 |
| Black Pearl Compute LLC (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-15-31 | 7179000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347361 |
| Cipher Compute LLC (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 | 8725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9094451 |
| GCI LLC (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 20576000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20217262 |
| IHS Holding, Ltd. (C)(D) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-29-30 | 14040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14699909 |
| IHS Holding, Ltd. (C)(D) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;11-29-31 | 25911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27603408 |
| Iliad Holding SAS (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-32 | 19697000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20220189 |
| Iliad Holding SAS (C) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 4934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5286357 |
| Level 3 Financing, Inc. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 | 31492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32615477 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |
| **Diversified telecommunication services (continued)** | **Diversified telecommunication services (continued)** | **Diversified telecommunication services (continued)** |  |  |
| NTT Finance Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.171 | &nbsp;&nbsp;07-16-32 | 17022000 | &nbsp;&nbsp;&nbsp;&nbsp;$17598072 |
| Sitios Latinoamerica SAB de CV (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-25-29 | 30549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31618215 |
| STC Sukuk Company II, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.489 | &nbsp;&nbsp;01-15-31 | 24020000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24081563 |
| SV RNO Property Owner 1 LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-31 | 13821000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13882915 |
| Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.550 | &nbsp;&nbsp;03-21-31 | 29696000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27476080 |
| Windstream Services LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 | 10483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11036869 |
| **Entertainment 0.3%** | **Entertainment 0.3%** | **Entertainment 0.3%** |  |  |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 | 14271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13111481 |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-42 | 28537000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20047243 |
| Roblox Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 | 35455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33856572 |
| WMG Acquisition Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-15-30 | 26082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25034542 |
| **Interactive media and services 0.3%** | **Interactive media and services 0.3%** | **Interactive media and services 0.3%** |  |  |
| Alphabet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;02-15-33 | 25621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25846848 |
| Meta Platforms, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;11-15-30 | 29871000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30133701 |
| Meta Platforms, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 19912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20245981 |
| Meta Platforms, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;11-15-55 | 11519000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11275088 |
| **Media 0.8%** | **Media 0.8%** | **Media 0.8%** |  |  |
| Cable One, Inc. (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-30 | 13897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9620585 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 | 15717000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14649821 |
| CCO Holdings LLC (D) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-32 | 10461000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9573431 |
| CCO Holdings LLC (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 | 12790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13196377 |
| CCO Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-01-36 | 16650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16900433 |
| Charter Communications Operating LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.384 | &nbsp;&nbsp;10-23-35 | 45520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47548724 |
| Gray Media, Inc. (C)(D) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 19442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20843204 |
| News Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-15-29 | 16886000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16473630 |
| News Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;02-15-32 | 10755000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10700018 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.200 | &nbsp;&nbsp;05-19-32 | 7750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6824443 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-15-43 | 15893000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10023823 |
| Paramount Global | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-19-50 | 32321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20425532 |
| Sirius XM Radio LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 12818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12513490 |
| **Wireless telecommunication services 0.5%** | **Wireless telecommunication services 0.5%** | **Wireless telecommunication services 0.5%** |  |  |
| Millicom International Cellular SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-25-29 | 14067000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14152443 |
| Millicom International Cellular SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;04-02-32 | 6374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6594203 |
| T-Mobile USA, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;04-15-30 | 79216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78607020 |
| 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%) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-04-79 | 20338000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21533468 |
| **Consumer discretionary 3.7%** | **Consumer discretionary 3.7%** | **Consumer discretionary 3.7%** |  | **1019274573** |
| **Automobile components 0.0%** | **Automobile components 0.0%** | **Automobile components 0.0%** |  |  |
| Dealer Tire LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 13435000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13300786 |
| **Automobiles 1.1%** | **Automobiles 1.1%** | **Automobiles 1.1%** |  |  |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-13-30 | 54566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52293634 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.113 | &nbsp;&nbsp;05-03-29 | 35736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36083219 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-08-29 | 30328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31241553 |
| Ford Motor Credit Company LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-08-34 | 56726000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58639791 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.600 | &nbsp;&nbsp;06-21-30 | 68261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66314524 |
| General Motors Financial Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-04-34 | 68178000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72329624 |
| **Broadline retail 0.3%** | **Broadline retail 0.3%** | **Broadline retail 0.3%** |  |  |
| Macy's Retail Holdings LLC (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 9534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9578085 |
| Macy's Retail Holdings LLC (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 10208000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10282090 |
| Macy's Retail Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 | 17749000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18594411 |
| MercadoLibre, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.900 | &nbsp;&nbsp;01-15-33 | 22784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22652992 |
| Rakuten Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-29 | 11949000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13253372 |

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

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Hotels, restaurants and leisure 1.3%** | **Hotels, restaurants and leisure 1.3%** | **Hotels, restaurants and leisure 1.3%** |  |  |
| Brightstar Lottery PLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-33 | 17814000 | &nbsp;&nbsp;&nbsp;$17700596 |
| Carnival Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-29 | 20334000 | &nbsp;&nbsp;&nbsp;&nbsp;20625813 |
| Carnival Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-01-32 | 51379000 | &nbsp;&nbsp;&nbsp;&nbsp;53321075 |
| Carnival Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 | 21854000 | &nbsp;&nbsp;&nbsp;&nbsp;22837911 |
| Hilton Domestic Operating Company, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-31-34 | 13933000 | &nbsp;&nbsp;&nbsp;&nbsp;14081707 |
| Hilton Grand Vacations Borrower LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 18613000 | &nbsp;&nbsp;&nbsp;&nbsp;18989517 |
| Marriott International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-33 | 9332000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9301297 |
| Marriott Ownership Resorts, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-33 | 18055000 | &nbsp;&nbsp;&nbsp;&nbsp;17506726 |
| MGM Resorts International | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 19857000 | &nbsp;&nbsp;&nbsp;&nbsp;19868557 |
| Midwest Gaming Borrower LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 14693000 | &nbsp;&nbsp;&nbsp;&nbsp;14435396 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-31 | 12035000 | &nbsp;&nbsp;&nbsp;&nbsp;12161729 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;09-15-33 | 11111000 | &nbsp;&nbsp;&nbsp;&nbsp;11214821 |
| NCL Corp., Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-32 | 13219000 | &nbsp;&nbsp;&nbsp;&nbsp;13613389 |
| Rivers Enterprise Borrower LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 | 12946000 | &nbsp;&nbsp;&nbsp;&nbsp;13227902 |
| Rivers Enterprise Borrower LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-01-33 | 13462000 | &nbsp;&nbsp;&nbsp;&nbsp;13815485 |
| Royal Caribbean Cruises, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-36 | 12279000 | &nbsp;&nbsp;&nbsp;&nbsp;12541441 |
| Travel + Leisure Company (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-30 | 9094000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8881875 |
| Travel + Leisure Company (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-01-33 | 20959000 | &nbsp;&nbsp;&nbsp;&nbsp;21304111 |
| Viking Cruises, Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-33 | 21705000 | &nbsp;&nbsp;&nbsp;&nbsp;22142573 |
| Wyndham Hotels & Resorts, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-33 | 7255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7300553 |
| **Household durables 0.2%** | **Household durables 0.2%** | **Household durables 0.2%** |  |  |
| Brookfield Residential Properties, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;06-15-29 | 9973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9660918 |
| Century Communities, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-29 | 11357000 | &nbsp;&nbsp;&nbsp;&nbsp;10827390 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 13563000 | &nbsp;&nbsp;&nbsp;&nbsp;12956832 |
| Taylor Morrison Communities, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-32 | 3813000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3939942 |
| TopBuild Corp. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;01-31-34 | 18437000 | &nbsp;&nbsp;&nbsp;&nbsp;18594670 |
| **Specialty retail 0.7%** | **Specialty retail 0.7%** | **Specialty retail 0.7%** |  |  |
| Asbury Automotive Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;11-15-29 | 6148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6052233 |
| Asbury Automotive Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;03-01-30 | 13786000 | &nbsp;&nbsp;&nbsp;&nbsp;13568826 |
| Global Auto Holdings, Ltd. (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;01-15-32 | 33449000 | &nbsp;&nbsp;&nbsp;&nbsp;30976427 |
| Global Auto Holdings, Ltd. (C) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;08-15-29 | 15125000 | &nbsp;&nbsp;&nbsp;&nbsp;15453293 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 7350000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7104718 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 16340000 | &nbsp;&nbsp;&nbsp;&nbsp;15716511 |
| Lithia Motors, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-01-30 | 14804000 | &nbsp;&nbsp;&nbsp;&nbsp;14896969 |
| The Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-15-32 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;12227008 |
| The Home Depot, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;06-25-34 | 27698000 | &nbsp;&nbsp;&nbsp;&nbsp;28627625 |
| The Michaels Companies, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;03-15-33 | 23151000 | &nbsp;&nbsp;&nbsp;&nbsp;22519090 |
| Valvoline, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-31 | 14973000 | &nbsp;&nbsp;&nbsp;&nbsp;13905907 |
| Wayfair LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;11-15-32 | 13360000 | &nbsp;&nbsp;&nbsp;&nbsp;13616445 |
| **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** | **Textiles, apparel and luxury goods 0.1%** |  |  |
| S&S Holdings LLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;10-01-31 | 20479000 | &nbsp;&nbsp;&nbsp;&nbsp;19193214 |
| **Consumer staples 1.1%** | **Consumer staples 1.1%** | **Consumer staples 1.1%** |  | **294164023** |
| **Consumer staples distribution and retail 0.2%** | **Consumer staples distribution and retail 0.2%** | **Consumer staples distribution and retail 0.2%** |  |  |
| Albertsons Companies, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-31-34 | 45579000 | &nbsp;&nbsp;&nbsp;&nbsp;45352372 |
| Performance Food Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-34 | 13810000 | &nbsp;&nbsp;&nbsp;&nbsp;13856202 |
| **Food products 0.8%** | **Food products 0.8%** | **Food products 0.8%** |  |  |
| Froneri Lux FinCo Sarl (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-32 | 22293000 | &nbsp;&nbsp;&nbsp;&nbsp;22416904 |
| Industrial F&B Investments III, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;02-11-33 | 9720000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9975969 |
| JBS NV | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;01-15-32 | 25224000 | &nbsp;&nbsp;&nbsp;&nbsp;23871953 |
| JBS NV | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-01-33 | 21968000 | &nbsp;&nbsp;&nbsp;&nbsp;23101900 |
| JBS NV | &nbsp;&nbsp;&nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-20-35 | 6377000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6761351 |
| MARB BondCo PLC (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-29-31 | 33594000 | &nbsp;&nbsp;&nbsp;&nbsp;30621761 |
| Mars, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-32 | 24479000 | &nbsp;&nbsp;&nbsp;&nbsp;25356918 |
| NBM US Holdings, Inc. (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-06-29 | 20530000 | &nbsp;&nbsp;&nbsp;&nbsp;20736737 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** |  |  |
| **Food products (continued)** | **Food products (continued)** | **Food products (continued)** |  |  |
| Pilgrim's Pride Corp. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 31195000 | &nbsp;&nbsp;&nbsp;&nbsp;$33620006 |
| Viking Baked Goods Acquisition Corp. (C) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;11-01-31 | 10959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11093774 |
| **Personal care products 0.1%** | **Personal care products 0.1%** | **Personal care products 0.1%** |  |  |
| Kenvue, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;03-22-33 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13239738 |
| Unilever Capital Corp. | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;11-15-32 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14158438 |
| **Energy 5.2%** | **Energy 5.2%** | **Energy 5.2%** |  | **1435627335** |
| **Oil, gas and consumable fuels 5.2%** | **Oil, gas and consumable fuels 5.2%** | **Oil, gas and consumable fuels 5.2%** |  |  |
| Aker BP ASA (C) | &nbsp;&nbsp;3.100 | &nbsp;&nbsp;07-15-31 | 11536000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10771241 |
| Aker BP ASA (C) | &nbsp;&nbsp;3.750 | &nbsp;&nbsp;01-15-30 | 7320000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133713 |
| Aker BP ASA (C) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-31 | 13636000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13345216 |
| Antero Midstream Partners LP (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 18101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18375247 |
| Antero Midstream Partners LP (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-01-34 | 41527000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42176150 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 21446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21508579 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-32 | 6784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7047877 |
| Ascent Resources Utica Holdings LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-15-33 | 8263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8574408 |
| Blue Racer Midstream LLC (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-32 | 20648000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21839617 |
| BP Capital Markets America, Inc. | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;02-13-33 | 13244000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13575085 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;10-30-35 | 10242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10628430 |
| Cheniere Energy Partners LP | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;06-30-33 | 23897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25633881 |
| Columbia Pipelines Holding Company LLC (C) | &nbsp;&nbsp;4.999 | &nbsp;&nbsp;11-17-32 | 18154000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18519958 |
| Columbia Pipelines Holding Company LLC (C) | &nbsp;&nbsp;5.681 | &nbsp;&nbsp;01-15-34 | 34965000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36579361 |
| Columbia Pipelines Operating Company LLC (C) | &nbsp;&nbsp;6.036 | &nbsp;&nbsp;11-15-33 | 21696000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23506726 |
| Comstock Resources, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-15-30 | 22921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22089974 |
| Continental Resources, Inc. (C) | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;04-01-32 | 17405000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15503191 |
| Continental Resources, Inc. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 | 23976000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24866004 |
| DT Midstream, Inc. (C) | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;06-15-31 | 45842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45190707 |
| DT Midstream, Inc. (C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;12-15-34 | 10255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10811670 |
| Enbridge, Inc. (5.500% to 7-15-27, then 3 month CME Term SOFR + 3.680% to 7-15-47, then 3 month CME Term SOFR + 4.430%) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-15-77 | 20216000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20303454 |
| Enbridge, Inc. (5.750% to 7-15-30, then 5 Year CMT + 5.314% to 7-15-50, then 5 Year CMT + 6.064%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-80 | 29961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30493137 |
| Enbridge, Inc. (6.250% to 3-1-28, then 3 month CME Term SOFR + 3.903% to 3-1-48, then 3 month CME Term SOFR + 4.653%) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-01-78 | 19789000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20163546 |
| Enbridge, Inc. (8.500% to 1-15-34, then 5 Year CMT + 4.431% to 1-15-54, then 5 Year CMT + 5.181%) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-84 | 13523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15607151 |
| Energean Israel Finance, Ltd. (C)(D) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-30-28 | 6784000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6705984 |
| Energean Israel Finance, Ltd. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-30-31 | 11698000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11249517 |
| Energy Transfer LP | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-01-34 | 14677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15334620 |
| Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (E) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-15-26 | 44810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45005159 |
| Energy Transfer LP (6.500% to 2-15-31, then 5 Year CMT + 2.676%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-56 | 14243000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14391640 |
| Energy Transfer LP (6.750% to 2-15-36, then 5 Year CMT + 2.475%) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-56 | 24715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25262215 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (E) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 37134000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38520806 |
| Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month CME Term SOFR + 3.295%) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;08-16-77 | 41795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41828436 |
| Enterprise Products Operating LLC | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;01-31-33 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13548137 |
| EOG Resources, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13302372 |
| Expand Energy Corp. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-32 | 16711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16683424 |
| Genesis Energy LP (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-34 | 2481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2509618 |
| Genesis Energy LP | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-15-32 | 11437000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11972091 |
| Genesis Energy LP | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 12999000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13743518 |
| Global Partners LP (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 3749000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3878948 |
| Global Partners LP (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-32 | 10160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10733837 |
| Hess Midstream Operations LP (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-29 | 4730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4894405 |
| Howard Midstream Energy Partners LLC (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-34 | 10523000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10875313 |
| Howard Midstream Energy Partners LLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 2921000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3082575 |
| Leviathan Bond, Ltd. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-30-27 | 29816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29994896 |
| Leviathan Bond, Ltd. (C)(D) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;06-30-30 | 5068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5222554 |
| Long Ridge Energy LLC (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 16097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17275783 |

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

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| MPLX LP | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;09-01-32 | 13328000 | &nbsp;&nbsp;&nbsp;&nbsp;$13569066 |
| MPLX LP | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-01-33 | 14422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14659485 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-01-32 | 10344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10767965 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;09-15-36 | 27598000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30061232 |
| Occidental Petroleum Corp. | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-30 | 29198000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31598835 |
| Ovintiv, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-15-33 | 12148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13109600 |
| Ovintiv, Inc. | &nbsp;&nbsp;7.200 | &nbsp;&nbsp;11-01-31 | 3846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306252 |
| Plains All American Pipeline LP | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-15-31 | 9475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9623700 |
| Repsol E&P Capital Markets US LLC (C) | &nbsp;&nbsp;5.204 | &nbsp;&nbsp;09-16-30 | 25303000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25925435 |
| Sabine Pass Liquefaction LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-15-30 | 35577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35973838 |
| Sunoco LP (C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 15282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15014619 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 27279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26698686 |
| Sunoco LP (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 8975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8781581 |
| Sunoco LP (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 | 9550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9632099 |
| Sunoco LP (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 16710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16776740 |
| Sunoco LP (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-01-33 | 10541000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10856450 |
| Sunoco LP (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-01-32 | 15488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16364373 |
| Sunoco LP (7.875% to 9-18-30, then 5 Year CMT + 4.230%) (C)(E) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-18-30 | 28641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29607634 |
| Targa Resources Corp. | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-15-35 | 15891000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16443539 |
| Targa Resources Corp. | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;03-01-29 | 14352000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15185129 |
| Targa Resources Partners LP | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;01-15-32 | 24529000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23799022 |
| Var Energi ASA (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;05-22-30 | 37594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39471984 |
| Var Energi ASA (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 51989000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60519745 |
| Venture Global LNG, Inc. (C)(D) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 14224000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14428171 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (C)(E) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 25708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22483599 |
| Viper Energy Partners LLC | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;08-01-30 | 18763000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19142951 |
| Western Midstream Operating LP | &nbsp;&nbsp;4.050 | &nbsp;&nbsp;02-01-30 | 25082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24777044 |
| Western Midstream Operating LP | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-34 | 13560000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13794242 |
| Whistler Pipeline LLC (C) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;09-30-29 | 10294000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10686251 |
| Whistler Pipeline LLC (C) | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;09-30-31 | 10779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11307897 |
| **Financials 12.9%** | **Financials 12.9%** | **Financials 12.9%** |  | **3551049383** |
| **Banks 7.5%** | **Banks 7.5%** | **Banks 7.5%** |  |  |
| Banco Bradesco SA (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-20-31 | 25756000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25962048 |
| Banco Santander SA | &nbsp;&nbsp;4.551 | &nbsp;&nbsp;11-06-30 | 30600000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30844383 |
| Banco Santander SA (9.625% to 11-21-33, then 5 Year CMT + 5.298%) (E) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;05-21-33 | 29438000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35496488 |
| Bank Hapoalim BM (C) | &nbsp;&nbsp;4.722 | &nbsp;&nbsp;07-14-29 | 19678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19692660 |
| Bank Hapoalim BM (C) | &nbsp;&nbsp;5.252 | &nbsp;&nbsp;01-14-33 | 11344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11478958 |
| Bank of America Corp. (2.592% to 4-29-30, then Overnight SOFR + 2.150%) | &nbsp;&nbsp;2.592 | &nbsp;&nbsp;04-29-31 | 38499000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36198761 |
| Bank of America Corp. (2.687% to 4-22-31, then Overnight SOFR + 1.320%) | &nbsp;&nbsp;2.687 | &nbsp;&nbsp;04-22-32 | 65590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60731196 |
| Bank of America Corp. (4.571% to 4-27-32, then Overnight SOFR + 1.830%) | &nbsp;&nbsp;4.571 | &nbsp;&nbsp;04-27-33 | 25021000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25122802 |
| Bank of America Corp. (5.425% to 8-15-34, then Overnight SOFR + 1.913%) | &nbsp;&nbsp;5.425 | &nbsp;&nbsp;08-15-35 | 60500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61977079 |
| Bank of America Corp. (5.518% to 10-25-34, then Overnight SOFR + 1.738%) | &nbsp;&nbsp;5.518 | &nbsp;&nbsp;10-25-35 | 7994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8203594 |
| Bank of America Corp. (6.625% to 5-1-30, then 5 Year CMT + 2.684%) (E) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-30 | 39193000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41031504 |
| Bank of Montreal (7.700% to 5-26-29, then 5 Year CMT + 3.452%) | &nbsp;&nbsp;7.700 | &nbsp;&nbsp;05-26-84 | 32422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34342355 |
| Barclays PLC (5.367% to 2-25-30, then Overnight SOFR + 1.230%) | &nbsp;&nbsp;5.367 | &nbsp;&nbsp;02-25-31 | 23434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24325163 |
| Barclays PLC (8.000% to 9-15-29, then 5 Year CMT + 5.431%) (E) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-15-29 | 27275000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29083503 |
| BNP Paribas SA (5.497% to 5-20-29, then Overnight SOFR + 1.590%) (C) | &nbsp;&nbsp;5.497 | &nbsp;&nbsp;05-20-30 | 31979000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33204326 |
| BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (C)(E) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-17-27 | 7828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8362308 |
| BPCE SA (4.760% to 1-13-31, then Overnight SOFR + 1.267%) (C) | &nbsp;&nbsp;4.760 | &nbsp;&nbsp;01-13-32 | 18255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18412095 |
| BPCE SA (5.936% to 5-30-34, then Overnight SOFR + 1.850%) (C) | &nbsp;&nbsp;5.936 | &nbsp;&nbsp;05-30-35 | 20634000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21775389 |
| Canadian Imperial Bank of Commerce (6.500% to 7-28-31, then 5 Year CMT + 2.727%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;07-28-86 | 24994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25068992 |
| Citigroup, Inc. (6.174% to 5-25-33, then Overnight SOFR + 2.661%) | &nbsp;&nbsp;6.174 | &nbsp;&nbsp;05-25-34 | 31736000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33879235 |
| Citigroup, Inc. (6.625% to 2-15-31, then 5 Year CMT + 3.001%) (E) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;02-15-31 | 27072000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27986523 |
| Citizens Financial Group, Inc. | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;04-30-30 | 4799000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4615592 |
| Citizens Financial Group, Inc. (5.253% to 3-5-30, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;5.253 | &nbsp;&nbsp;03-05-31 | 16694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17220903 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |  |  |
| Citizens Financial Group, Inc. (5.299% to 1-29-31, then 5 Year CMT + 1.450%) | &nbsp;&nbsp;5.299 | &nbsp;&nbsp;01-29-36 | 4770000 | $4835620 |
| Citizens Financial Group, Inc. (5.718% to 7-23-31, then Overnight SOFR + 1.910%) | &nbsp;&nbsp;5.718 | &nbsp;&nbsp;07-23-32 | 42895000 | 45187305 |
| Credit Agricole SA (C) | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;01-14-30 | 45566000 | 43806579 |
| Credit Agricole SA (5.862% to 1-9-35, then Overnight SOFR + 1.740%) (C) | &nbsp;&nbsp;5.862 | &nbsp;&nbsp;01-09-36 | 26511000 | 28178021 |
| Danske Bank A/S (5.019% to 3-4-30, then 1 Year CMT + 0.930%) (C) | &nbsp;&nbsp;5.019 | &nbsp;&nbsp;03-04-31 | 24614000 | 25304642 |
| Fifth Third Bancorp (4.772% to 7-28-29, then SOFR Compounded Index + 2.127%) | &nbsp;&nbsp;4.772 | &nbsp;&nbsp;07-28-30 | 10759000 | 10939267 |
| Fifth Third Bancorp (5.631% to 1-29-31, then Overnight SOFR + 1.840%) | &nbsp;&nbsp;5.631 | &nbsp;&nbsp;01-29-32 | 16334000 | 17229627 |
| Fifth Third Bancorp (3 month CME Term SOFR + 3.295%) (B)(E) | &nbsp;&nbsp;6.967 | &nbsp;&nbsp;03-29-26 | 16578000 | 16631879 |
| Fifth Third Financial Corp. (5.982% to 1-30-29, then Overnight SOFR + 2.155%) | &nbsp;&nbsp;5.982 | &nbsp;&nbsp;01-30-30 | 14597000 | 15300795 |
| First Citizens BancShares, Inc. (4.869% to 3-3-31, then Overnight SOFR + 1.487%) | &nbsp;&nbsp;4.869 | &nbsp;&nbsp;03-03-32 | 38535000 | 38427749 |
| First Citizens BancShares, Inc. (5.231% to 3-12-30, then Overnight SOFR + 1.410%) | &nbsp;&nbsp;5.231 | &nbsp;&nbsp;03-12-31 | 23298000 | 23725834 |
| First Citizens BancShares, Inc. (5.600% to 9-5-30, then 5 Year CMT + 1.850%) | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;09-05-35 | 24803000 | 24907580 |
| First Citizens BancShares, Inc. (7.000% to 12-15-30, then 5 Year CMT + 3.301%) (E) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;12-15-30 | 16705000 | 17198800 |
| First Horizon Corp. (5.514% to 3-7-30, then Overnight SOFR + 1.766%) | &nbsp;&nbsp;5.514 | &nbsp;&nbsp;03-07-31 | 15536000 | 16084733 |
| Huntington Bancshares, Inc. (5.272% to 1-15-30, then Overnight SOFR + 1.276%) | &nbsp;&nbsp;5.272 | &nbsp;&nbsp;01-15-31 | 15801000 | 16357125 |
| Huntington Bancshares, Inc. (6.141% to 11-18-34, then 5 Year CMT + 1.700%) | &nbsp;&nbsp;6.141 | &nbsp;&nbsp;11-18-39 | 8037000 | &nbsp;&nbsp;&nbsp;8440007 |
| Huntington Bancshares, Inc. (6.208% to 8-21-28, then Overnight SOFR + 2.020%) | &nbsp;&nbsp;6.208 | &nbsp;&nbsp;08-21-29 | 11001000 | 11553612 |
| Huntington Bancshares, Inc. (6.250% to 10-15-30, then 5 Year CMT + 2.653%) (E) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-15-30 | 11889000 | 11977002 |
| ING Groep NV (5.335% to 3-19-29, then Overnight SOFR + 1.440%) | &nbsp;&nbsp;5.335 | &nbsp;&nbsp;03-19-30 | 8229000 | &nbsp;&nbsp;&nbsp;8524803 |
| ING Groep NV (6.114% to 9-11-33, then Overnight SOFR + 2.090%) | &nbsp;&nbsp;6.114 | &nbsp;&nbsp;09-11-34 | 12140000 | 13225287 |
| JPMorgan Chase & Co. (4.347% to 1-22-31, then Overnight SOFR + 0.840%) | &nbsp;&nbsp;4.347 | &nbsp;&nbsp;01-22-32 | 15540000 | 15619790 |
| JPMorgan Chase & Co. (4.603% to 10-22-29, then Overnight SOFR + 1.040%) | &nbsp;&nbsp;4.603 | &nbsp;&nbsp;10-22-30 | 27533000 | 28041960 |
| JPMorgan Chase & Co. (4.995% to 7-22-29, then Overnight SOFR + 1.125%) | &nbsp;&nbsp;4.995 | &nbsp;&nbsp;07-22-30 | 27513000 | 28341952 |
| JPMorgan Chase & Co. (5.294% to 7-22-34, then Overnight SOFR + 1.460%) | &nbsp;&nbsp;5.294 | &nbsp;&nbsp;07-22-35 | 38906000 | 40401061 |
| JPMorgan Chase & Co. (5.502% to 1-24-35, then Overnight SOFR + 1.315%) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;01-24-36 | 25048000 | 26346688 |
| JPMorgan Chase & Co. (5.576% to 7-23-35, then Overnight SOFR + 1.635%) | &nbsp;&nbsp;5.576 | &nbsp;&nbsp;07-23-36 | 64788000 | 67379278 |
| JPMorgan Chase & Co. (5.581% to 4-22-29, then Overnight SOFR + 1.160%) | &nbsp;&nbsp;5.581 | &nbsp;&nbsp;04-22-30 | 15333000 | 16013930 |
| KeyCorp (5.121% to 4-4-30, then SOFR Compounded Index + 1.227%) (D) | &nbsp;&nbsp;5.121 | &nbsp;&nbsp;04-04-31 | 11623000 | 11923585 |
| KeyCorp (5.305% to 1-28-36, then Overnight SOFR + 1.367%) | &nbsp;&nbsp;5.305 | &nbsp;&nbsp;01-28-37 | 9784000 | &nbsp;&nbsp;&nbsp;9870595 |
| KeyCorp (6.401% to 3-6-34, then SOFR Compounded Index + 2.420%) | &nbsp;&nbsp;6.401 | &nbsp;&nbsp;03-06-35 | 9508000 | 10368949 |
| Lloyds Banking Group PLC (6.068% to 6-13-35, then 1 Year CMT + 1.600%) | &nbsp;&nbsp;6.068 | &nbsp;&nbsp;06-13-36 | 16228000 | 17059900 |
| Lloyds Banking Group PLC (6.625% to 9-27-35, then 5 Year CMT + 2.681%) (D)(E) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-27-35 | 18137000 | 18067212 |
| Lloyds Banking Group PLC (6.750% to 9-27-31, then 5 Year CMT + 3.150%) (D)(E) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-27-31 | 10944000 | 11340709 |
| M&T Bank Corp. (5.125% to 11-1-26, then 3 month CME Term SOFR + 3.782%) (E) | &nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-26 | 10483000 | 10493127 |
| M&T Bank Corp. (5.179% to 7-8-30, then Overnight SOFR + 1.400%) | &nbsp;&nbsp;5.179 | &nbsp;&nbsp;07-08-31 | 13227000 | 13659952 |
| M&T Bank Corp. (5.385% to 1-16-35, then Overnight SOFR + 1.610%) | &nbsp;&nbsp;5.385 | &nbsp;&nbsp;01-16-36 | 20806000 | 21392540 |
| M&T Bank Corp. (5.400% to 7-30-30, then 5 Year CMT + 1.430%) | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;07-30-35 | 23645000 | 23983948 |
| NatWest Group PLC (7.300% to 5-19-35, then 5 Year CMT + 2.937%) (E) | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-19-34 | 23904000 | 25377132 |
| NatWest Group PLC (8.125% to 5-10-34, then 5 Year CMT + 3.752%) (E) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;11-10-33 | 17995000 | 20294437 |
| Old National Bancorp (5.768% to 2-15-31, then 3 month CME Term SOFR + 2.200%) | &nbsp;&nbsp;5.768 | &nbsp;&nbsp;02-15-36 | 9436000 | &nbsp;&nbsp;&nbsp;9565728 |
| Pinnacle Bank (5.957% to 1-15-31, then 5 Year CMT + 2.300%) | &nbsp;&nbsp;5.957 | &nbsp;&nbsp;01-15-36 | 8531000 | &nbsp;&nbsp;&nbsp;8671865 |
| Popular, Inc. | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 23055000 | 24064602 |
| Regions Financial Corp. (5.502% to 9-6-34, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;5.502 | &nbsp;&nbsp;09-06-35 | 49670000 | 51483148 |
| Regions Financial Corp. (5.722% to 6-6-29, then Overnight SOFR + 1.490%) | &nbsp;&nbsp;5.722 | &nbsp;&nbsp;06-06-30 | 11176000 | 11708404 |
| Royal Bank of Canada (6.500% to 11-24-35, then 5 Year CMT + 2.462%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;11-24-85 | 38432000 | 38401704 |
| Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(E) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-18-30 | 20724000 | 20067524 |
| The PNC Financial Services Group, Inc. (4.812% to 10-21-31, then Overnight SOFR + 1.259%) | &nbsp;&nbsp;4.812 | &nbsp;&nbsp;10-21-32 | 26795000 | 27396638 |
| The PNC Financial Services Group, Inc. (5.575% to 1-29-35, then Overnight SOFR + 1.394%) | &nbsp;&nbsp;5.575 | &nbsp;&nbsp;01-29-36 | 15638000 | 16458524 |
| The PNC Financial Services Group, Inc. (5.939% to 8-18-33, then Overnight SOFR + 1.946%) | &nbsp;&nbsp;5.939 | &nbsp;&nbsp;08-18-34 | 17037000 | 18407636 |
| The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (E) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-30 | 19649000 | 20377408 |
| Truist Financial Corp. (5.153% to 8-5-31, then Overnight SOFR + 1.571%) | &nbsp;&nbsp;5.153 | &nbsp;&nbsp;08-05-32 | 25349000 | 26329847 |
| Truist Financial Corp. (5.867% to 6-8-33, then Overnight SOFR + 2.361%) | &nbsp;&nbsp;5.867 | &nbsp;&nbsp;06-08-34 | 52715000 | 56397023 |
| Truist Financial Corp. (6.123% to 10-28-32, then Overnight SOFR + 2.300%) | &nbsp;&nbsp;6.123 | &nbsp;&nbsp;10-28-33 | 18069000 | 19609483 |
| U.S. Bancorp (4.839% to 2-1-33, then Overnight SOFR + 1.600%) | &nbsp;&nbsp;4.839 | &nbsp;&nbsp;02-01-34 | 31165000 | 31624284 |
| U.S. Bancorp (5.083% to 5-15-30, then Overnight SOFR + 1.296%) | &nbsp;&nbsp;5.083 | &nbsp;&nbsp;05-15-31 | 18702000 | 19347216 |

---

12 JOHN HANCOCK 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)** |  |  |
| U.S. Bancorp (5.384% to 1-23-29, then Overnight SOFR + 1.560%) | &nbsp;&nbsp;5.384 | &nbsp;&nbsp;01-23-30 | 17689000 | $18349843 |
| U.S. Bancorp (5.836% to 6-10-33, then Overnight SOFR + 2.260%) | &nbsp;&nbsp;5.836 | &nbsp;&nbsp;06-12-34 | 28308000 | &nbsp;&nbsp;&nbsp;30404582 |
| Webster Financial Corp. (5.784% to 9-11-30, then 5 Year CMT + 2.125%) | &nbsp;&nbsp;5.784 | &nbsp;&nbsp;09-11-35 | 9485000 | &nbsp;&nbsp;&nbsp;&nbsp;9760179 |
| Wells Fargo & Company (3.350% to 3-2-32, then Overnight SOFR + 1.500%) | &nbsp;&nbsp;3.350 | &nbsp;&nbsp;03-02-33 | 81487000 | &nbsp;&nbsp;&nbsp;76521692 |
| Wells Fargo & Company (5.211% to 12-3-34, then Overnight SOFR + 1.380%) | &nbsp;&nbsp;5.211 | &nbsp;&nbsp;12-03-35 | 20211000 | &nbsp;&nbsp;&nbsp;20752752 |
| Wells Fargo & Company (5.244% to 1-24-30, then Overnight SOFR + 1.110%) | &nbsp;&nbsp;5.244 | &nbsp;&nbsp;01-24-31 | 13550000 | &nbsp;&nbsp;&nbsp;14057708 |
| Wells Fargo & Company (6.491% to 10-23-33, then Overnight SOFR + 2.060%) | &nbsp;&nbsp;6.491 | &nbsp;&nbsp;10-23-34 | 39088000 | &nbsp;&nbsp;&nbsp;43403193 |
| **Capital markets 2.7%** | **Capital markets 2.7%** | **Capital markets 2.7%** |  |  |
| Ares Strategic Income Fund (C) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;01-15-31 | 27301000 | &nbsp;&nbsp;&nbsp;26446961 |
| Ares Strategic Income Fund (C) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;09-09-28 | 11628000 | &nbsp;&nbsp;&nbsp;11627368 |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.600 | &nbsp;&nbsp;02-15-30 | 16058000 | &nbsp;&nbsp;&nbsp;15871088 |
| Ares Strategic Income Fund | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-28 | 3961000 | &nbsp;&nbsp;&nbsp;&nbsp;3992136 |
| Ares Strategic Income Fund (C) | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;09-09-30 | 21590000 | &nbsp;&nbsp;&nbsp;21442866 |
| Ares Strategic Income Fund | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;03-21-32 | 14392000 | &nbsp;&nbsp;&nbsp;14457755 |
| Ares Strategic Income Fund | &nbsp;&nbsp;6.350 | &nbsp;&nbsp;08-15-29 | 7430000 | &nbsp;&nbsp;&nbsp;&nbsp;7579502 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;09-10-30 | 22460000 | &nbsp;&nbsp;&nbsp;21704649 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-01-30 | 20737000 | &nbsp;&nbsp;&nbsp;20299065 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;07-16-29 | 14883000 | &nbsp;&nbsp;&nbsp;14996842 |
| Blackstone Private Credit Fund | &nbsp;&nbsp;7.300 | &nbsp;&nbsp;11-27-28 | 14584000 | &nbsp;&nbsp;&nbsp;15250493 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 20599000 | &nbsp;&nbsp;&nbsp;20404613 |
| Deutsche Bank AG (3.742% to 1-7-32, then Overnight SOFR + 2.257%) | &nbsp;&nbsp;3.742 | &nbsp;&nbsp;01-07-33 | 33620000 | &nbsp;&nbsp;&nbsp;31536820 |
| Deutsche Bank AG (4.469% to 12-10-30, then Overnight SOFR + 1.100%) | &nbsp;&nbsp;4.469 | &nbsp;&nbsp;12-10-31 | 8085000 | &nbsp;&nbsp;&nbsp;&nbsp;8131354 |
| Deutsche Bank AG (4.725% to 2-6-31, then Overnight SOFR + 1.135%) (D) | &nbsp;&nbsp;4.725 | &nbsp;&nbsp;02-06-32 | 19934000 | &nbsp;&nbsp;&nbsp;20104338 |
| Deutsche Bank AG (5.297% to 5-9-30, then Overnight SOFR + 1.720%) | &nbsp;&nbsp;5.297 | &nbsp;&nbsp;05-09-31 | 17563000 | &nbsp;&nbsp;&nbsp;18136488 |
| Deutsche Bank AG (6.819% to 11-20-28, then Overnight SOFR + 2.510%) | &nbsp;&nbsp;6.819 | &nbsp;&nbsp;11-20-29 | 8607000 | &nbsp;&nbsp;&nbsp;&nbsp;9166494 |
| HPS Corporate Lending Fund (C)(D) | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;04-02-29 | 7606000 | &nbsp;&nbsp;&nbsp;&nbsp;7546219 |
| HPS Corporate Lending Fund (C) | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;11-15-30 | 6738000 | &nbsp;&nbsp;&nbsp;&nbsp;6621169 |
| HPS Corporate Lending Fund | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-14-32 | 4107000 | &nbsp;&nbsp;&nbsp;&nbsp;4100237 |
| Intercontinental Exchange, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;03-15-33 | 12817000 | &nbsp;&nbsp;&nbsp;12985005 |
| Jefferies Financial Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;04-14-34 | 21856000 | &nbsp;&nbsp;&nbsp;22856878 |
| Lazard Group LLC | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;03-11-29 | 24845000 | &nbsp;&nbsp;&nbsp;24898932 |
| Macquarie Bank, Ltd. (C) | &nbsp;&nbsp;3.624 | &nbsp;&nbsp;06-03-30 | 15638000 | &nbsp;&nbsp;&nbsp;15158109 |
| Morgan Stanley (2.239% to 7-21-31, then Overnight SOFR + 1.178%) | &nbsp;&nbsp;2.239 | &nbsp;&nbsp;07-21-32 | 11913000 | &nbsp;&nbsp;&nbsp;10682343 |
| Morgan Stanley (2.484% to 9-16-31, then Overnight SOFR + 1.360%) | &nbsp;&nbsp;2.484 | &nbsp;&nbsp;09-16-36 | 38276000 | &nbsp;&nbsp;&nbsp;33887565 |
| Morgan Stanley (5.320% to 7-19-34, then Overnight SOFR + 1.555%) | &nbsp;&nbsp;5.320 | &nbsp;&nbsp;07-19-35 | 34299000 | &nbsp;&nbsp;&nbsp;35514908 |
| Morgan Stanley Private Bank NA (4.465% to 11-19-30, then Overnight SOFR + 1.020%) | &nbsp;&nbsp;4.465 | &nbsp;&nbsp;11-19-31 | 10841000 | &nbsp;&nbsp;&nbsp;10907725 |
| MSCI, Inc. (C) | &nbsp;&nbsp;3.625 | &nbsp;&nbsp;11-01-31 | 29573000 | &nbsp;&nbsp;&nbsp;27801612 |
| S&P Global, Inc. | &nbsp;&nbsp;2.900 | &nbsp;&nbsp;03-01-32 | 12817000 | &nbsp;&nbsp;&nbsp;11921236 |
| Sixth Street Lending Partners | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-30 | 8809000 | &nbsp;&nbsp;&nbsp;&nbsp;8844865 |
| Sixth Street Lending Partners | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-15-30 | 9086000 | &nbsp;&nbsp;&nbsp;&nbsp;9199238 |
| The Bank of New York Mellon Corp. (4.942% to 2-11-30, then Overnight SOFR + 0.887%) | &nbsp;&nbsp;4.942 | &nbsp;&nbsp;02-11-31 | 15839000 | &nbsp;&nbsp;&nbsp;16342044 |
| The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then Overnight SOFR + 1.281%) | &nbsp;&nbsp;2.615 | &nbsp;&nbsp;04-22-32 | 73028000 | &nbsp;&nbsp;&nbsp;67068184 |
| The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then Overnight SOFR + 1.264%) | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-21-32 | 25916000 | &nbsp;&nbsp;&nbsp;23601129 |
| UBS Group AG (5.428% to 2-8-29, then 1 Year CMT + 1.520%) (C) | &nbsp;&nbsp;5.428 | &nbsp;&nbsp;02-08-30 | 21163000 | &nbsp;&nbsp;&nbsp;21935474 |
| UBS Group AG (6.301% to 9-22-33, then 1 Year CMT + 2.000%) (C) | &nbsp;&nbsp;6.301 | &nbsp;&nbsp;09-22-34 | 16960000 | &nbsp;&nbsp;&nbsp;18601267 |
| UBS Group AG (6.625% to 7-8-31, then 5 Year SOFR ICE Swap Rate + 3.240%) (C)(E) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-08-31 | 21900000 | &nbsp;&nbsp;&nbsp;21941260 |
| UBS Group AG (7.000% to 8-10-30, then 5 Year SOFR ICE Swap Rate + 3.077%) (C)(E) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-10-30 | 13176000 | &nbsp;&nbsp;&nbsp;13461814 |
| UBS Group AG (7.125% to 2-10-35, then 5 Year SOFR ICE Swap Rate + 3.179%) (C)(E) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-10-34 | 17460000 | &nbsp;&nbsp;&nbsp;17887997 |
| UBS Group AG (9.250% to 11-13-33, then 5 Year CMT + 4.758%) (C)(E) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;11-13-33 | 17745000 | &nbsp;&nbsp;&nbsp;20752653 |
| **Consumer finance 0.5%** | **Consumer finance 0.5%** | **Consumer finance 0.5%** |  |  |
| Ally Financial, Inc. (5.548% to 7-31-32, then Overnight SOFR + 1.780%) | &nbsp;&nbsp;5.548 | &nbsp;&nbsp;07-31-33 | 25968000 | &nbsp;&nbsp;&nbsp;26199637 |
| Ally Financial, Inc. (5.737% to 5-15-28, then SOFR Compouned Index + 1.960%) | &nbsp;&nbsp;5.737 | &nbsp;&nbsp;05-15-29 | 12240000 | &nbsp;&nbsp;&nbsp;12567389 |
| Ally Financial, Inc. (6.184% to 7-26-34, then Overnight SOFR + 2.290%) | &nbsp;&nbsp;6.184 | &nbsp;&nbsp;07-26-35 | 16913000 | &nbsp;&nbsp;&nbsp;17458061 |
| Ally Financial, Inc. | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-01-31 | 21984000 | &nbsp;&nbsp;&nbsp;24949571 |
| Muthoot Finance, Ltd. (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-04-30 | 14624000 | &nbsp;&nbsp;&nbsp;14617132 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Consumer finance (continued)** | **Consumer finance (continued)** | **Consumer finance (continued)** |  |  |
| OneMain Finance Corp. | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 | 24894000 | &nbsp;&nbsp;&nbsp;$24968259 |
| PHH Escrow Issuer LLC (C) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 | 20062000 | &nbsp;&nbsp;&nbsp;&nbsp;20141827 |
| Trust Fibra Uno (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-13-34 | 7389000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8091694 |
| **Financial services 1.0%** | **Financial services 1.0%** | **Financial services 1.0%** |  |  |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.700 | &nbsp;&nbsp;07-29-31 | 20359000 | &nbsp;&nbsp;&nbsp;&nbsp;21019062 |
| Apollo Debt Solutions BDC | &nbsp;&nbsp;6.900 | &nbsp;&nbsp;04-13-29 | 34399000 | &nbsp;&nbsp;&nbsp;&nbsp;35762108 |
| Atlas Warehouse Lending Company LP (C) | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-33 | 7706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7659175 |
| Atlas Warehouse Lending Company LP (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-30 | 12771000 | &nbsp;&nbsp;&nbsp;&nbsp;13382919 |
| Block, Inc. (C) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 7753000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7854650 |
| Block, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 | 10054000 | &nbsp;&nbsp;&nbsp;&nbsp;10216734 |
| Citadel Finance LLC (C) | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;02-10-30 | 14992000 | &nbsp;&nbsp;&nbsp;&nbsp;15381670 |
| Enact Holdings, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;05-28-29 | 26149000 | &nbsp;&nbsp;&nbsp;&nbsp;27440522 |
| Freedom Mortgage Holdings LLC (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-31 | 20699000 | &nbsp;&nbsp;&nbsp;&nbsp;19964127 |
| Freedom Mortgage Holdings LLC (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 | 9951000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9808281 |
| ION Platform Finance US, Inc. (C) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-32 | 17306000 | &nbsp;&nbsp;&nbsp;&nbsp;13876278 |
| National Rural Utilities Cooperative Finance Corp. | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-32 | 3187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3828800 |
| NMI Holdings, Inc. | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-29 | 14495000 | &nbsp;&nbsp;&nbsp;&nbsp;15031895 |
| Radian Group, Inc. | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;05-15-29 | 18542000 | &nbsp;&nbsp;&nbsp;&nbsp;19466184 |
| Rocket Companies, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 18838000 | &nbsp;&nbsp;&nbsp;&nbsp;19469447 |
| Stonebriar ABF Issuer LLC (C) | &nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-30 | 20238000 | &nbsp;&nbsp;&nbsp;&nbsp;21276897 |
| TrueNoord Capital DAC (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;03-01-30 | 11278000 | &nbsp;&nbsp;&nbsp;&nbsp;11900264 |
| **Insurance 1.1%** | **Insurance 1.1%** | **Insurance 1.1%** |  |  |
| Asurion LLC (C) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-01-34 | 17103000 | &nbsp;&nbsp;&nbsp;&nbsp;17020335 |
| Athene Global Funding (C) | &nbsp;&nbsp;4.721 | &nbsp;&nbsp;10-08-29 | 12607000 | &nbsp;&nbsp;&nbsp;&nbsp;12613697 |
| Athene Global Funding (C) | &nbsp;&nbsp;5.322 | &nbsp;&nbsp;11-13-31 | 15698000 | &nbsp;&nbsp;&nbsp;&nbsp;15932746 |
| Athene Holding, Ltd. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;01-15-31 | 13549000 | &nbsp;&nbsp;&nbsp;&nbsp;12787542 |
| Athene Holding, Ltd. (6.625% to 10-15-34, then 5 Year CMT + 2.607%) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;10-15-54 | 10945000 | &nbsp;&nbsp;&nbsp;&nbsp;10519113 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-30-29 | 28228000 | &nbsp;&nbsp;&nbsp;&nbsp;28659111 |
| CNO Financial Group, Inc. | &nbsp;&nbsp;6.450 | &nbsp;&nbsp;06-15-34 | 11197000 | &nbsp;&nbsp;&nbsp;&nbsp;11673728 |
| CNO Global Funding (C) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-11-30 | 9918000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9938244 |
| GA Global Funding Trust (C) | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-18-30 | 29488000 | &nbsp;&nbsp;&nbsp;&nbsp;29013034 |
| GA Global Funding Trust (C) | &nbsp;&nbsp;5.200 | &nbsp;&nbsp;12-09-31 | 15549000 | &nbsp;&nbsp;&nbsp;&nbsp;15694167 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (C) | &nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 7765000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7431358 |
| Liberty Mutual Group, Inc. (4.125% to 12-15-26, then 5 Year CMT + 3.315%) (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;12-15-51 | 16041000 | &nbsp;&nbsp;&nbsp;&nbsp;15920665 |
| MassMutual Global Funding II (C) | &nbsp;&nbsp;4.350 | &nbsp;&nbsp;09-17-31 | 21167000 | &nbsp;&nbsp;&nbsp;&nbsp;21162237 |
| MetLife, Inc. (6.400% to 12-15-36, then 3 month CME Term SOFR + 2.467%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;12-15-36 | 25106000 | &nbsp;&nbsp;&nbsp;&nbsp;26268182 |
| Panther Escrow Issuer LLC (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 | 24225000 | &nbsp;&nbsp;&nbsp;&nbsp;24645207 |
| Reinsurance Group of America, Inc. (6.650% to 9-15-35, then 5 Year CMT + 2.392%) | &nbsp;&nbsp;6.650 | &nbsp;&nbsp;09-15-55 | 21606000 | &nbsp;&nbsp;&nbsp;&nbsp;22367093 |
| Teachers Insurance & Annuity Association of America (C) | &nbsp;&nbsp;4.270 | &nbsp;&nbsp;05-15-47 | 28664000 | &nbsp;&nbsp;&nbsp;&nbsp;24022278 |
| **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** | **Mortgage real estate investment trusts 0.1%** |  |  |
| Starwood Property Trust, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-30 | 15043000 | &nbsp;&nbsp;&nbsp;&nbsp;15391516 |
| **Health care 2.4%** | **Health care 2.4%** | **Health care 2.4%** |  | **673567758** |
| **Biotechnology 0.7%** | **Biotechnology 0.7%** | **Biotechnology 0.7%** |  |  |
| AbbVie, Inc. (A) | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;03-15-33 | 24363000 | &nbsp;&nbsp;&nbsp;&nbsp;24465194 |
| AbbVie, Inc. | &nbsp;&nbsp;5.050 | &nbsp;&nbsp;03-15-34 | 50614000 | &nbsp;&nbsp;&nbsp;&nbsp;52546022 |
| Amgen, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;03-02-33 | 84296000 | &nbsp;&nbsp;&nbsp;&nbsp;88264208 |
| Amgen, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-02-53 | 31273000 | &nbsp;&nbsp;&nbsp;&nbsp;31217284 |
| **Health care equipment and supplies 0.4%** | **Health care equipment and supplies 0.4%** | **Health care equipment and supplies 0.4%** |  |  |
| Abbott Laboratories (A) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;03-15-33 | 70059000 | &nbsp;&nbsp;&nbsp;&nbsp;69989223 |
| Medtronic Global Holdings SCA | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-30-33 | 12821000 | &nbsp;&nbsp;&nbsp;&nbsp;12953317 |
| Solventum Corp. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;03-13-31 | 35946000 | &nbsp;&nbsp;&nbsp;&nbsp;37705963 |
| **Health care providers and services 0.8%** | **Health care providers and services 0.8%** | **Health care providers and services 0.8%** |  |  |
| Centene Corp. | &nbsp;&nbsp;3.000 | &nbsp;&nbsp;10-15-30 | 18714000 | &nbsp;&nbsp;&nbsp;&nbsp;16853958 |
| Centene Corp. | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;02-15-30 | 12265000 | &nbsp;&nbsp;&nbsp;&nbsp;11373260 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |
| **Health care providers and services (continued)** | **Health care providers and services (continued)** | **Health care providers and services (continued)** |  |  |
| CVS Health Corp. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;09-15-32 | 26500000 | &nbsp;&nbsp;&nbsp;$27188553 |
| DaVita, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 14099000 | &nbsp;&nbsp;&nbsp;&nbsp;13801885 |
| Fresenius Medical Care US Finance III, Inc. (C) | &nbsp;&nbsp;2.375 | &nbsp;&nbsp;02-16-31 | 41717000 | &nbsp;&nbsp;&nbsp;&nbsp;37691493 |
| HCA, Inc. | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;11-15-30 | 8117000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8132560 |
| HCA, Inc. | &nbsp;&nbsp;4.600 | &nbsp;&nbsp;11-15-32 | 12480000 | &nbsp;&nbsp;&nbsp;&nbsp;12500301 |
| HCA, Inc. | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;04-01-31 | 21341000 | &nbsp;&nbsp;&nbsp;&nbsp;22348105 |
| Horizon Mutual Holdings, Inc. (C) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;11-15-34 | 26869000 | &nbsp;&nbsp;&nbsp;&nbsp;26741201 |
| Tenet Healthcare Corp. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-15-32 | 28000000 | &nbsp;&nbsp;&nbsp;&nbsp;28348096 |
| Universal Health Services, Inc. | &nbsp;&nbsp;2.650 | &nbsp;&nbsp;10-15-30 | 29581000 | &nbsp;&nbsp;&nbsp;&nbsp;27228101 |
| **Life sciences tools and services 0.1%** | **Life sciences tools and services 0.1%** | **Life sciences tools and services 0.1%** |  |  |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;4.473 | &nbsp;&nbsp;10-07-32 | 12872000 | &nbsp;&nbsp;&nbsp;&nbsp;13017516 |
| **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** | **Pharmaceuticals 0.4%** |  |  |
| Endo Finance Holdings LP (C)(D) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 11518000 | &nbsp;&nbsp;&nbsp;&nbsp;12241250 |
| IQVIA, Inc. | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-29 | 11256000 | &nbsp;&nbsp;&nbsp;&nbsp;11830427 |
| Merck & Company, Inc. | &nbsp;&nbsp;4.450 | &nbsp;&nbsp;12-04-32 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;12989934 |
| Pfizer Investment Enterprises Pte, Ltd. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;05-19-33 | 12820000 | &nbsp;&nbsp;&nbsp;&nbsp;13086552 |
| Royalty Pharma PLC | &nbsp;&nbsp;5.150 | &nbsp;&nbsp;09-02-29 | 12789000 | &nbsp;&nbsp;&nbsp;&nbsp;13223830 |
| Teva Pharmaceutical Finance Company LLC | &nbsp;&nbsp;6.150 | &nbsp;&nbsp;02-01-36 | 4148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4393180 |
| Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;10-01-46 | 29678000 | &nbsp;&nbsp;&nbsp;&nbsp;22796253 |
| Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-30 | 19889000 | &nbsp;&nbsp;&nbsp;&nbsp;20640092 |
| **Industrials 3.4%** | **Industrials 3.4%** | **Industrials 3.4%** |  | **937578851** |
| **Aerospace and defense 0.5%** | **Aerospace and defense 0.5%** | **Aerospace and defense 0.5%** |  |  |
| DAE Funding LLC (C) | &nbsp;&nbsp;4.950 | &nbsp;&nbsp;01-15-33 | 31221000 | &nbsp;&nbsp;&nbsp;&nbsp;31035393 |
| Efesto Bidco SpA Efesto US LLC (C) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-32 | 15969000 | &nbsp;&nbsp;&nbsp;&nbsp;16351729 |
| Lockheed Martin Corp. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;01-15-33 | 15344000 | &nbsp;&nbsp;&nbsp;&nbsp;16333176 |
| The Boeing Company | &nbsp;&nbsp;6.528 | &nbsp;&nbsp;05-01-34 | 71325000 | &nbsp;&nbsp;&nbsp;&nbsp;79967937 |
| **Building products 0.2%** | **Building products 0.2%** | **Building products 0.2%** |  |  |
| Advanced Drainage Systems, Inc. (C) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-34 | 6985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7038225 |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 19875000 | &nbsp;&nbsp;&nbsp;&nbsp;18955175 |
| Builders FirstSource, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-34 | 18905000 | &nbsp;&nbsp;&nbsp;&nbsp;19472452 |
| **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** | **Commercial services and supplies 0.2%** |  |  |
| Cimpress PLC (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 16636000 | &nbsp;&nbsp;&nbsp;&nbsp;16736332 |
| Garda World Security Corp. (C) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-31 | 13917000 | &nbsp;&nbsp;&nbsp;&nbsp;14297825 |
| GFL Environmental Holdings US, Inc. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;02-01-34 | 8344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8374013 |
| Waste Management, Inc. | &nbsp;&nbsp;4.150 | &nbsp;&nbsp;04-15-32 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;12844007 |
| **Construction and engineering 0.1%** | **Construction and engineering 0.1%** | **Construction and engineering 0.1%** |  |  |
| CIMIC Finance USA Pty, Ltd. (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-25-34 | 11856000 | &nbsp;&nbsp;&nbsp;&nbsp;13052974 |
| MasTec, Inc. | &nbsp;&nbsp;5.900 | &nbsp;&nbsp;06-15-29 | 11974000 | &nbsp;&nbsp;&nbsp;&nbsp;12567791 |
| Williams Scotsman, Inc. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 8679000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8964947 |
| **Ground transportation 0.0%** | **Ground transportation 0.0%** | **Ground transportation 0.0%** |  |  |
| Union Pacific Corp. | &nbsp;&nbsp;2.800 | &nbsp;&nbsp;02-14-32 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;11929040 |
| **Industrial conglomerates 0.1%** | **Industrial conglomerates 0.1%** | **Industrial conglomerates 0.1%** |  |  |
| Honeywell International, Inc. | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-33 | 12842000 | &nbsp;&nbsp;&nbsp;&nbsp;13396447 |
| **Machinery 0.2%** | **Machinery 0.2%** | **Machinery 0.2%** |  |  |
| Flowserve Corp. | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;10-01-30 | 13285000 | &nbsp;&nbsp;&nbsp;&nbsp;12820400 |
| JB Poindexter & Company, Inc. (C) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-15-31 | 18495000 | &nbsp;&nbsp;&nbsp;&nbsp;19148983 |
| Weir Group, Inc. (C) | &nbsp;&nbsp;5.350 | &nbsp;&nbsp;05-06-30 | 13839000 | &nbsp;&nbsp;&nbsp;&nbsp;14327907 |
| **Passenger airlines 1.5%** | **Passenger airlines 1.5%** | **Passenger airlines 1.5%** |  |  |
| American Airlines 2016-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.100 | &nbsp;&nbsp;01-15-28 | 22338251 | &nbsp;&nbsp;&nbsp;&nbsp;22130954 |
| American Airlines 2016-3 Class A Pass Through Trust | &nbsp;&nbsp;3.250 | &nbsp;&nbsp;10-15-28 | 3903794 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3764351 |
| American Airlines 2017-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;02-15-29 | 14383288 | &nbsp;&nbsp;&nbsp;&nbsp;14012296 |
| American Airlines 2017-1 Class AA Pass Through Trust (D) | &nbsp;&nbsp;3.650 | &nbsp;&nbsp;02-15-29 | 16235608 | &nbsp;&nbsp;&nbsp;&nbsp;16043805 |
| American Airlines 2017-2 Class A Pass Through Trust | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;10-15-29 | 11136640 | &nbsp;&nbsp;&nbsp;&nbsp;10646840 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Passenger airlines (continued)** | **Passenger airlines (continued)** | **Passenger airlines (continued)** |  |  |
| American Airlines 2019-1 Class A Pass Through Trust | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;02-15-32 | 27529986 | &nbsp;&nbsp;&nbsp;$25734616 |
| American Airlines 2019-1 Class AA Pass Through Trust | &nbsp;&nbsp;3.150 | &nbsp;&nbsp;02-15-32 | 19985883 | &nbsp;&nbsp;&nbsp;&nbsp;19124963 |
| American Airlines 2019-1 Class B Pass Through Trust | &nbsp;&nbsp;3.850 | &nbsp;&nbsp;02-15-28 | 9213112 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9046251 |
| American Airlines 2021-1 Class A Pass Through Trust | &nbsp;&nbsp;2.875 | &nbsp;&nbsp;07-11-34 | 33777029 | &nbsp;&nbsp;&nbsp;&nbsp;31142381 |
| American Airlines 2021-1 Class B Pass Through Trust | &nbsp;&nbsp;3.950 | &nbsp;&nbsp;07-11-30 | 18288815 | &nbsp;&nbsp;&nbsp;&nbsp;17769321 |
| American Airlines 2025-1 Class A Pass Through Trust | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;05-11-38 | 23400000 | &nbsp;&nbsp;&nbsp;&nbsp;23480704 |
| American Airlines 2025-1 Class B Pass Through Trust | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-11-34 | 8181000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8377007 |
| Azul Secured Finance LLP (C) | &nbsp;&nbsp;9.875 | &nbsp;&nbsp;02-15-31 | 10454000 | &nbsp;&nbsp;&nbsp;&nbsp;10519338 |
| British Airways 2018-1 Class A Pass Through Trust (C) | &nbsp;&nbsp;4.125 | &nbsp;&nbsp;09-20-31 | 4600728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4498607 |
| Delta Air Lines, Inc. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-10-30 | 11944000 | &nbsp;&nbsp;&nbsp;&nbsp;12316921 |
| JetBlue 2019-1 Class AA Pass Through Trust (D) | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-15-32 | 26839748 | &nbsp;&nbsp;&nbsp;&nbsp;24342457 |
| JetBlue 2020-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.000 | &nbsp;&nbsp;11-15-32 | 8525913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235470 |
| United Airlines 2016-1 Class A Pass Through Trust | &nbsp;&nbsp;3.450 | &nbsp;&nbsp;07-07-28 | 18358078 | &nbsp;&nbsp;&nbsp;&nbsp;17957572 |
| United Airlines 2019-1 Class A Pass Through Trust (D) | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;08-25-31 | 17570552 | &nbsp;&nbsp;&nbsp;&nbsp;17241718 |
| United Airlines 2020-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-15-27 | 7739661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7925681 |
| United Airlines 2023-1 Class A Pass Through Trust | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-36 | 38036932 | &nbsp;&nbsp;&nbsp;&nbsp;40359011 |
| United Airlines 2024-1 Class A Pass Through Trust | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-15-37 | 19412319 | &nbsp;&nbsp;&nbsp;&nbsp;20081411 |
| United Airlines 2024-1 Class AA Pass Through Trust | &nbsp;&nbsp;5.450 | &nbsp;&nbsp;02-15-37 | 24382635 | &nbsp;&nbsp;&nbsp;&nbsp;25497183 |
| United Airlines Holdings, Inc. | &nbsp;&nbsp;4.875 | &nbsp;&nbsp;03-01-29 | 15796000 | &nbsp;&nbsp;&nbsp;&nbsp;15909940 |
| United Airlines Holdings, Inc. | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;03-01-31 | 11827000 | &nbsp;&nbsp;&nbsp;&nbsp;12058331 |
| United Airlines, Inc. (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;04-15-29 | 6837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6831839 |
| **Trading companies and distributors 0.5%** | **Trading companies and distributors 0.5%** | **Trading companies and distributors 0.5%** |  |  |
| AerCap Ireland Capital DAC | &nbsp;&nbsp;3.300 | &nbsp;&nbsp;01-30-32 | 74435000 | &nbsp;&nbsp;&nbsp;&nbsp;69559546 |
| AerCap Ireland Capital DAC (6.500% to 1-31-31, then 5 Year CMT + 2.441%) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-31-56 | 13704000 | &nbsp;&nbsp;&nbsp;&nbsp;14206676 |
| Ashtead Capital, Inc. (C) | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;05-30-33 | 31502000 | &nbsp;&nbsp;&nbsp;&nbsp;32962213 |
| BlueLinx Holdings, Inc. (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-29 | 18345000 | &nbsp;&nbsp;&nbsp;&nbsp;18091663 |
| Wesco Distribution, Inc. (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;04-15-34 | 11588000 | &nbsp;&nbsp;&nbsp;&nbsp;11677923 |
| **Transportation infrastructure 0.1%** | **Transportation infrastructure 0.1%** | **Transportation infrastructure 0.1%** |  |  |
| Aeropuertos Dominicanos Siglo XXI SA (C) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-30-34 | 13840000 | &nbsp;&nbsp;&nbsp;&nbsp;14618500 |
| Corp Quiport SA (C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;12-15-37 | 3477000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3798609 |
| **Information technology 2.8%** | **Information technology 2.8%** | **Information technology 2.8%** |  | **781969889** |
| **Communications equipment 0.2%** | **Communications equipment 0.2%** | **Communications equipment 0.2%** |  |  |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.300 | &nbsp;&nbsp;11-15-30 | 34687000 | &nbsp;&nbsp;&nbsp;&nbsp;31913004 |
| Motorola Solutions, Inc. | &nbsp;&nbsp;2.750 | &nbsp;&nbsp;05-24-31 | 27187000 | &nbsp;&nbsp;&nbsp;&nbsp;25209965 |
| **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** |  |  |
| Amphenol Corp. | &nbsp;&nbsp;4.400 | &nbsp;&nbsp;02-15-33 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;12848541 |
| Jabil, Inc. | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-01-33 | 11680000 | &nbsp;&nbsp;&nbsp;&nbsp;11637278 |
| TD SYNNEX Corp. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;10-10-35 | 25018000 | &nbsp;&nbsp;&nbsp;&nbsp;24941731 |
| **IT services 0.1%** | **IT services 0.1%** | **IT services 0.1%** |  |  |
| CoreWeave, Inc. (C) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 17349000 | &nbsp;&nbsp;&nbsp;&nbsp;16739465 |
| CoreWeave, Inc. (C) | &nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 13285000 | &nbsp;&nbsp;&nbsp;&nbsp;13011991 |
| **Semiconductors and semiconductor equipment 1.4%** | **Semiconductors and semiconductor equipment 1.4%** | **Semiconductors and semiconductor equipment 1.4%** |  |  |
| Broadcom, Inc. | &nbsp;&nbsp;3.419 | &nbsp;&nbsp;04-15-33 | 63857000 | &nbsp;&nbsp;&nbsp;&nbsp;59811552 |
| Broadcom, Inc. | &nbsp;&nbsp;4.550 | &nbsp;&nbsp;02-15-32 | 7715000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7819196 |
| Broadcom, Inc. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;02-15-36 | 24725000 | &nbsp;&nbsp;&nbsp;&nbsp;24786041 |
| Broadcom, Inc. | &nbsp;&nbsp;4.900 | &nbsp;&nbsp;07-15-32 | 34889000 | &nbsp;&nbsp;&nbsp;&nbsp;35934673 |
| Foundry JV Holdco LLC (C) | &nbsp;&nbsp;6.100 | &nbsp;&nbsp;01-25-36 | 30959000 | &nbsp;&nbsp;&nbsp;&nbsp;33052793 |
| Foundry JV Holdco LLC (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-25-35 | 43363000 | &nbsp;&nbsp;&nbsp;&nbsp;46688273 |
| Kioxia Holdings Corp. (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;07-24-33 | 34888000 | &nbsp;&nbsp;&nbsp;&nbsp;36767072 |
| KLA Corp. | &nbsp;&nbsp;4.650 | &nbsp;&nbsp;07-15-32 | 12861000 | &nbsp;&nbsp;&nbsp;&nbsp;13189615 |
| Marvell Technology, Inc. | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;09-15-33 | 12884000 | &nbsp;&nbsp;&nbsp;&nbsp;13841661 |
| Micron Technology, Inc. | &nbsp;&nbsp;2.703 | &nbsp;&nbsp;04-15-32 | 23367000 | &nbsp;&nbsp;&nbsp;&nbsp;21362974 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;01-15-31 | 20240000 | &nbsp;&nbsp;&nbsp;&nbsp;21257905 |
| Micron Technology, Inc. | &nbsp;&nbsp;5.650 | &nbsp;&nbsp;11-01-32 | 20200000 | &nbsp;&nbsp;&nbsp;&nbsp;21531269 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |  |
| **Semiconductors and semiconductor equipment (continued)** | **Semiconductors and semiconductor equipment (continued)** | **Semiconductors and semiconductor equipment (continued)** |  |  |
| Micron Technology, Inc. | &nbsp;&nbsp;5.800 | &nbsp;&nbsp;01-15-35 | 16569000 | &nbsp;&nbsp;&nbsp;$17743893 |
| Qorvo, Inc. (C) | &nbsp;&nbsp;3.375 | &nbsp;&nbsp;04-01-31 | 20967000 | &nbsp;&nbsp;&nbsp;&nbsp;19323661 |
| Qorvo, Inc. | &nbsp;&nbsp;4.375 | &nbsp;&nbsp;10-15-29 | 14000000 | &nbsp;&nbsp;&nbsp;&nbsp;13781192 |
| **Software 0.4%** | **Software 0.4%** | **Software 0.4%** |  |  |
| Cloud Software Group, Inc. (C)(D) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 | 7925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7479586 |
| Cloud Software Group, Inc. (C) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 7519000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7525299 |
| Oracle Corp. | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;09-27-34 | 18100000 | &nbsp;&nbsp;&nbsp;&nbsp;17009635 |
| Oracle Corp. | &nbsp;&nbsp;4.800 | &nbsp;&nbsp;09-26-32 | 15515000 | &nbsp;&nbsp;&nbsp;&nbsp;15160098 |
| Oracle Corp. | &nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-03-32 | 12978000 | &nbsp;&nbsp;&nbsp;&nbsp;13028406 |
| Oracle Corp. | &nbsp;&nbsp;5.550 | &nbsp;&nbsp;02-06-53 | 41479000 | &nbsp;&nbsp;&nbsp;&nbsp;34493807 |
| Oracle Corp. | &nbsp;&nbsp;5.700 | &nbsp;&nbsp;02-04-36 | 19211000 | &nbsp;&nbsp;&nbsp;&nbsp;19221760 |
| WULF Compute LLC (C) | &nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 8011000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8483761 |
| **Technology hardware, storage and peripherals 0.5%** | **Technology hardware, storage and peripherals 0.5%** | **Technology hardware, storage and peripherals 0.5%** |  |  |
| CDW LLC | &nbsp;&nbsp;5.100 | &nbsp;&nbsp;03-01-30 | 5574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5660835 |
| Dell International LLC | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-31 | 32551000 | &nbsp;&nbsp;&nbsp;&nbsp;32709049 |
| Dell International LLC | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-06-32 | 26775000 | &nbsp;&nbsp;&nbsp;&nbsp;27025466 |
| Dell International LLC | &nbsp;&nbsp;5.300 | &nbsp;&nbsp;04-01-32 | 27215000 | &nbsp;&nbsp;&nbsp;&nbsp;28264238 |
| Dell International LLC | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;04-15-34 | 41258000 | &nbsp;&nbsp;&nbsp;&nbsp;42714204 |
| **Materials 1.0%** | **Materials 1.0%** | **Materials 1.0%** |  | **271496786** |
| **Construction materials 0.3%** | **Construction materials 0.3%** | **Construction materials 0.3%** |  |  |
| Cemex SAB de CV (C) | &nbsp;&nbsp;3.875 | &nbsp;&nbsp;07-11-31 | 19259000 | &nbsp;&nbsp;&nbsp;&nbsp;18468462 |
| JH North America Holdings, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;01-31-31 | 5099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5207670 |
| JH North America Holdings, Inc. (C) | &nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-31-32 | 18533000 | &nbsp;&nbsp;&nbsp;&nbsp;19021419 |
| Quikrete Holdings, Inc. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 14719000 | &nbsp;&nbsp;&nbsp;&nbsp;15297427 |
| Standard Building Solutions, Inc. (C) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 18582000 | &nbsp;&nbsp;&nbsp;&nbsp;18536706 |
| Standard Building Solutions, Inc. (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-01-33 | 14302000 | &nbsp;&nbsp;&nbsp;&nbsp;14568761 |
| **Containers and packaging 0.2%** | **Containers and packaging 0.2%** | **Containers and packaging 0.2%** |  |  |
| Ardagh Metal Packaging Finance USA LLC (C) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-30-31 | 14157000 | &nbsp;&nbsp;&nbsp;&nbsp;14489888 |
| Clydesdale Acquisition Holdings, Inc. (C) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 15359000 | &nbsp;&nbsp;&nbsp;&nbsp;15594453 |
| Graphic Packaging International LLC (C) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-01-29 | 14380000 | &nbsp;&nbsp;&nbsp;&nbsp;13752442 |
| Toucan FinCo, Ltd. (C) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-15-30 | 18355000 | &nbsp;&nbsp;&nbsp;&nbsp;17415709 |
| **Metals and mining 0.5%** | **Metals and mining 0.5%** | **Metals and mining 0.5%** |  |  |
| Alcoa Nederland Holding BV (C) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-31 | 3340000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531138 |
| CSN Islands XI Corp. (C) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-28-28 | 7139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6183783 |
| CSN Resources SA (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-10-31 | 32645000 | &nbsp;&nbsp;&nbsp;&nbsp;22921328 |
| First Quantum Minerals, Ltd. (C) | &nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-15-36 | 9651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681186 |
| First Quantum Minerals, Ltd. (C) | &nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-34 | 6436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6739206 |
| First Quantum Minerals, Ltd. (C) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;03-01-33 | 11088000 | &nbsp;&nbsp;&nbsp;&nbsp;11837726 |
| First Quantum Minerals, Ltd. (C) | &nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-31 | 5845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6125996 |
| Freeport-McMoRan, Inc. | &nbsp;&nbsp;5.400 | &nbsp;&nbsp;11-14-34 | 16728000 | &nbsp;&nbsp;&nbsp;&nbsp;17502222 |
| Novelis Corp. (C) | &nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 21975000 | &nbsp;&nbsp;&nbsp;&nbsp;21296076 |
| Rio Tinto Finance USA PLC | &nbsp;&nbsp;5.000 | &nbsp;&nbsp;03-14-32 | 12821000 | &nbsp;&nbsp;&nbsp;&nbsp;13325188 |
| **Real estate 1.1%** | **Real estate 1.1%** | **Real estate 1.1%** |  | **312201685** |
| **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** | **Hotel and resort REITs 0.1%** |  |  |
| RHP Hotel Properties LP (C) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-15-34 | 5769000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5811091 |
| XHR LP (C) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 | 12900000 | &nbsp;&nbsp;&nbsp;&nbsp;13376539 |
| **Industrial REITs 0.2%** | **Industrial REITs 0.2%** | **Industrial REITs 0.2%** |  |  |
| FIBRA Prologis (C) | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;11-26-35 | 12823000 | &nbsp;&nbsp;&nbsp;&nbsp;12996111 |
| Prologis Targeted U.S. Logistics Fund LP (C) | &nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-31 | 13885000 | &nbsp;&nbsp;&nbsp;&nbsp;13905908 |
| Prologis Targeted U.S. Logistics Fund LP (C) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-33 | 24655000 | &nbsp;&nbsp;&nbsp;&nbsp;24606401 |
| Trust 2401 (C) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-13-34 | 18303000 | &nbsp;&nbsp;&nbsp;&nbsp;20200106 |
| **Office REITs 0.0%** | **Office REITs 0.0%** | **Office REITs 0.0%** |  |  |
| Vornado Realty LP | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-33 | 10254000 | &nbsp;&nbsp;&nbsp;&nbsp;10403841 |

---

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

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** | **Real estate (continued)** |  |  |
| **Real estate management and development 0.1%** | **Real estate management and development 0.1%** | **Real estate management and development 0.1%** |  |  |
| CoStar Group, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;2.800 | &nbsp;&nbsp;07-15-30 | 30695000 | &nbsp;&nbsp;&nbsp;$28216081 |
| **Specialized REITs 0.7%** | **Specialized REITs 0.7%** | **Specialized REITs 0.7%** |  |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.700 | &nbsp;&nbsp;12-15-32 | 19070000 | &nbsp;&nbsp;&nbsp;&nbsp;19289421 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.550 | &nbsp;&nbsp;07-15-33 | 16404000 | &nbsp;&nbsp;&nbsp;&nbsp;17321921 |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;03-15-33 | 16411000 | &nbsp;&nbsp;&nbsp;&nbsp;17439844 |
| Iron Mountain Information Management Services, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 15877000 | &nbsp;&nbsp;&nbsp;&nbsp;15361798 |
| Iron Mountain, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-30 | 11122000 | &nbsp;&nbsp;&nbsp;&nbsp;11066326 |
| Millrose Properties, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-30 | 23450000 | &nbsp;&nbsp;&nbsp;&nbsp;24057355 |
| Uniti Group LP (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 8562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8327250 |
| VICI Properties LP (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-29 | 13041000 | &nbsp;&nbsp;&nbsp;&nbsp;12854796 |
| VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-15-31 | 31437000 | &nbsp;&nbsp;&nbsp;&nbsp;32007220 |
| VICI Properties LP | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-15-32 | 24607000 | &nbsp;&nbsp;&nbsp;&nbsp;24959676 |
| **Utilities 3.2%** | **Utilities 3.2%** | **Utilities 3.2%** |  | **894437145** |
| **Electric utilities 2.0%** | **Electric utilities 2.0%** | **Electric utilities 2.0%** |  |  |
| American Electric Power Company, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-33 | 5856000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6211900 |
| American Electric Power Company, Inc. (5.800% to 3-15-31, then 5 Year CMT + 2.128%) | &nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;03-15-56 | 12976000 | &nbsp;&nbsp;&nbsp;&nbsp;13039102 |
| American Electric Power Company, Inc. (6.050% to 3-15-36, then 5 Year CMT + 1.940%) | &nbsp;&nbsp;&nbsp;&nbsp;6.050 | &nbsp;&nbsp;03-15-56 | 6274000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6296053 |
| Atlantica Transmision Sur SA (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-30-43 | 5277335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5666380 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.400 | &nbsp;&nbsp;01-15-31 | 12237000 | &nbsp;&nbsp;&nbsp;&nbsp;12320598 |
| Constellation Energy Generation LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-53 | 12254000 | &nbsp;&nbsp;&nbsp;&nbsp;13520825 |
| Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;09-15-33 | 21211000 | &nbsp;&nbsp;&nbsp;&nbsp;22663028 |
| Electricite de France SA (C)(D) | &nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;04-22-29 | 31320000 | &nbsp;&nbsp;&nbsp;&nbsp;32811549 |
| Electricite de France SA (9.125% to 6-15-33, then 5 Year CMT + 5.411%) (C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;03-15-33 | 26482000 | &nbsp;&nbsp;&nbsp;&nbsp;31497267 |
| Entergy Corp. (5.875% to 6-15-31, then 5 Year CMT + 2.179%) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-56 | 26211000 | &nbsp;&nbsp;&nbsp;&nbsp;26337049 |
| Entergy Corp. (6.100% to 6-15-36, then 5 Year CMT + 2.013%) | &nbsp;&nbsp;&nbsp;&nbsp;6.100 | &nbsp;&nbsp;06-15-56 | 13106000 | &nbsp;&nbsp;&nbsp;&nbsp;13214636 |
| Exelon Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;03-15-31 | 9814000 | &nbsp;&nbsp;&nbsp;&nbsp;10225841 |
| Exelon Corp. (6.500% to 3-15-35, then 5 Year CMT + 1.975%) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-55 | 6199000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6487390 |
| Georgia Power Company | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;05-17-33 | 12817000 | &nbsp;&nbsp;&nbsp;&nbsp;13236288 |
| Israel Electric Corp., Ltd. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.633 | &nbsp;&nbsp;01-28-38 | 8012000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138093 |
| NextEra Energy Capital Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;2.440 | &nbsp;&nbsp;01-15-32 | 16615000 | &nbsp;&nbsp;&nbsp;&nbsp;14987872 |
| NextEra Energy Capital Holdings, Inc. (6.375% to 8-15-30, then 5 Year CMT + 2.053%) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-55 | 14359000 | &nbsp;&nbsp;&nbsp;&nbsp;14914492 |
| NextEra Energy Capital Holdings, Inc. (6.500% to 8-15-35, then 5 Year CMT + 1.979%) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-15-55 | 5170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5480851 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 14116000 | &nbsp;&nbsp;&nbsp;&nbsp;13324466 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-32 | 28310000 | &nbsp;&nbsp;&nbsp;&nbsp;26507368 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.450 | &nbsp;&nbsp;06-15-29 | 11997000 | &nbsp;&nbsp;&nbsp;&nbsp;12006571 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.407 | &nbsp;&nbsp;10-15-35 | 13244000 | &nbsp;&nbsp;&nbsp;&nbsp;13428356 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 | 11759000 | &nbsp;&nbsp;&nbsp;&nbsp;11920169 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-01-33 | 14286000 | &nbsp;&nbsp;&nbsp;&nbsp;14631914 |
| NRG Energy, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-33 | 33301000 | &nbsp;&nbsp;&nbsp;&nbsp;37059138 |
| NRG Energy, Inc. (10.250% to 3-15-28, then 5 Year CMT + 5.920%) (C)(E) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;03-15-28 | 15396000 | &nbsp;&nbsp;&nbsp;&nbsp;16949703 |
| Pacific Gas & Electric Company | &nbsp;&nbsp;&nbsp;&nbsp;5.800 | &nbsp;&nbsp;05-15-34 | 20265000 | &nbsp;&nbsp;&nbsp;&nbsp;21381244 |
| PacifiCorp (7.125% to 8-15-31, then 5 Year CMT + 3.292%) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-56 | 21541000 | &nbsp;&nbsp;&nbsp;&nbsp;21171259 |
| PacifiCorp (7.375% to 9-15-30, then 5 Year CMT + 3.319%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-55 | 19245000 | &nbsp;&nbsp;&nbsp;&nbsp;19490795 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-03-31 | 12710000 | &nbsp;&nbsp;&nbsp;&nbsp;12703079 |
| PG&E Corp. (6.850% to 9-15-31, then 5 Year CMT + 3.225%) | &nbsp;&nbsp;&nbsp;&nbsp;6.850 | &nbsp;&nbsp;09-15-56 | 13898000 | &nbsp;&nbsp;&nbsp;&nbsp;13875500 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 32984000 | &nbsp;&nbsp;&nbsp;&nbsp;34122047 |
| The Southern Company | &nbsp;&nbsp;&nbsp;&nbsp;5.700 | &nbsp;&nbsp;03-15-34 | 17092000 | &nbsp;&nbsp;&nbsp;&nbsp;18179849 |
| The Southern Company (6.375% to 3-15-35, then 5 Year CMT + 2.069%) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-55 | 23319000 | &nbsp;&nbsp;&nbsp;&nbsp;24396781 |
| **Gas utilities 0.0%** | **Gas utilities 0.0%** | **Gas utilities 0.0%** |  |  |
| AltaGas, Ltd. (7.200% to 10-15-34, then 5 Year CMT + 3.573%) (C) | &nbsp;&nbsp;&nbsp;&nbsp;7.200 | &nbsp;&nbsp;10-15-54 | 7104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7422344 |
| **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** | **Independent power and renewable electricity producers 0.5%** |  |  |
| AES Panama Generation Holdings SRL (C) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;05-31-30 | 18358390 | &nbsp;&nbsp;&nbsp;&nbsp;17477188 |
| Capital Power US Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;5.257 | &nbsp;&nbsp;06-01-28 | 10376000 | &nbsp;&nbsp;&nbsp;&nbsp;10588507 |
| Capital Power US Holdings, Inc. (C) | &nbsp;&nbsp;&nbsp;&nbsp;6.189 | &nbsp;&nbsp;06-01-35 | 17526000 | &nbsp;&nbsp;&nbsp;&nbsp;18490540 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities (continued)** | **Utilities (continued)** | **Utilities (continued)** |  |  |
| **Independent power and renewable electricity producers (continued)** | **Independent power and renewable electricity producers (continued)** | **Independent power and renewable electricity producers (continued)** |  |  |
| Vistra Corp. (8.000% to 10-15-26, then 5 Year CMT + 6.930%) (C)(E) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-15-26 | 7457000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$7579787 |
| Vistra Operations Company LLC (C) | &nbsp;&nbsp;4.300 | &nbsp;&nbsp;07-15-29 | 16948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16956429 |
| Vistra Operations Company LLC (C) | &nbsp;&nbsp;4.700 | &nbsp;&nbsp;01-31-31 | 9717000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9772595 |
| Vistra Operations Company LLC (C) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-34 | 21510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22803138 |
| Vistra Operations Company LLC (C) | &nbsp;&nbsp;6.950 | &nbsp;&nbsp;10-15-33 | 25047000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28078864 |
| **Multi-utilities 0.7%** | **Multi-utilities 0.7%** | **Multi-utilities 0.7%** |  |  |
| CenterPoint Energy, Inc. (5.950% to 4-1-31, then 5 Year CMT + 2.223%) (D) | &nbsp;&nbsp;5.950 | &nbsp;&nbsp;04-01-56 | 15711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15862815 |
| CenterPoint Energy, Inc. (6.850% to 2-15-35, then 5 Year CMT + 2.946%) (D) | &nbsp;&nbsp;6.850 | &nbsp;&nbsp;02-15-55 | 6250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6641588 |
| CenterPoint Energy, Inc. (7.000% to 2-15-30, then 5 Year CMT + 3.254%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-55 | 9814000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10314622 |
| Dominion Energy, Inc. (6.000% to 2-15-31, then 5 Year CMT + 2.262%) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;02-15-56 | 21064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21374757 |
| Dominion Energy, Inc. (6.200% to 2-15-36, then 5 Year CMT + 2.006%) | &nbsp;&nbsp;6.200 | &nbsp;&nbsp;02-15-56 | 25953000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26421633 |
| Dominion Energy, Inc. (6.875% to 2-1-30, then 5 Year CMT + 2.386%) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-55 | 16071000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16828024 |
| Dominion Energy, Inc. (7.000% to 6-1-34, then 5 Year CMT + 2.511%) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-01-54 | 9130000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9911355 |
| NiSource, Inc. | &nbsp;&nbsp;3.600 | &nbsp;&nbsp;05-01-30 | 8333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8174084 |
| NiSource, Inc. (5.750% to 7-15-31, then 5 Year CMT + 2.035%) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;07-15-56 | 20902000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21031258 |
| Sempra | &nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-01-33 | 16859000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17783335 |
| Sempra (6.400% to 10-1-34, then 5 Year CMT + 2.632%) | &nbsp;&nbsp;6.400 | &nbsp;&nbsp;10-01-54 | 19192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19580408 |
| WEC Energy Group, Inc. (5.625% to 5-15-31, then 5 Year CMT + 1.905%) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;05-15-56 | 13064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13146421 |
| **Municipal bonds 0.0%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$12316446** |
| (Cost $16,097,000) |  |  |  |  |
| Golden State Tobacco Securitization Corp. (California) | &nbsp;&nbsp;4.214 | &nbsp;&nbsp;06-01-50 | 16097000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12316446 |
| **Term loans (F) 0.2%** |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$59162575** |
| (Cost $59,154,563) |  |  |  |  |
| **Health care 0.0%** | **Health care 0.0%** | **Health care 0.0%** | **Health care 0.0%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459064 |
| **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** | **Pharmaceuticals 0.0%** |
| Endo Finance Holdings LP, 2024 1st Lien Term Loan (1 month CME Term SOFR + 3.750%) | &nbsp;&nbsp;7.423 | &nbsp;&nbsp;04-23-31 | 8456950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8459064 |
| **Industrials 0.1%** | **Industrials 0.1%** | **Industrials 0.1%** | **Industrials 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37370977 |
| **Commercial services and supplies 0.0%** | **Commercial services and supplies 0.0%** | **Commercial services and supplies 0.0%** | **Commercial services and supplies 0.0%** | **Commercial services and supplies 0.0%** |
| GFL ES US LLC, 2025 Term Loan B (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;6.273 | &nbsp;&nbsp;03-03-32 | 10969508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10974115 |
| **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** | **Trading companies and distributors 0.1%** |
| Gloves Buyer, Inc., 2025 Term Loan (1 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;7.673 | &nbsp;&nbsp;05-21-32 | 26529510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26396862 |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13332534 |
| **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** | **Construction materials 0.1%** |
| Quikrete Holdings, Inc., 2025 Term Loan B (1 month CME Term SOFR + 2.250%) | &nbsp;&nbsp;5.923 | &nbsp;&nbsp;02-10-32 | 13346148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13332534 |
| **Collateralized mortgage obligations 6.1%** | **Collateralized mortgage obligations 6.1%** |  |  | **$1670074865** |
| (Cost $1,897,396,013) |  |  |  |  |
| **Commercial and residential 5.1%** | **Commercial and residential 5.1%** | **Commercial and residential 5.1%** |  | &nbsp;&nbsp;**1395628953** |
| A&D Mortgage Trust | A&D Mortgage Trust | A&D Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (5.120% to 11-1-29, then 6.120% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;12826477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12875889 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;18086878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18119089 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;25746000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25745676 |
| Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC | Angel Oak Mortgage Trust LLC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-R1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-53 | &nbsp;&nbsp;&nbsp;&nbsp;3065764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956162 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;14452129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12593743 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;14041293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12406180 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3, Class A1 (4.800% to 2-1-28, then 5.800% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-26-68 | &nbsp;&nbsp;&nbsp;&nbsp;16392825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16411264 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-10, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;9367073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9397309 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;14293498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14343512 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;24469826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24475334 |
| Arroyo Mortgage Trust | Arroyo Mortgage Trust | Arroyo Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1R, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-48 | &nbsp;&nbsp;&nbsp;&nbsp;6786571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6250519 |
| Avenue of Americas | Avenue of Americas | Avenue of Americas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1301, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-11-42 | &nbsp;&nbsp;&nbsp;&nbsp;20472000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20958957 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| BAHA Trust | BAHA Trust | BAHA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-MAR, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-10-41 | &nbsp;&nbsp;&nbsp;&nbsp;27273000 | &nbsp;&nbsp;&nbsp;&nbsp;$28469221 |
| BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust | BAMLL Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BPR, Class ENM (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-32 | &nbsp;&nbsp;&nbsp;&nbsp;11565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10458390 |
| BANK5 | BANK5 | BANK5 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR18, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;18469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19189513 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5YR19, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;12387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12963996 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-5YR20, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7951000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8251070 |
| BBCMS Mortgage Trust | BBCMS Mortgage Trust | BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-C6, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7800547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7342716 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C29, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7133000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7373234 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C31, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C38, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;14728000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15305102 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-5C40, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;13004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13597609 |
| Benchmark Mortgage Trust | Benchmark Mortgage Trust | Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B12, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-52 | &nbsp;&nbsp;&nbsp;&nbsp;10857748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10553156 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-B13, Class A2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.889 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;13214186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12866870 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-V12, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;25071000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26413254 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-V20, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9792000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10212425 |
| BMO Mortgage Trust | BMO Mortgage Trust | BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5C8, Class A3 (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7823000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8206203 |
| BRAVO Residential Funding Trust | BRAVO Residential Funding Trust | BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4808943 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4583193 |
| BX Trust | BX Trust | BX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-OC11, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-09-41 | &nbsp;&nbsp;&nbsp;&nbsp;11006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10577014 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CLS, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-13-27 | &nbsp;&nbsp;&nbsp;&nbsp;19433000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19486478 |
| CENT Trust | CENT Trust | CENT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-CITY, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-10-40 | &nbsp;&nbsp;&nbsp;&nbsp;14258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14613460 |
| Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust | Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-SMRT, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-12-40 | &nbsp;&nbsp;&nbsp;&nbsp;20164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20784846 |
| COLT Mortgage Loan Trust | COLT Mortgage Loan Trust | COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;10067878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8654755 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-66 | &nbsp;&nbsp;&nbsp;&nbsp;14030909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12241039 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HX1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9945161 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8752392 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-6, Class A1 (5.529% to 7-1-29, then 6.529% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;10151305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10264771 |
| COLT Trust | COLT Trust | COLT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-RPL1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;27138126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23743279 |
| Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) | Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-COR3, Class XA IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-10-51 | &nbsp;&nbsp;&nbsp;&nbsp;220604545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700354 |
| Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates | Credit Suisse Mortgage Capital Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;10516670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9560433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7203294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6383617 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM6, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;17396585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15297876 |
| Cross Mortgage Trust | Cross Mortgage Trust | Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H8, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.003 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;13315916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13374985 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-H9, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;16128700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16200942 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;23610172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23603991 |
| Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust | Ellington Financial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757341 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.931 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;10165221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8794126 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-INV4, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9324123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9391168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;13652420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13675408 |
| Flagstar Mortgage Trust | Flagstar Mortgage Trust | Flagstar Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-51 | &nbsp;&nbsp;&nbsp;&nbsp;22439525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19233118 |
| GCAT Trust | GCAT Trust | GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.874 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5525214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5002660 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6767728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5956915 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.091 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;10574970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9458576 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM5, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;16867635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16930249 |
| GGP Trust | GGP Trust | GGP Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-TY, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-05-43 | &nbsp;&nbsp;&nbsp;&nbsp;20246000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20471822 |
| GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust | GS Mortgage-Backed Securities Trust |  |  |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.382 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-27-60 | &nbsp;&nbsp;&nbsp;&nbsp;1319549 | &nbsp;&nbsp;&nbsp;&nbsp;$1264349 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;3988288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3711581 |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;13378471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209476 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;13594756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209378 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;14404573 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165246 |
| Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust | Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SPRL, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-13-40 | &nbsp;&nbsp;&nbsp;&nbsp;22788000 | &nbsp;&nbsp;&nbsp;&nbsp;23759749 |
| Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust | Imperial Fund Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;6176322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5608064 |
| JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust | JPMorgan Chase Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-NNN, Class AFX (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-37 | &nbsp;&nbsp;&nbsp;&nbsp;15435000 | &nbsp;&nbsp;&nbsp;&nbsp;13891346 |
| MFA Trust | MFA Trust | MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;3577792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3380194 |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM10, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;11339798 | &nbsp;&nbsp;&nbsp;&nbsp;11402759 |
| Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust | Natixis Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-ALXA, Class C (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-43 | &nbsp;&nbsp;&nbsp;&nbsp;7402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6983646 |
| New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust | New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM6, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;19833310 | &nbsp;&nbsp;&nbsp;&nbsp;19975289 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;14510048 | &nbsp;&nbsp;&nbsp;&nbsp;14523615 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.743 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;10912444 | &nbsp;&nbsp;&nbsp;&nbsp;10960583 |
| NXPT Commercial Mortgage Trust | NXPT Commercial Mortgage Trust | NXPT Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-STOR, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-05-41 | &nbsp;&nbsp;&nbsp;&nbsp;15772000 | &nbsp;&nbsp;&nbsp;&nbsp;15757884 |
| NYMT Loan Trust | NYMT Loan Trust | NYMT Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-CP1, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;6007715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5706263 |
| OBX Trust | OBX Trust | OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-EXP2, Class A3 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;4136770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3617132 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;12847627 | &nbsp;&nbsp;&nbsp;&nbsp;10815132 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-NQM3, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;15604093 | &nbsp;&nbsp;&nbsp;&nbsp;13349759 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM18, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;7289312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7341495 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM19, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;14872070 | &nbsp;&nbsp;&nbsp;&nbsp;14917814 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM20, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;16586938 | &nbsp;&nbsp;&nbsp;&nbsp;16690302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM21, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;11278088 | &nbsp;&nbsp;&nbsp;&nbsp;11344416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-NQM23, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.872 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;20449455 | &nbsp;&nbsp;&nbsp;&nbsp;20540715 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-65 | &nbsp;&nbsp;&nbsp;&nbsp;13243189 | &nbsp;&nbsp;&nbsp;&nbsp;13282874 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-01-65 | &nbsp;&nbsp;&nbsp;&nbsp;28688433 | &nbsp;&nbsp;&nbsp;&nbsp;28764951 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-NQM3, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;24511000 | &nbsp;&nbsp;&nbsp;&nbsp;24500928 |
| PRKCM Trust | PRKCM Trust | PRKCM Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-AFC1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-61 | &nbsp;&nbsp;&nbsp;&nbsp;11494740 | &nbsp;&nbsp;&nbsp;&nbsp;11488624 |
| Progress Residential Trust | Progress Residential Trust | Progress Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;18327751 | &nbsp;&nbsp;&nbsp;&nbsp;17755482 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;14516862 | &nbsp;&nbsp;&nbsp;&nbsp;13979094 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;15741867 | &nbsp;&nbsp;&nbsp;&nbsp;15433505 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;10965000 | &nbsp;&nbsp;&nbsp;&nbsp;10837337 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-17-43 | &nbsp;&nbsp;&nbsp;&nbsp;14160000 | &nbsp;&nbsp;&nbsp;&nbsp;13813132 |
| Provident Funding Mortgage Trust | Provident Funding Mortgage Trust | Provident Funding Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-F1, Class A2 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-36 | &nbsp;&nbsp;&nbsp;&nbsp;15908201 | &nbsp;&nbsp;&nbsp;&nbsp;14524351 |
| ROCK Trust | ROCK Trust | ROCK Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;21363000 | &nbsp;&nbsp;&nbsp;&nbsp;22109778 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-CNTR, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.109 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-13-41 | &nbsp;&nbsp;&nbsp;&nbsp;26521000 | &nbsp;&nbsp;&nbsp;&nbsp;28003906 |
| SLG Office Trust | SLG Office Trust | SLG Office Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-OVA, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;22906000 | &nbsp;&nbsp;&nbsp;&nbsp;20398196 |
| Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust | Starwood Mortgage Residential Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;17157361 | &nbsp;&nbsp;&nbsp;&nbsp;15709475 |
| Towd Point Mortgage Trust | Towd Point Mortgage Trust | Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-4, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;8885280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8542700 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-58 | &nbsp;&nbsp;&nbsp;&nbsp;6726027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6611751 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-59 | &nbsp;&nbsp;&nbsp;&nbsp;6586855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6396486 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-4, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;11482209 | &nbsp;&nbsp;&nbsp;&nbsp;10613316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4, Class A1A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-27-64 | &nbsp;&nbsp;&nbsp;&nbsp;25988850 | &nbsp;&nbsp;&nbsp;&nbsp;26478808 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Commercial and residential (continued)** | **Commercial and residential (continued)** | **Commercial and residential (continued)** |  |  |
| VDCM Commercial Mortgage Trust | VDCM Commercial Mortgage Trust | VDCM Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-AZ, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-13-44 | &nbsp;&nbsp;&nbsp;&nbsp;15562000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$15899909 |
| Verus Securitization Trust | Verus Securitization Trust | Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9310979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8452901 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-4, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6684475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5789006 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-5, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-25-66 | &nbsp;&nbsp;&nbsp;&nbsp;10831159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9579242 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-R1, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1698109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-11, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-25-70 | &nbsp;&nbsp;&nbsp;&nbsp;21259460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21339015 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-67 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9804093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9909461 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-2, Class A1 (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.590 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-71 | &nbsp;&nbsp;&nbsp;&nbsp;18169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18152101 |
| Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust | Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C4, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;15330000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16150278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-5C6, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-15-58 | &nbsp;&nbsp;&nbsp;&nbsp;17844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18519304 |
| WHARF Commercial Mortgage Trust | WHARF Commercial Mortgage Trust | WHARF Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DC, Class A (C)(G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-40 | &nbsp;&nbsp;&nbsp;&nbsp;17713000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18381193 |
| **U.S. Government Agency 1.0%** | **U.S. Government Agency 1.0%** | **U.S. Government Agency 1.0%** |  | **274445912** |
| Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. | Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series T-41, Class 3A (G) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;552 |
| Federal National Mortgage Association | Federal National Mortgage Association | Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2001-50, Class BA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| Government National Mortgage Association | Government National Mortgage Association | Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2008-90, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1931029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241287 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6066628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90154 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2012-120, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3137962 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46747 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2013-63, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63424 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2016-174, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.724 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;19729300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607402 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-109, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;31333110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309358 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-124, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;21351011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;773353 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-135, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;41541737 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265906 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-140, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;21026520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538292 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-159, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;29643479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725079 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-169, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;72550145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-20, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;66869216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311192 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-22, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.769 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9176115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329061 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-41, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;20022657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467109 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-46, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-57 | &nbsp;&nbsp;&nbsp;&nbsp;38415729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437355 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-61, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;11987309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;412779 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-74, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-58 | &nbsp;&nbsp;&nbsp;&nbsp;39532406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610693 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-89, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-59 | &nbsp;&nbsp;&nbsp;&nbsp;18742400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453553 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.592 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;27575736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083175 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-158, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;73024259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4398310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;63895081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1971010 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-43, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;69922748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2204503 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-68, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;11368165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343547 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-69, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;29525304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331591 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-81, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;19099062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789131 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-9, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;53700942 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1586433 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2018-99, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-60 | &nbsp;&nbsp;&nbsp;&nbsp;44027822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1162348 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-131, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-61 | &nbsp;&nbsp;&nbsp;&nbsp;60573684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3456771 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-100, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;71555194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4299251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-108, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;177273414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10201642 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-114, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;164404038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8588927 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-118, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.887 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;141543818 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8915831 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-119, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;69727466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3195387 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-120, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;37893498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2213098 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-137, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;240692452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14835416 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;116765242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7959793 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-170, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.836 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;158330521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10210925 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** | **U.S. Government Agency (continued)** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-92, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;29556839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1642893 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-110, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;93653349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6321610 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-163, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;110086898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6319263 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-183, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;85647586 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4878255 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.871 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-62 | &nbsp;&nbsp;&nbsp;&nbsp;201907493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12859327 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-40, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;53165656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3258741 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-150, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;21530703 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214465 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-17, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.802 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;132204300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7370826 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-181, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.721 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;66709216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018897 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-21, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;58563216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3603711 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-53, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.706 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;214389352 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9655260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-57, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.756 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-63 | &nbsp;&nbsp;&nbsp;&nbsp;160783029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7945544 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-177, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;164338375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9597427 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-197, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;50338274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4172278 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-30, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;94762717 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6270231 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-36, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-64 | &nbsp;&nbsp;&nbsp;&nbsp;151697751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9140988 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-62, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;119653122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7489340 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-91, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.876 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-65 | &nbsp;&nbsp;&nbsp;&nbsp;139241424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9622668 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-193, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;47397770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2946425 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-194, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;87091659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6448789 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-126, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.767 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;108062979 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7565035 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-128, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.926 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;208115995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16865866 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.849 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;151783712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10384207 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-35, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-16-66 | &nbsp;&nbsp;&nbsp;&nbsp;48708812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2827624 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-73, Class IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-67 | &nbsp;&nbsp;&nbsp;&nbsp;192011956 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11605471 |
| **Asset-backed securities 5.5%** |  |  |  | **$1524669970** |
| (Cost $1,541,060,314) |  |  |  |  |
| **Asset-backed securities 5.5%** | **Asset-backed securities 5.5%** | **Asset-backed securities 5.5%** |  | &nbsp;&nbsp;**1524669970** |
| ABPCI Direct Lending Fund I, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-29-30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4806456 |
| Aligned Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-16-48 | &nbsp;&nbsp;&nbsp;&nbsp;16000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16205832 |
| AMSR Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8517000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8286452 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-SFR2, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-17-42 | &nbsp;&nbsp;&nbsp;&nbsp;12696000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12650363 |
| Arby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-50 | &nbsp;&nbsp;&nbsp;&nbsp;32874660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32176738 |
| CF Hippolyta Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-15-60 | &nbsp;&nbsp;&nbsp;&nbsp;24189634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20499295 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-61 | &nbsp;&nbsp;&nbsp;&nbsp;29077119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23778794 |
| CLI Funding IX LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;16086048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16370918 |
| CLI Funding VI LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-18-45 | &nbsp;&nbsp;&nbsp;&nbsp;22279533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21154675 |
| CLI Funding VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-18-46 | &nbsp;&nbsp;&nbsp;&nbsp;16049620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15033302 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.720 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-47 | &nbsp;&nbsp;&nbsp;&nbsp;17261532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16205948 |
| Compass Datacenters Issuer II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-49 | &nbsp;&nbsp;&nbsp;&nbsp;15364000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15468790 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;15448000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15652932 |
| Compass Datacenters Issuer III LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8477000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8658241 |
| Concord Music Royalties LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-20-75 | &nbsp;&nbsp;&nbsp;&nbsp;14561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14999229 |
| Consolidated Communications LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;18817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19290502 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;10432000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10642802 |
| ContiMortgage Home Equity Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 1995-2, Class A5 (H) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63719 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;25143000 | &nbsp;&nbsp;&nbsp;&nbsp;$24881583 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-20-49 | &nbsp;&nbsp;&nbsp;&nbsp;25041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24734130 |
| DataBank Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;16587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16777001 |
| DB Master Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-47 | &nbsp;&nbsp;&nbsp;&nbsp;14161560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14107709 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;9583980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9681184 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;10240335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10382359 |
| Diamond Infrastructure Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class C (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-49 | &nbsp;&nbsp;&nbsp;&nbsp;6825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6691521 |
| Domino's Pizza Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-25-51 | &nbsp;&nbsp;&nbsp;&nbsp;24023668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23066135 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;11033000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11231342 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;12818000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13153616 |
| Driven Brands Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;20705955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20187899 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;28883064 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27475298 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.296 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;14051783 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14171439 |
| FirstKey Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-SFR1, Class D (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-17-38 | &nbsp;&nbsp;&nbsp;&nbsp;23526000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23244349 |
| Flexential Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-60 | &nbsp;&nbsp;&nbsp;&nbsp;10590000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10763824 |
| Ford Credit Auto Owner Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A (4.320% to 2-15-31, then 8.630% thereafter) (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;23820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24207844 |
| GBX Leasing LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;17589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17904654 |
| GM Financial Revolving Receivables Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-11-36 | &nbsp;&nbsp;&nbsp;&nbsp;13109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13553395 |
| Golub Capital Partners Funding, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-22-29 | &nbsp;&nbsp;&nbsp;&nbsp;4789585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4775973 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.773 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-29 | &nbsp;&nbsp;&nbsp;&nbsp;11985228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11931689 |
| HI-FI Music IP Issuer LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-01-62 | &nbsp;&nbsp;&nbsp;&nbsp;25251000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25049944 |
| Hotwire Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class C (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.459 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;6580000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6512479 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.893 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-20-54 | &nbsp;&nbsp;&nbsp;&nbsp;7157000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7273977 |
| Invitation Homes Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-SFR1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-17-41 | &nbsp;&nbsp;&nbsp;&nbsp;26700048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26499517 |
| Jersey Mike's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-55 | &nbsp;&nbsp;&nbsp;&nbsp;21366180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21970490 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-16-55 | &nbsp;&nbsp;&nbsp;&nbsp;20592520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21350172 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;21572000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21851243 |
| Kinetic ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-25-56 | &nbsp;&nbsp;&nbsp;&nbsp;9658000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9813662 |
| Lyra Music Assets LP |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-65 | &nbsp;&nbsp;&nbsp;&nbsp;16411614 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16643063 |
| MetroNet Infrastructure Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;18172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18551168 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;8609000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8747615 |
| Navient Refinance Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-18-56 | &nbsp;&nbsp;&nbsp;&nbsp;23961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24012274 |
| Navient Student Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-26-69 | &nbsp;&nbsp;&nbsp;&nbsp;9916550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8920496 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;44614739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43085310 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-52 | &nbsp;&nbsp;&nbsp;&nbsp;17840640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17009591 |
| New Economy Assets - Phase 1 Sponsor LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;39514000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33518078 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class B1 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-61 | &nbsp;&nbsp;&nbsp;&nbsp;16160000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10409275 |
| NRZ Excess Spread-Collateralized Notes |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-FHT1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-26 | &nbsp;&nbsp;&nbsp;&nbsp;2100079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081239 |

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24 JOHN HANCOCK BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| Renaissance Home Equity Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2005-2, Class AF4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$36891 |
| Retained Vantage Data Centers Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-48 | &nbsp;&nbsp;&nbsp;&nbsp;17032000 | &nbsp;&nbsp;&nbsp;&nbsp;17063071 |
| RIN II, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A, Class AR (3 month CME Term SOFR + 1.480%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp;&nbsp;13492953 |
| RIN XII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A1 (3 month CME Term SOFR + 1.300%) (B)(C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-15-38 | &nbsp;&nbsp;&nbsp;&nbsp;14005000 | &nbsp;&nbsp;&nbsp;&nbsp;13990449 |
| Sabey Data Center Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;15415000 | &nbsp;&nbsp;&nbsp;&nbsp;15652557 |
| Scalelogix ABS US Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;15808000 | &nbsp;&nbsp;&nbsp;&nbsp;15999199 |
| ServiceMaster Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;15708898 | &nbsp;&nbsp;&nbsp;&nbsp;13811201 |
| SERVPRO Master Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;10641820 | &nbsp;&nbsp;&nbsp;&nbsp;11063518 |
| Sesac Finance LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;17714000 | &nbsp;&nbsp;&nbsp;&nbsp;17750553 |
| SMB Private Education Loan Trust |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-A, Class APT2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-15-53 | &nbsp;&nbsp;&nbsp;&nbsp;6737235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6224092 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-A, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;23832027 | &nbsp;&nbsp;&nbsp;&nbsp;24650869 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-E, Class A1A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-16-56 | &nbsp;&nbsp;&nbsp;&nbsp;15099270 | &nbsp;&nbsp;&nbsp;&nbsp;15447752 |
| Sonic Capital LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-50 | &nbsp;&nbsp;&nbsp;&nbsp;26173665 | &nbsp;&nbsp;&nbsp;&nbsp;25951260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-20-51 | &nbsp;&nbsp;&nbsp;&nbsp;22020488 | &nbsp;&nbsp;&nbsp;&nbsp;20701565 |
| Sprite, Ltd. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-41 | &nbsp;&nbsp;&nbsp;&nbsp;14717000 | &nbsp;&nbsp;&nbsp;&nbsp;14837429 |
| Subway Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;11773963 | &nbsp;&nbsp;&nbsp;&nbsp;11905359 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;10964213 | &nbsp;&nbsp;&nbsp;&nbsp;11230167 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A, Class A23 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-54 | &nbsp;&nbsp;&nbsp;&nbsp;27666788 | &nbsp;&nbsp;&nbsp;&nbsp;27660695 |
| Summit Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;18465000 | &nbsp;&nbsp;&nbsp;&nbsp;18758374 |
| Switch ABS Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-25-54 | &nbsp;&nbsp;&nbsp;&nbsp;6169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6187142 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;25018000 | &nbsp;&nbsp;&nbsp;&nbsp;24844855 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A21 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;12213000 | &nbsp;&nbsp;&nbsp;&nbsp;12302812 |
| Taco Bell Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.821 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;19738000 | &nbsp;&nbsp;&nbsp;&nbsp;19957532 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2II (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-25-55 | &nbsp;&nbsp;&nbsp;&nbsp;16573000 | &nbsp;&nbsp;&nbsp;&nbsp;16907891 |
| TIF Funding II LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;02-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;16217681 | &nbsp;&nbsp;&nbsp;&nbsp;14995082 |
| Triton Container Finance VIII LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-20-45 | &nbsp;&nbsp;&nbsp;&nbsp;27198777 | &nbsp;&nbsp;&nbsp;&nbsp;25809273 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-46 | &nbsp;&nbsp;&nbsp;&nbsp;16552122 | &nbsp;&nbsp;&nbsp;&nbsp;15483080 |
| Uniti Fiber Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;11838000 | &nbsp;&nbsp;&nbsp;&nbsp;12158604 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-20-56 | &nbsp;&nbsp;&nbsp;&nbsp;10664000 | &nbsp;&nbsp;&nbsp;&nbsp;10776805 |
| Vantage Data Centers LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.992 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;17311000 | &nbsp;&nbsp;&nbsp;&nbsp;16606816 |
| VB-S1 Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2026-1A, Class C2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.693 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-56 | &nbsp;&nbsp;&nbsp;&nbsp;11951000 | &nbsp;&nbsp;&nbsp;&nbsp;12017918 |
| Verizon Master Trust |  |  |  |  |
| &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;16296000 | &nbsp;&nbsp;&nbsp;&nbsp;16359046 |
| Wendy's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-51 | &nbsp;&nbsp;&nbsp;&nbsp;27540476 | &nbsp;&nbsp;&nbsp;&nbsp;25966284 |
| Willis Engine Structured Trust IX |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-B, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;10747703 | &nbsp;&nbsp;&nbsp;&nbsp;10863662 |
| Willis Engine Structured Trust V |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2020-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-15-45 | &nbsp;&nbsp;&nbsp;&nbsp;5845980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5699134 |
| Willis Engine Structured Trust VIII |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-A, Class A (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.582 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;06-15-50 | &nbsp;&nbsp;&nbsp;&nbsp;8999791 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9213292 |
| Wingstop Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12-05-54 | &nbsp;&nbsp;&nbsp;&nbsp;11985000 | &nbsp;&nbsp;&nbsp;&nbsp;12447466 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK BOND FUND \| QUARTERLY REPORT 25

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities (continued)** | **Asset-backed securities (continued)** | **Asset-backed securities (continued)** |  |  |
| Zaxby's Funding LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-30-51 | &nbsp;&nbsp;&nbsp;&nbsp;20268920 | &nbsp;&nbsp;&nbsp;&nbsp;$19437501 |
| Zayo Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A, Class A2 (C) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;03-20-55 | &nbsp;&nbsp;&nbsp;&nbsp;21747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22240296 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0%** |  | &nbsp;&nbsp;&nbsp;**$3040401** |
| (Cost $17,499,516) |  |  |
| **Energy 0.0%** |  | &nbsp;&nbsp;&nbsp;**3040401** |
| **Oil, gas and consumable fuels 0.0%** |  |  |
| Altera Infrastructure LP (I)(J) | 75183 | &nbsp;&nbsp;&nbsp;&nbsp;3040401 |
| **Preferred securities 0.1%** |  | **$35249380** |
| (Cost $36,583,750) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;**10370630** |
| **Wireless telecommunication services 0.0%** |  |  |
| Telephone & Data Systems, Inc., 6.625% | &nbsp;&nbsp;468200 | &nbsp;&nbsp;&nbsp;10370630 |
| **Utilities 0.1%** |  | &nbsp;&nbsp;**24878750** |
| **Electric utilities 0.1%** |  |  |
| NextEra Energy, Inc., 7.375% | &nbsp;&nbsp;497575 | &nbsp;&nbsp;&nbsp;24878750 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 1.7%** |  |  | **$479489250** |
| (Cost $479,488,905) |  |  |  |
| **Short-term funds 1.7%** |  |  | &nbsp;&nbsp;&nbsp;**479489250** |
| John Hancock Collateral Trust (K) | &nbsp;&nbsp;3.5447(L) | 47934545 | &nbsp;&nbsp;&nbsp;479489250 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $28,039,522,587) 101.4%** | **$28012567619** |
| **Other assets and liabilities, net (1.4%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(396100047)** |
| **Total net assets 100.0%** | **$27616467572** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Sale commitments outstanding (0.5%)** | **Sale commitments outstanding (0.5%)** |  |  | **$(136504158)** |
| (Proceeds received $133,839,251) |  |  |  |  |
| **U.S. Government Agency (0.5%)** | **U.S. Government Agency (0.5%)** |  |  | &nbsp;&nbsp;**(136504158)** |
| Federal National Mortgage Association<br> 30 Yr Pass Thru (A) | &nbsp;&nbsp;3.500 | &nbsp;&nbsp;TBA | (144844000) | &nbsp;&nbsp;&nbsp;&nbsp;(136504158) |

---

---

| | |
|:---|:---|
| 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 |
| IBOR | Interbank Offered Rate |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (C) | 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 $6,971,884,714 or 25.2% of the fund's net assets as of 2-28-26. |
| (D) | All or a portion of this security is on loan as of 2-28-26. The value of securities on loan amounted to $102,519,394. |
| (E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (F) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (G) | 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. |

---

26 JOHN HANCOCK BOND FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

(H) The security has matured but proceeds have not been received.

(I) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(J) Non-income producing security.

(K) Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this
investment amounted to $105,348,797.

(L) The rate shown is the annualized seven-day yield as of 2-28-26.

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK BOND FUND \| QUARTERLY REPORT 27

------

#### DERIVATIVES

#### FUTURES

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Open contracts** | &nbsp;&nbsp;**Number of<br> contracts** | &nbsp;&nbsp;**Position** | &nbsp;&nbsp;**Expiration<br> date** | &nbsp;&nbsp;**Notional<br> basis^** | &nbsp;&nbsp;**Notional<br> value^** | &nbsp;&nbsp;**Unrealized<br> appreciation<br> (depreciation)** |
| 10-Year U.S. Treasury Note Futures | &nbsp;&nbsp;2400 | &nbsp;&nbsp;Long | &nbsp;&nbsp;Jun 2026 | &nbsp;&nbsp;$272101103 | &nbsp;&nbsp;$273150000 | &nbsp;&nbsp;&nbsp;$1048897 |
|  |  |  |  |  |  | &nbsp;&nbsp;**$1048897** |

---

^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.

28 JOHN HANCOCK 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. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Futures contracts are typically valued based on the settlement price.

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **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 | **$13163668426** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $13163668426 | &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;**45761625** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45761625 | &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;**11019134681** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11019134681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**12316446** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12316446 | &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;**59162575** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59162575 | &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;**1670074865** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670074865 | &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;**1524669970** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524669970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3040401** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $3040401 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**35249380** | $35249380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**479489250** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479489250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$28012567619** | **$514738630** | **$27494788588** | **$3040401** |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sale commitments outstanding | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(136504158)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(136504158) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1048897** | $1048897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

**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 | 47934545 | $158161006 | $4933560382 | $(4612290544) | $111201 | $(52795) | $6750159 |  | $479489250 |

---

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.

---

| | |
|:---|:---|
| \| | 29 |

---

## 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 Sovereign Bond Fund

- **b. Investment Company Act file number:** 811-02402

- **c. CIK number of Registrant:** 0000045288

- **d. LEI of Registrant:** 549300USMZ9ZFEUQSP11

- **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:** Bond Fund

- **b. EDGAR series identifier (if any):** S000000646

- **c. LEI of Series:** WKGWVLWSOXTPDPZACG18

**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:** $28097688153.04

**Total Liabilities:** $572153011.07

**Net Assets:** $27525535141.97

**Delayed Delivery Securities:** $361830603.54

**Cash Not Reported:** $8681563.83

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -49909.915490999900 | **1-Year:** -1054030.786187000000 | **5-Year:** -4257015.020499000000 | **10-Year:** -4411787.547065000000 | **30-Year:** -994652.652223001000

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

- **3-Month:** -10641.270974000000 | **1-Year:** -272678.189043000000 | **5-Year:** -805114.622759000000 | **10-Year:** -249154.825746000000 | **30-Year:** -19901.901570000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001854 | -0.22%               | 0.41%                | 1.51%                |
| Class ID C000001856 | -0.28%               | 0.35%                | 1.45%                |
| Class ID C000001857 | -0.20%               | 0.44%                | 1.53%                |
| Class ID C000106442 | -0.19%               | 0.37%                | 1.61%                |
| Class ID C000113488 | -0.23%               | 0.33%                | 1.57%                |
| Class ID C000153977 | -0.19%               | 0.44%                | 1.54%                |
| Class ID C000153978 | -0.14%               | 0.35%                | 1.52%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16882642.50            | $-131015896.70                             |
| Month 2  | $-6169097.90             | $10384968.00                               |
| Month 3  | $5480967.40              | $314832673.30                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 04/30 5.25        | CUSIP: 09261HBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20737000 | PA      | $20299065.04   | 0.07%             | 2030-04-01      | Fixed         | 5.25%                 | 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        |   44810000 | PA      | $45005159.20   | 0.16%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                     | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   14243000 | PA      | $14391639.95   | 0.05%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                     | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24715000 | PA      | $25262214.82   | 0.09%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN         | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    8456950 | PA      | $8459064.24    | 0.03%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE HOLDINGS LP SR SECURED 144A 04/31 8.5            | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11518000 | PA      | $12241249.77   | 0.04%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR          | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   41795000 | PA      | $41828436.00   | 0.15%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 01/33 5.35         | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $13548136.54   | 0.05%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6199000 | PA      | $6487389.88    | 0.02%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP SR UNSECURED 03/31 5.125                          | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    9814000 | PA      | $10225840.88   | 0.04%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/30 4.2                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   29871000 | PA      | $30133701.11   | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/32 4.6                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   19912000 | PA      | $20245981.19   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc.                                                             | META PLATFORMS INC SR UNSECURED 11/55 5.625                   | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11519000 | PA      | $11275087.94   | 0.04%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5                                        | FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5                      | CUSIP: 3128M7ZW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1480492 | PA      | $1554665.04    | 0.01%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 11/37 FIXED 4.5                           | CUSIP: 3132CW2K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12445558 | PA      | $12559676.61   | 0.05%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVGR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20394895 | PA      | $21045661.22   | 0.08%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 08/51 FIXED 2.5                           | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50011017 | PA      | $44135877.45   | 0.16%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140QEVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94134237 | PA      | $83340391.02   | 0.30%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/51 FIXED 2                              | CUSIP: 3140QHFM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51705745 | PA      | $43236576.67   | 0.16%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 2.5                            | CUSIP: 3140QNE81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  106320501 | PA      | $93531272.01   | 0.34%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A                              | HUDSON YARDS 2025-SPRL MORTGAG HY 2025 SPRL A 144A            | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22788000 | PA      | $23759748.68   | 0.09%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                 | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   14040000 | PA      | $14699909.20   | 0.05%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                             | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                  | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   25911000 | PA      | $27603407.80   | 0.10%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Iliad Holding                                                                   | ILIAD HOLDING SAS SR SECURED 144A 04/31 8.5                   | CUSIP: 449691AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    4934000 | PA      | $5286356.68    | 0.02%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                            | DELTA AIR LINES INC SR UNSECURED 07/30 5.25                   | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   11944000 | PA      | $12316921.06   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | 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        |    8607000 | PA      | $9166493.56    | 0.03%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 05/31 VAR                        | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   17563000 | PA      | $18136488.33   | 0.07%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| J. B. Poindexter and Co. Inc.                                                   | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75         | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18495000 | PA      | $19148983.20   | 0.07%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/30 VAR                  | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15333000 | PA      | $16013929.79   | 0.06%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR                  | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27513000 | PA      | $28341951.56   | 0.10%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 3.5                            | CUSIP: 3140QNW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69451314 | PA      | $65663550.16   | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 3.5                            | CUSIP: 3140QNYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28538303 | PA      | $26999706.22   | 0.10%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP2S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   61620464 | PA      | $61354836.32   | 0.22%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QP2V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47396336 | PA      | $47058722.02   | 0.17%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125                             | BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125           | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7179000 | PA      | $7347360.76    | 0.03%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9                           | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 11/39 4.9         | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23400000 | PA      | $23480704.26   | 0.09%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65                          | AMERICAN AIRLINES 2025-1 CLASS PASS THRU CE 05/36 5.65        | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8181000 | PA      | $8377006.94    | 0.03%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class A Pass Through Trust                             | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4           | CUSIP: 02378AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14383288 | PA      | $14012296.49   | 0.05%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5                           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5         | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27529986 | PA      | $25734615.64   | 0.09%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SUBORDINATED 01/36 VAR           | CUSIP: 174610BK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4835620.17    | 0.02%             | 2036-01-29      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25           | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    7519000 | PA      | $7525299.42    | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625          | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $7479585.76    | 0.03%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings Inc.                                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875    | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15359000 | PA      | $15594453.47   | 0.06%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                              | CNO GLOBAL FUNDING SECURED 144A 12/30 4.7                     | CUSIP: 18977W2J8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9918000 | PA      | $9938243.83    | 0.04%             | 2030-12-11      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A                              | COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A            | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10067878 | PA      | $8654754.61    | 0.03%             | 2066-08-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                                     | COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A                   | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27138126 | PA      | $23743279.13   | 0.09%             | 2065-01-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A                              | COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A            | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14030909 | PA      | $12241038.88   | 0.04%             | 2066-09-27      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A                            | COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A          | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9945161 | PA      | $8752391.79    | 0.03%             | 2066-10-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A                              | COLT 2025-6 MORTGAGE LOAN TRUS COLT 2025 6 A1 144A            | CUSIP: 19689BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10151305 | PA      | $10264771.28   | 0.04%             | 2070-08-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34965000 | PA      | $36579360.97   | 0.13%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                          | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 11/32 4.999   | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18154000 | PA      | $18519958.32   | 0.07%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26592746 | PA      | $26478112.37   | 0.10%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 04/53 FIXED 4.5                           | CUSIP: 3132DP6U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18428275 | PA      | $18417942.13   | 0.07%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/53 FIXED 5                                               | FREDDIE MAC POOL FR 01/53 FIXED 5                             | CUSIP: 3132DPL89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51045734 | PA      | $51710844.57   | 0.19%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                             | CUSIP: 3132DQAU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34109449 | PA      | $34676467.46   | 0.13%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                             | CUSIP: 3132DQUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51003438 | PA      | $51843321.94   | 0.19%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 06/53 FIXED 5.5                           | CUSIP: 3132DQV78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32213432 | PA      | $33255904.18   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQW93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9392103 | PA      | $9495254.83    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5                                               | FREDDIE MAC POOL FR 07/53 FIXED 5                             | CUSIP: 3132DQY83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39325118 | PA      | $39954260.66   | 0.15%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                           | CUSIP: 3132DQYW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37467682 | PA      | $38680189.05   | 0.14%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 04/54 FIXED 5.5                           | CUSIP: 3132DS6C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27874404 | PA      | $28811302.15   | 0.10%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A          | CUSIP: 23284BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25143000 | PA      | $24881583.20   | 0.09%             | 2048-04-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A                            | CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A          | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25041000 | PA      | $24734130.06   | 0.09%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14161560 | PA      | $14107709.25   | 0.05%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2I 144A                   | CUSIP: 233046AU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9583980 | PA      | $9681183.60    | 0.04%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2025 1A A2II 144A                  | CUSIP: 233046AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10240335 | PA      | $10382359.23   | 0.04%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 06/31 4.375                | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45842000 | PA      | $45190706.66   | 0.16%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                               | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8                  | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10255000 | PA      | $10811670.42   | 0.04%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 5.5                           | CUSIP: 3132DSBL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24144657 | PA      | $24926011.96   | 0.09%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 12/53 FIXED 5.5                           | CUSIP: 3132DSCK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11362024 | PA      | $11632498.86   | 0.04%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/47 FIXED 3.5                                             | FREDDIE MAC POOL FR 08/47 FIXED 3.5                           | CUSIP: 3132DSD58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29615622 | PA      | $28222550.76   | 0.10%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSNV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20127079 | PA      | $19029380.42   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DSPT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21517758 | PA      | $21061121.34   | 0.08%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132DSUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29115876 | PA      | $27546140.47   | 0.10%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 5                                               | FREDDIE MAC POOL FR 03/53 FIXED 5                             | CUSIP: 3132DTCF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37233969 | PA      | $37847108.58   | 0.14%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 3.5                           | CUSIP: 3132DTCX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   73080314 | PA      | $69254493.56   | 0.25%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 3                                               | FREDDIE MAC POOL FR 08/52 FIXED 3                             | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   61049367 | PA      | $56062891.12   | 0.20%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/47 FIXED 3                              | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12518581 | PA      | $11629080.37   | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS FNR 2001 50 BA                                                | FANNIE MAE REMICS FNR 2001 50 BA                              | CUSIP: 31392AJW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         37 | PA      | $38.25         | 0.00%             | 2041-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED 4                              | CUSIP: 3140QBHE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8146366 | PA      | $8014220.15    | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBSZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13467500 | PA      | $12401151.37   | 0.05%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/49 FIXED 3                              | CUSIP: 3140QBTF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26381424 | PA      | $23905081.28   | 0.09%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/49 FIXED 3.5                            | CUSIP: 3140QCKX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17439895 | PA      | $16548700.23   | 0.06%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-NQM1                                   | GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A         | CUSIP: 36259WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1319549 | PA      | $1264349.40    | 0.00%             | 2060-09-27      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A                           | GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A         | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3988288 | PA      | $3711581.49    | 0.01%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A                              | GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A            | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13109000 | PA      | $13553395.10   | 0.05%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings (US) Inc.                                            | GFL ENVIRONMENTAL HOLDINGS US COMPANY GUAR 144A 02/34 5.5     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8344000 | PA      | $8374013.37    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                | GARDA WORLD SECURITY CORP SR SECURED 144A 01/31 6.5           | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   13917000 | PA      | $14297824.79   | 0.05%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE FUNDING LLC COMPANY GUAR 144A 01/33 4.95                  | CUSIP: 23371DAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   31221000 | PA      | $31035393.34   | 0.11%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S 144A 03/31 VAR                                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   24614000 | PA      | $25304641.52   | 0.09%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2026 1A A2 144A                                            | DATABANK ISSUER COLO 2026 1A A2 144A                          | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16587000 | PA      | $16777000.77   | 0.06%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   14099000 | PA      | $13801884.72   | 0.05%             | 2030-06-01      | Fixed         | 4.62%                 | 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        |    9213112 | PA      | $9046250.70    | 0.03%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875                         | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875       | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   33777029 | PA      | $31142380.50   | 0.11%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625       | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5856000 | PA      | $6211900.16    | 0.02%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   12976000 | PA      | $13039102.29   | 0.05%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Company Inc.                                            | AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 03/56 VAR         | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6274000 | PA      | $6296053.11    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                   | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   16411000 | PA      | $17439843.99   | 0.06%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                   | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   16404000 | PA      | $17321920.76   | 0.06%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                      | AMERICAN TOWER CORP SR UNSECURED 12/32 4.7                    | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   19070000 | PA      | $19289421.33   | 0.07%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                             | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   84296000 | PA      | $88264208.07   | 0.32%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/53 5.65                             | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   31273000 | PA      | $31217284.02   | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                            | AMPHENOL CORP SR UNSECURED 02/33 4.4                          | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12848541.48   | 0.05%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A            | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14452129 | PA      | $12593742.93   | 0.05%             | 2065-01-20      | Variable      | 1.03%                 | 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        |    7828000 | PA      | $8362307.97    | 0.03%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 05/35 VAR                                        | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   20634000 | PA      | $21775389.11   | 0.08%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                            | BPCE SA 144A 01/32 VAR                                        | CUSIP: 05571ABE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   18255000 | PA      | $18412094.50   | 0.07%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 03/31 VAR           | CUSIP: 174610BJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16694000 | PA      | $17220902.87   | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR           | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   33620000 | PA      | $31536819.74   | 0.11%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 02/32 VAR                        | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   19934000 | PA      | $20104338.02   | 0.07%             | 2032-02-06      | Variable      | 4.72%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNT86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50865493 | PA      | $50725704.48   | 0.18%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A                             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A           | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6825000 | PA      | $6691520.75    | 0.02%             | 2049-04-15      | Fixed         | 3.48%                 | 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        |   16071000 | PA      | $16828024.46   | 0.06%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 06/54 VAR                    | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9911354.53    | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   21064000 | PA      | $21374757.19   | 0.08%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                                     | GCAT 2025-NQM5 TRUST GCAT 2025 NQM5 A1 144A                   | CUSIP: 36831KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16867635 | PA      | $16930249.30   | 0.06%             | 2070-08-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6         | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   68261000 | PA      | $66314523.93   | 0.24%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                           | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95        | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   68178000 | PA      | $72329623.63   | 0.26%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875       | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11437000 | PA      | $11972091.48   | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/33 6                      | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   14286000 | PA      | $14631914.20   | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR UNSECURED 144A 01/34 5.75                   | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   11759000 | PA      | $11920168.85   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                         | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171                | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   17022000 | PA      | $17598071.80   | 0.06%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   17995000 | PA      | $20294437.09   | 0.07%             | 2033-11-10      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc.                                                   | UNITED AIRLINES HOLDINGS INC COMPANY GUAR 03/31 5.375         | CUSIP: 910047AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11827000 | PA      | $12058331.03   | 0.04%             | 2031-03-01      | Fixed         | 5.38%                 | 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        |   15796000 | PA      | $15909939.71   | 0.06%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 02/34 VAR                             | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   31165000 | PA      | $31624284.21   | 0.11%             | 2034-02-01      | Variable      | 4.84%                 | 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        |   13435000 | PA      | $13300786.10   | 0.05%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4         | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41258000 | PA      | $42714204.41   | 0.16%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 02/31 4.5         | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   32551000 | PA      | $32709049.43   | 0.12%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75                          | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 10/32 4.75        | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26775000 | PA      | $27025466.47   | 0.10%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3                           | DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/32 5.3         | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27215000 | PA      | $28264238.40   | 0.10%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJYP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31069807 | PA      | $31625133.58   | 0.11%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XK6V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7690339 | PA      | $7821783.67    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XKGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34262147 | PA      | $34103746.72   | 0.12%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                            | CUSIP: 3140XKYJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27684460 | PA      | $27556469.06   | 0.10%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED VAR                            | CUSIP: 3140XKZ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28101360 | PA      | $28568503.46   | 0.10%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/52 FIXED 4.5                           | CUSIP: 3132DNTB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42066080 | PA      | $41950474.34   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3132DNUU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31442604 | PA      | $32038982.20   | 0.12%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 09/52 FIXED 4.5                           | CUSIP: 3132DNVJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30068795 | PA      | $30070728.49   | 0.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 6.875   | CUSIP: 35641AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20699000 | PA      | $19964127.34   | 0.07%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4                   | CUSIP: 35671DBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16728000 | PA      | $17502222.19   | 0.06%             | 2034-11-14      | Fixed         | 5.40%                 | 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        |    9814000 | PA      | $10314621.95   | 0.04%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17460000 | PA      | $17887996.98   | 0.06%             | 2034-08-10      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc.                                                            | DOMINION ENERGY INC JR SUBORDINA 02/56 VAR                    | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   25953000 | PA      | $26421633.32   | 0.10%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A         | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24023668 | PA      | $23066134.57   | 0.08%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 06/34 VAR                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   28308000 | PA      | $30404581.63   | 0.11%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-2                                               | VERUS SECURITIZATION TRUST 202 VERUS 2026 2 A1 144A           | CUSIP: 92490GAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18169000 | PA      | $18152101.01   | 0.07%             | 2071-02-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-11                                              | VERUS SECURITIZATION TRUST 202 VERUS 2025 11 A1 144A          | CUSIP: 924935AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21259460 | PA      | $21339015.41   | 0.08%             | 2070-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A          | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1747389 | PA      | $1698109.06    | 0.01%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-4                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A           | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6684475 | PA      | $5789005.51    | 0.02%             | 2066-07-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-5                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A           | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10831159 | PA      | $9579241.60    | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8           | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12999000 | PA      | $13743517.73   | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75                          | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75        | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2481000 | PA      | $2509618.16    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25                     | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25   | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10160000 | PA      | $10733836.80   | 0.04%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125                    | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125  | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3878947.84    | 0.01%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR            | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7765000 | PA      | $7431358.14    | 0.03%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation                                 | GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214       | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   16097000 | PA      | $12316445.70   | 0.04%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 126 IO                | CUSIP: 38381PYF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  108062979 | PA      | $7565035.28    | 0.03%             | 2067-05-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                                    | KINETIC ABS ISSUER LLC UNITK 2026 1A A2 144A                  | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9658000 | PA      | $9813661.85    | 0.04%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                               | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 639057AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   23904000 | PA      | $25377131.81   | 0.09%             | 2034-11-19      | Variable      | 7.30%                 | 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        |   16886000 | PA      | $16473630.37   | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45             | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   27598000 | PA      | $30061231.89   | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625            | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   29198000 | PA      | $31598834.75   | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375            | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   10344000 | PA      | $10767964.98   | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                           | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   41479000 | PA      | $34493806.99   | 0.13%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 E A1A 144A            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15099270 | PA      | $15447751.60   | 0.06%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489                               | STC SUKUK CO II LTD SR UNSECURED 144A 01/31 4.489             | CUSIP: 784772AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   24020000 | PA      | $24081563.26   | 0.09%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO PROPERTY OWNER 1 LLC SR SECURED 144A 03/31 5.875       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13821000 | PA      | $13882914.76   | 0.05%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                    | SABEY DATA CENTER ISSUER LLC SDCP 2026 1 A2 144A              | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15415000 | PA      | $15652557.48   | 0.06%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                                         | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375                | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20479000 | PA      | $19193213.70   | 0.07%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5             | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   35577000 | PA      | $35973838.31   | 0.13%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/56 5.875                    | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/56 5.875  | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   45562000 | PA      | $45761624.89   | 0.17%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A                              | SCALELOGIX ABS US ISSUER LLC SCLGX 2025 1A A2 144A            | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15808000 | PA      | $15999199.34   | 0.06%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA SR UNSECURED 08/33 5.5                                 | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   16859000 | PA      | $17783335.47   | 0.06%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA JR SUBORDINA 10/54 VAR                                 | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   19192000 | PA      | $19580407.70   | 0.07%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Funding LLC                                                       | SERVICEMASTER FUNDING LLC SERV 2021 1 A2II 144A               | CUSIP: 81761TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15708898 | PA      | $13811201.43   | 0.05%             | 2051-07-30      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A                | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10641820 | PA      | $11063518.08   | 0.04%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                            | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                 | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   12818000 | PA      | $12513490.46   | 0.05%             | 2028-07-15      | 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        |   30549000 | PA      | $31618215.00   | 0.11%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140XL2S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38287199 | PA      | $36378548.08   | 0.13%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/37 FIXED VAR                            | CUSIP: 3140XL6K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44338801 | PA      | $41463083.73   | 0.15%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 08/32 VAR                  | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   25349000 | PA      | $26329846.85   | 0.10%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                 | TRUST FIBRA UNO SR UNSECURED 144A 02/34 7.375                 | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    7389000 | PA      | $8091693.90    | 0.03%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A                              | CROSS 2025-H8 MORTGAGE TRUST CROSS 2025 H8 A1 144A            | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13315916 | PA      | $13374984.95   | 0.05%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A                          | CROSS 2026-NQM1 MORTGAGE TRUST CROSS 2026 NQM1 A1 144A        | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23610172 | PA      | $23603990.79   | 0.09%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A                              | CROSS 2025-H9 MORTGAGE TRUST CROSS 2025 H9 A1 144A            | CUSIP: 227923AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16128700 | PA      | $16200941.97   | 0.06%             | 2070-11-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/46 FIXED 3                              | CUSIP: 3140FECE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1557808 | PA      | $1457341.55    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2I 144A         | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11033000 | PA      | $11231342.45   | 0.04%             | 2055-07-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                | DOMINO'S PIZZA MASTER ISSUER L DPABS 2025 1A A2II 144A        | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12818000 | PA      | $13153616.26   | 0.05%             | 2055-07-25      | Fixed         | 5.22%                 | 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        |   20705955 | PA      | $20187898.61   | 0.07%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A                | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   28883064 | PA      | $27475297.52   | 0.10%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2025 1A A2 144A                | CUSIP: 26209XAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14051782 | PA      | $14171439.05   | 0.05%             | 2055-10-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                                           | EFMT 2026-NQM1 EFMT 2026 NQM1 A1 144A                         | CUSIP: 26846GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13652420 | PA      | $13675408.26   | 0.05%             | 2071-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                              | EOG RESOURCES INC SR UNSECURED 07/32 5                        | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $13302371.84   | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED 5                              | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49955069 | PA      | $50371804.13   | 0.18%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 31427MLM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44860726 | PA      | $46238883.79   | 0.17%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                           | CUSIP: 31427MZ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32260027 | PA      | $32110882.71   | 0.12%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/54 FIXED 4                                               | FREDDIE MAC POOL FR 01/54 FIXED 4                             | CUSIP: 31427NED7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33543016 | PA      | $32652989.00   | 0.12%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 05/55 FIXED 5.5                           | CUSIP: 31427PAL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66426008 | PA      | $68549700.82   | 0.25%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 02/55 FIXED 5.5                           | CUSIP: 3142GT2E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19561096 | PA      | $20204818.00   | 0.07%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A            | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10165221 | PA      | $8794125.67    | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A                              | ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A            | CUSIP: 31574XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1978853 | PA      | $1757340.62    | 0.01%             | 2066-02-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FIBRA Prologis                                                                  | FIBRA PROLOGIS SR UNSECURED 144A 11/35 5.5                    | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   12823000 | PA      | $12996110.50   | 0.05%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2025 1A A1 144A           | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15448000 | PA      | $15652931.62   | 0.06%             | 2050-05-25      | Fixed         | 5.32%                 | 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        |   22921000 | PA      | $22089973.70   | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                              | CUSIP: 3140FEEM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1383486 | PA      | $1294262.09    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED 4                              | CUSIP: 3140FEZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5586794 | PA      | $5510135.56    | 0.02%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/49 FIXED 3                              | CUSIP: 3140HDQ56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15621236 | PA      | $14384355.88   | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/47 FIXED VAR                            | CUSIP: 3140J5DT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17951870 | PA      | $17258911.93   | 0.06%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A                                | CONCORD MUSIC ROYALTIES LLC TUNES 2025 2A A 144A              | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14561000 | PA      | $14999229.31   | 0.05%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 1A A2 144A           | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18817000 | PA      | $19290501.58   | 0.07%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5         | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   12254000 | PA      | $13520824.89   | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/31 4.4         | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   12237000 | PA      | $12320598.41   | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ContiMortgage Home Equity Loan Trust 1995-2                                     | CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5                | CUSIP: 21075WBF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      64996 | PA      | $63719.08      | 0.00%             | 2025-08-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   23976000 | PA      | $24866004.22   | 0.09%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875    | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   17405000 | PA      | $15503191.16   | 0.06%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                    | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13285000 | PA      | $13011990.59   | 0.05%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                  | COREWEAVE INC COMPANY GUAR 144A 02/31 9                       | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17349000 | PA      | $16739465.27   | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Quiport S.A.                                                        | CORP QUIPORT SA SR SECURED 144A 12/37 9                       | CUSIP: 22000FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | EC        |    3477000 | PA      | $3798609.04    | 0.01%             | 2037-12-15      | Fixed         | 9.00%                 | 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        |   30695000 | PA      | $28216081.32   | 0.10%             | 2030-07-15      | Fixed         | 2.80%                 | 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        |   10483000 | PA      | $10493126.58   | 0.04%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                      | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375  | CUSIP: 35805BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41717000 | PA      | $37691492.64   | 0.14%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                      | FRONERI LUX FINCO SARL SR SECURED 144A 08/32 6                | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   22293000 | PA      | $22416904.49   | 0.08%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2                | CUSIP: 36143L2Q7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15549000 | PA      | $15694167.49   | 0.06%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5                | CUSIP: 36143L2V6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29488000 | PA      | $29013034.13   | 0.11%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC                                                          | GBX LEASING 2022-1 LLC GBXL 2026 1A A 144A                    | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17589000 | PA      | $17904653.95   | 0.07%             | 2056-02-20      | Fixed         | 5.13%                 | 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        |   20576000 | PA      | $20217261.56   | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                                               | VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A           | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9310979 | PA      | $8452901.32    | 0.03%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R2                                              | VERUS SECURITIZATION TRUST 202 VERUS 2025 R2 A1 144A          | CUSIP: 92541EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9804093 | PA      | $9909461.17    | 0.04%             | 2067-07-25      | Variable      | 5.09%                 | 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        |   13041000 | PA      | $12854795.65   | 0.05%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                   | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24607000 | PA      | $24959676.14   | 0.09%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                   | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31437000 | PA      | $32007220.34   | 0.12%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corporation                                      | VIKING BAKED GOODS ACQUISITION SR SECURED 144A 11/31 8.625    | CUSIP: 92676AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10959000 | PA      | $11093773.78   | 0.04%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                                              | VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875              | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21705000 | PA      | $22142572.80   | 0.08%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PARTNERS LLC COMPANY GUAR 08/30 4.9              | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18763000 | PA      | $19142950.75   | 0.07%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                    | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7457000 | PA      | $7579786.96    | 0.03%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A                             | CONSOLIDATED COMMUNICATIONS LL CNSL 2025 4A A2 144A           | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10432000 | PA      | $10642801.51   | 0.04%             | 2055-12-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                    | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16578000 | PA      | $16631878.50   | 0.06%             | 2026-03-29      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 10/30 VAR                  | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27533000 | PA      | $28041959.62   | 0.10%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/36 VAR                  | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25048000 | PA      | $26346688.20   | 0.10%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUST 2401 SR UNSECURED 144A 02/34 7.375                                        | TRUST 2401 SR UNSECURED 144A 02/34 7.375                      | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   18303000 | PA      | $20200105.95   | 0.07%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17745000 | PA      | $20752653.29   | 0.08%             | 2033-11-13      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 02/30 VAR                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21163000 | PA      | $21935474.26   | 0.08%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   21900000 | PA      | $21941259.60   | 0.08%             | 2031-01-08      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                                     | GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A                   | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6767728 | PA      | $5956915.14    | 0.02%             | 2066-05-25      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                                     | GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A                   | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10574970 | PA      | $9458575.75    | 0.03%             | 2066-05-25      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                                     | GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A                   | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5525214 | PA      | $5002660.16    | 0.02%             | 2066-01-25      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   21984000 | PA      | $24949571.25   | 0.09%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 03/33 FIXED 6                                              | GINNIE MAE I POOL GN 03/33 FIXED 6                            | CUSIP: 36200MEN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        828 | PA      | $868.08        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/28 FIXED 6.5                                            | GINNIE MAE I POOL GN 09/28 FIXED 6.5                          | CUSIP: 36207KC81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         20 | PA      | $21.27         | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 01/30 5.75         | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8809000 | PA      | $8844865.23    | 0.03%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 07/30 6.125        | CUSIP: 829932AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9086000 | PA      | $9199238.36    | 0.03%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/47 FIXED VAR                            | CUSIP: 3140J5XB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20183063 | PA      | $19422899.77   | 0.07%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/47 FIXED VAR                            | CUSIP: 3140J7LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15128026 | PA      | $14048385.48   | 0.05%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED VAR                            | CUSIP: 3140J7M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15668868 | PA      | $14560422.57   | 0.05%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3140J7TQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6765457 | PA      | $6316454.47    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corporation                                                    | UNILEVER CAPITAL CORP COMPANY GUAR 11/32 5.9                  | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $14158438.37   | 0.05%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                       | UNION PACIFIC CORP SR UNSECURED 02/32 2.8                     | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $11929039.78   | 0.04%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                        | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20806000 | PA      | $21392539.66   | 0.08%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 07/31 VAR                        | CUSIP: 55261FAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13227000 | PA      | $13659952.38   | 0.05%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 04/29 FIXED 7                                              | GINNIE MAE I POOL GN 04/29 FIXED 7                            | CUSIP: 36209BFB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        129 | PA      | $132.08        | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 08/31 FIXED 6.5                                            | GINNIE MAE I POOL GN 08/31 FIXED 6.5                          | CUSIP: 36213UMA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         45 | PA      | $47.23         | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23832027 | PA      | $24650869.38   | 0.09%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   20724000 | PA      | $20067523.78   | 0.07%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                           | SOLVENTUM CORP SR UNSECURED 03/31 5.45                        | CUSIP: 83444MAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35946000 | PA      | $37705962.53   | 0.14%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                          | MandT BANK CORP SUBORDINATED 07/35 VAR                        | CUSIP: 55261FAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23645000 | PA      | $23983948.00   | 0.09%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                                      | MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A                    | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3577792 | PA      | $3380193.59    | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | 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        |   19857000 | PA      | $19868556.77   | 0.07%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 09/32 4.95                               | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   13328000 | PA      | $13569065.67   | 0.05%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SUBORDINATED 07/36 VAR                  | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   64788000 | PA      | $67379277.69   | 0.24%             | 2036-07-23      | Variable      | 5.58%                 | 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        |   26082000 | PA      | $25034541.66   | 0.09%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Limited                                                          | MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624              | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   15638000 | PA      | $15158109.03   | 0.06%             | 2030-06-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 2A A2 144A           | CUSIP: 59170JAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18172000 | PA      | $18551167.87   | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC                                              | METRONET INFRASTRUCTURE ISSUER MNET 2025 4A A2 144A           | CUSIP: 59170JBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8609000 | PA      | $8747615.23    | 0.03%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   14719000 | PA      | $15297427.26   | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                           | WEC ENERGY GROUP INC JR SUBORDINA 05/56 VAR                   | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   13064000 | PA      | $13146420.78   | 0.05%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A                             | WHARF COMMERCIAL MORTGAGE TRUS WHARF 2025 DC A 144A           | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17713000 | PA      | $18381192.81   | 0.07%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 09/29 FIXED 6.5                                            | GINNIE MAE I POOL GN 09/29 FIXED 6.5                          | CUSIP: 36225BKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         25 | PA      | $25.56         | 0.00%             | 2029-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE I POOL GN 06/33 FIXED 6                                              | GINNIE MAE I POOL GN 06/33 FIXED 6                            | CUSIP: 36225BZS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        201 | PA      | $210.23        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                                   | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                        | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   10969508 | PA      | $10974114.69   | 0.04%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc.                                                           | WASTE MANAGEMENT INC COMPANY GUAR 04/32 4.15                  | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12844007.34   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC SR SECURED 144A 11/32 6.75                        | CUSIP: 94419NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13360000 | PA      | $13616445.20   | 0.05%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XXY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        491 | PA      | $515.39        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/32 FIXED 7                              | CUSIP: 31389GSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         26 | PA      | $27.35         | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/55 FIXED VAR                            | CUSIP: 3140W27J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26102673 | PA      | $26915254.50   | 0.10%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/45 FIXED VAR                            | CUSIP: 3140X43Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12855387 | PA      | $11935153.42   | 0.04%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X47C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18170926 | PA      | $16465277.87   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED VAR                            | CUSIP: 3140X4XS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23235535 | PA      | $21417542.64   | 0.08%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED VAR                            | CUSIP: 3140X56A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22625797 | PA      | $21335257.85   | 0.08%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5B93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16090396 | PA      | $14831453.08   | 0.05%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13025706 | PA      | $11994338.24   | 0.04%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/49 FIXED VAR                            | CUSIP: 3140X5FK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13879101 | PA      | $12719440.63   | 0.05%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140X5ZD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19716848 | PA      | $18709299.63   | 0.07%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140X6A35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33873330 | PA      | $30693745.31   | 0.11%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED VAR                            | CUSIP: 3140X9V93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20402779 | PA      | $19372930.29   | 0.07%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XB4P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75818701 | PA      | $66580048.26   | 0.24%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4363265 | PA      | $3843864.58    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corporation                                                   | WEBSTER FINANCIAL CORP SUBORDINATED 09/35 VAR                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    9485000 | PA      | $9760179.01    | 0.04%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc.                                                                 | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                   | CUSIP: 94877DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13839000 | PA      | $14327906.54   | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                | DEUTSCHE BANK AG/NEW YORK NY 12/31 VAR                        | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    8085000 | PA      | $8131353.89    | 0.03%             | 2031-12-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55                          | UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55        | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17570552 | PA      | $17241717.80   | 0.06%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| 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        |    7739661 | PA      | $7925680.98    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | 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        |   18358078 | PA      | $17957572.18   | 0.07%             | 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        |    6837000 | PA      | $6831839.43    | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | 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        |   11949000 | PA      | $13253372.32   | 0.05%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc.                                                  | REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   29739000 | PA      | $26805619.68   | 0.10%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR                 | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   11176000 | PA      | $11708403.63   | 0.04%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                   | REGIONS FINANCIAL CORP SR UNSECURED 09/35 VAR                 | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   49670000 | PA      | $51483147.72   | 0.19%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Incorporated                                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR         | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   21606000 | PA      | $22367092.96   | 0.08%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2005-2                                       | RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4                | CUSIP: 75970NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36985 | PA      | $36891.06      | 0.00%             | 2035-08-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Repsol EandP Capital Markets US LLC                                             | REPSOL EandP CAPITAL MARKETS US COMPANY GUAR 144A 09/30 5.204 | CUSIP: 76026AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25303000 | PA      | $25925434.57   | 0.09%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                        | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17032000 | PA      | $17063071.48   | 0.06%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIN II Ltd.                                                                     | RIN II LTD RIN 2019 1A AR 144A                                | CUSIP: 76676CAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13500000 | PA      | $13492953.00   | 0.05%             | 2038-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) PLC                                                     | RIO TINTO FINANCE USA PLC COMPANY GUAR 03/32 5                | CUSIP: 76720AAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   12821000 | PA      | $13325187.62   | 0.05%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CANADIAN IMPERIAL BANK OF COMM JR SUBORDINA 07/86 VAR         | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   24994000 | PA      | $25068991.50   | 0.09%             | 2086-07-28      | Variable      | 6.50%                 | 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        |   10376000 | PA      | $10588506.81   | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/35 6.189   | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17526000 | PA      | $18490540.26   | 0.07%             | 2035-06-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625                      | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625    | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13462000 | PA      | $13815485.20   | 0.05%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/55 4.75                     | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  457378000 | PA      | $465739441.56  | 1.69%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC JR SUBORDINA 12/99 VAR                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   27072000 | PA      | $27986523.02   | 0.10%             | 2031-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                          | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   31736000 | PA      | $33879234.90   | 0.12%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25          | CUSIP: 174610AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4799000 | PA      | $4615591.87    | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR           | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42895000 | PA      | $45187305.37   | 0.16%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8                           | UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8         | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38036932 | PA      | $40359011.03   | 0.15%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45                          | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24382635 | PA      | $25497182.75   | 0.09%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/48 FIXED VAR                            | CUSIP: 3140J7V28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12414572 | PA      | $11865526.63   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JAPG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28485054 | PA      | $26372049.33   | 0.10%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140JAT57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13361810 | PA      | $12758344.82   | 0.05%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/48 FIXED VAR                            | CUSIP: 3140JATG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9607131 | PA      | $8907730.51    | 0.03%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XCL97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32955881 | PA      | $29032832.59   | 0.11%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XD2N5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35314819 | PA      | $30945426.16   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/49 FIXED VAR                            | CUSIP: 3140XDXC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40752847 | PA      | $38925045.38   | 0.14%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                            | CUSIP: 3140XDYY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36568374 | PA      | $32272434.67   | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875                         | UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875       | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19412319 | PA      | $20081411.22   | 0.07%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                     | LOCKHEED MARTIN CORP SR UNSECURED 01/33 5.25                  | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15344000 | PA      | $16333175.66   | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                           | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75              | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16097000 | PA      | $17275783.31   | 0.06%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                       | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   11536000 | PA      | $10771240.72   | 0.04%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets (Delaware) L.P.                                               | LYRA MUSIC ASSETS DELAWARE LP LYRA 2025 1A A2 144A            | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16411614 | PA      | $16643063.34   | 0.06%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 11/32 5.65                 | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   20200000 | PA      | $21531268.68   | 0.08%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR A 144A                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21363000 | PA      | $22109777.85   | 0.08%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                                      | ROCK TRUST 2024-CNTR ROCC 2024 CNTR D 144A                    | CUSIP: 74970WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26521000 | PA      | $28003905.80   | 0.10%             | 2041-11-13      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 03/34 5.75                      | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 03/34 5.75    | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5769000 | PA      | $5811090.62    | 0.02%             | 2034-03-15      | Fixed         | 5.75%                 | 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        |   18542000 | PA      | $19466184.46   | 0.07%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C4 A3               | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15330000 | PA      | $16150277.64   | 0.06%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 03/33 VAR                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   81487000 | PA      | $76521691.51   | 0.28%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75   | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   33449000 | PA      | $30976426.84   | 0.11%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5                     | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5   | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   15125000 | PA      | $15453293.42   | 0.06%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A                           | AandD MORTGAGE TRUST 2026-NQM1 ADMT 2026 NQM1 A1 144A         | CUSIP: 00040DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18086878 | PA      | $18119089.02   | 0.07%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                              | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4836773 | PA      | $4806456.13    | 0.02%             | 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        |   18358390 | PA      | $17477187.73   | 0.06%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A                                      | AMSR 2025-SFR2 TRUST AMSR 2025 SFR2 A 144A                    | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12696000 | PA      | $12650362.96   | 0.05%             | 2042-11-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                                      | AMSR 2025-SFR1 TRUST AMSR 2025 SFR1 A 144A                    | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8517000 | PA      | $8286451.62    | 0.03%             | 2042-06-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/50 FIXED VAR                            | CUSIP: 3140XECP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19067016 | PA      | $18698137.52   | 0.07%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFGC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41530638 | PA      | $36521964.42   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/45 4.875                    | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  400119000 | PA      | $416186278.59  | 1.51%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/36 4.125                    | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  451550000 | PA      | $457547148.44  | 1.66%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                             | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15568000 | PA      | $15171951.01   | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   51112000 | PA      | $47624245.92   | 0.17%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 04/33 4.75                            | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12293000 | PA      | $12460827.23   | 0.05%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| A+D MORTGAGE TRUST 2025 NQM5 12/70 VAR                                          | A+D MORTGAGE TRUST 2025 NQM5 12/70 VAR                        | CUSIP: 00250AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12826477 | PA      | $12875888.83   | 0.05%             | 2070-12-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/49 FIXED 3                              | CUSIP: 3140JVS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5856823 | PA      | $5367459.27    | 0.02%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3                              | CUSIP: 3140K3KS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13874335 | PA      | $12762766.01   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                            | CUSIP: 3140KMU57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9235723 | PA      | $8168055.45    | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/47 FIXED 3.5                            | CUSIP: 3140Q7WR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17149799 | PA      | $16418130.09   | 0.06%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED 3                              | CUSIP: 3140QNF72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43551485 | PA      | $39490661.60   | 0.14%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2.5                            | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882240 | PA      | $775564.08     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18625307 | PA      | $17650255.18   | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3.5                            | CUSIP: 3140QPAG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   43434926 | PA      | $41025334.13   | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39503942 | PA      | $38517473.59   | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4                              | CUSIP: 3140QPAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76411209 | PA      | $74503113.71   | 0.27%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO                 | CUSIP: 38380JWY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69922748 | PA      | $2204503.41    | 0.01%             | 2060-05-16      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 4.5                            | CUSIP: 3140QPBD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27480056 | PA      | $27498997.99   | 0.10%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4.5                            | CUSIP: 3140QPJK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31393789 | PA      | $31317323.18   | 0.11%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                              | CUSIP: 3140QPKY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27807668 | PA      | $27113271.25   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                            | CUSIP: 3140XL7K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73481780 | PA      | $74691819.60   | 0.27%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 10/34 VAR                     | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   39088000 | PA      | $43403192.85   | 0.16%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 12/35 VAR                     | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20211000 | PA      | $20752752.22   | 0.08%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO                | CUSIP: 38380MFV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27575736 | PA      | $1083174.93    | 0.00%             | 2060-04-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO                | CUSIP: 38380MUV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   73024259 | PA      | $4398309.51    | 0.02%             | 2061-05-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO                | CUSIP: 38380NPW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   60573684 | PA      | $3456770.51    | 0.01%             | 2061-07-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 01/32 VAR                  | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15540000 | PA      | $15619789.97   | 0.06%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A        | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15435000 | PA      | $13891345.65   | 0.05%             | 2037-01-16      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 B1 144A            | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16160000 | PA      | $10409274.93   | 0.04%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFLK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20205504 | PA      | $18498302.56   | 0.07%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14071789 | PA      | $12869644.57   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLB72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28896437 | PA      | $29218767.64   | 0.11%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED VAR                            | CUSIP: 3140XLFJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12192135 | PA      | $12579069.98   | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/36 FIXED VAR                            | CUSIP: 3140XLJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41753937 | PA      | $40211471.30   | 0.15%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   19649000 | PA      | $20377408.08   | 0.07%             | 2030-03-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR         | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   17037000 | PA      | $18407635.85   | 0.07%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 10/32 VAR         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   26795000 | PA      | $27396638.32   | 0.10%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABORATORIES SR UNSECURED 03/33 4.3                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   70059000 | PA      | $69989223.34   | 0.25%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                            | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   50614000 | PA      | $52546021.92   | 0.19%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/33 4.4                             | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   24363000 | PA      | $24465193.53   | 0.09%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Atlantica Transmision Sur S.A.                                                  | ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875      | CUSIP: 00289LAA3<br>LEI: 549300PQCSQSSZTVDH16 | Long             | DBT              | CORP              | PE        |    5277334 | PA      | $5666379.60    | 0.02%             | 2043-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                                           | NRZT 2025-NQM6 NRZT 2025 NQM6 A1 144A                         | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19833310 | PA      | $19975288.66   | 0.07%             | 2065-10-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2026-NQM1                                   | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM1 A1 144A          | CUSIP: 64832LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14510048 | PA      | $14523615.08   | 0.05%             | 2065-11-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 A1 144A                            | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2026 NQM2 A1 144A          | CUSIP: 64832MAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10932000 | PA      | $10980225.42   | 0.04%             | 2065-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Sesac Finance LLC                                                               | SESAC FINANCE LLC SESAC 2025 1 A2 144A                        | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17714000 | PA      | $17750552.84   | 0.06%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XFWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30001817 | PA      | $27429404.62   | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/49 FIXED VAR                            | CUSIP: 3140XFX97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3652225 | PA      | $3580426.49    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                            | CUSIP: 3140XFYM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31722730 | PA      | $29052329.21   | 0.11%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGHK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  134683839 | PA      | $132204457.42  | 0.48%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   74435000 | PA      | $69559546.21   | 0.25%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust  | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/56 VAR         | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   13704000 | PA      | $14206676.42   | 0.05%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                               | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16552122 | PA      | $15483079.95   | 0.06%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| SandP Global Inc.                                                               | S+P GLOBAL INC COMPANY GUAR 03/32 2.9                         | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $11921236.40   | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2021-A                                         | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A           | CUSIP: 78448YAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6737235 | PA      | $6224092.18    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | 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        |   11278000 | PA      | $11900263.65   | 0.04%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR                  | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   18069000 | PA      | $19609483.08   | 0.07%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                                   | SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A                 | CUSIP: 78449RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22906000 | PA      | $20398196.15   | 0.07%             | 2041-07-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                    | TENET HEALTHCARE CORP SR SECURED 144A 11/32 5.5               | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $28348096.00   | 0.10%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37519025 | PA      | $35660392.53   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XGJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19067306 | PA      | $18110824.98   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/31 VAR                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13550000 | PA      | $14057707.66   | 0.05%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3                                 | WELLS FARGO COMMERCIAL MORTGAG WFCM 2025 5C6 A3               | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17844000 | PA      | $18519304.40   | 0.07%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322                | CUSIP: 04685A4D0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15698000 | PA      | $15932745.85   | 0.06%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD SR UNSECURED 01/31 3.5                     | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   13549000 | PA      | $12787542.00   | 0.05%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                           | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/36 VAR         | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   15638000 | PA      | $16458523.67   | 0.06%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 05/34 5.8            | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   20265000 | PA      | $21381244.03   | 0.08%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                                         | TEVA PHARMACEUTICAL FINANCE CO COMPANY GUAR 02/36 6.15        | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    4148000 | PA      | $4393179.98    | 0.02%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/46 4.1         | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   29678000 | PA      | $22796253.49   | 0.08%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25221169 | PA      | $23908699.36   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGKU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17897093 | PA      | $16999313.99   | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19 BANK5 2025 5YR19 A3                                            | BANK5 2025-5YR19 BANK5 2025 5YR19 A3                          | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12387000 | PA      | $12963996.37   | 0.05%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 05/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 05/46 FIXED 3                        | CUSIP: 31335AUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1530249 | PA      | $1430814.73    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/55 4.625                    | CUSIP: 912810UP1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  385458000 | PA      | $384795494.06  | 1.40%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 06/31 4.25                     | CUSIP: 91282CKW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  418985000 | PA      | $432847512.57  | 1.57%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                 | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 12/30 5.75        | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   19889000 | PA      | $20640092.37   | 0.07%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                   | THERMO FISHER SCIENTIFIC INC SR UNSECURED 10/32 4.473         | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   12872000 | PA      | $13017516.16   | 0.05%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                             | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   19245000 | PA      | $19490795.22   | 0.07%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 08/56 VAR                             | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   21541000 | PA      | $21171259.29   | 0.08%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                                                  | TOPBUILD CORP COMPANY GUAR 144A 01/34 5.625                   | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   18437000 | PA      | $18594670.27   | 0.07%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5                         | TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5       | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   18355000 | PA      | $17415708.57   | 0.06%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                     | BNP PARIBAS SA 144A 05/30 VAR                                 | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   31979000 | PA      | $33204326.23   | 0.12%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25               | CUSIP: 225313AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   45566000 | PA      | $43806579.18   | 0.16%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                                     | BMO 2024-5C8 MORTGAGE TRUST BMO 2024 5C8 A3                   | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7823000 | PA      | $8206203.40    | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                              | BOEING CO/THE SR UNSECURED 05/34 6.528                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   71325000 | PA      | $79967936.69   | 0.29%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CREDIT AGRICOLE SA 144A 01/36 VAR                             | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   26511000 | PA      | $28178020.96   | 0.10%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG SR UNSECURED 144A 09/34 VAR                      | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   16960000 | PA      | $18601266.69   | 0.07%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                             | WENDY'S FUNDING LLC WEN 2021 1A A2I 144A                      | CUSIP: 95058XAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27540476 | PA      | $25966284.41   | 0.09%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 04/34 5.5            | CUSIP: 95081QAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11588000 | PA      | $11677922.88   | 0.04%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC EQUITY                                                  | ALTERA INFRA/TEEKAY OFC EQUITY                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      75183 | NS      | $3040400.52    | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05        | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   25082000 | PA      | $24777044.27   | 0.09%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125         | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24225000 | PA      | $24645206.85   | 0.09%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 11/31 7.2                            | CUSIP: 698900AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3846000 | PA      | $4306252.09    | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 03/34 5.625      | CUSIP: 71376LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13810000 | PA      | $13856201.77   | 0.05%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara                     | PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED 144A 02/31 4.75   | CUSIP: 71568PAZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   12710000 | PA      | $12703078.77   | 0.05%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR                  | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   52715000 | PA      | $56397023.09   | 0.20%             | 2034-06-08      | Variable      | 5.87%                 | 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        |   20062000 | PA      | $20141826.70   | 0.07%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                         | PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/33 4.75         | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   12820000 | PA      | $13086552.03   | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTREAM OPERATING LP SR UNSECURED 11/34 5.45        | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   13560000 | PA      | $13794242.08   | 0.05%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                            | WINGSTOP FUNDING LLC WSTOP 2024 1A A2 144A                    | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11985000 | PA      | $12447466.39   | 0.05%             | 2054-12-05      | Fixed         | 5.86%                 | 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        |    8885280 | PA      | $8542699.98    | 0.03%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2019-1                                                | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A            | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6726027 | PA      | $6611750.65    | 0.02%             | 2058-03-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   13176000 | PA      | $13461813.79   | 0.05%             | 2030-02-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED VAR                            | CUSIP: 3140X7QX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20505528 | PA      | $18109418.39   | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/50 FIXED VAR                            | CUSIP: 3140X7S59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22962259 | PA      | $20329305.23   | 0.07%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140X7S67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50542963 | PA      | $44636921.44   | 0.16%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4709332 | PA      | $4381247.39    | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5                      | CUSIP: 31335AZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10256441 | PA      | $9809242.77    | 0.04%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3                                               | FREDDIE MAC POOL FR 01/50 FIXED 3                             | CUSIP: 3133A1CC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9868852 | PA      | $9087442.03    | 0.03%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/50 FIXED 2.5                                             | FREDDIE MAC POOL FR 09/50 FIXED 2.5                           | CUSIP: 3133AAU34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22478935 | PA      | $19817105.10   | 0.07%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 3                                               | FREDDIE MAC POOL FR 02/52 FIXED 3                             | CUSIP: 3133B3WS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44465435 | PA      | $40666779.72   | 0.15%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3133BPV54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22645308 | PA      | $23067749.08   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3                                               | FREDDIE MAC POOL FR 12/49 FIXED 3                             | CUSIP: 3133KHB54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11415624 | PA      | $10433259.12   | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/50 FIXED 3                                               | FREDDIE MAC POOL FR 02/50 FIXED 3                             | CUSIP: 3133KHK54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6027704 | PA      | $5550434.27    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/50 FIXED 2                                               | FREDDIE MAC POOL FR 09/50 FIXED 2                             | CUSIP: 3133KKAQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   98259142 | PA      | $82748150.70   | 0.30%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/52 FIXED 3.5                           | CUSIP: 3133KN7G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   70330262 | PA      | $66846213.30   | 0.24%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 12/51 FIXED 2.5                           | CUSIP: 3133KNED1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11784230 | PA      | $10337251.16   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 2                                               | FREDDIE MAC POOL FR 03/52 FIXED 2                             | CUSIP: 3133KNW41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   52597218 | PA      | $44195706.73   | 0.16%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   73547535 | PA      | $73621215.19   | 0.27%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4                                               | FREDDIE MAC POOL FR 02/53 FIXED 4                             | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10967945 | PA      | $10772892.56   | 0.04%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132E0FV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32298155 | PA      | $31491624.86   | 0.11%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5                      | CUSIP: 31335B2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15297322 | PA      | $14671307.88   | 0.05%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26868978 | PA      | $24988703.08   | 0.09%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3                        | CUSIP: 31335BD45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18176468 | PA      | $16898809.79   | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 08/48 FIXED 4                        | CUSIP: 31335BXJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6031709 | PA      | $5944434.85    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc.                                                 | BP CAPITAL MARKETS AMERICA INC COMPANY GUAR 02/33 4.812       | CUSIP: 10373QBU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13244000 | PA      | $13575085.17   | 0.05%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A                          | BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A        | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4808943 | PA      | $4583193.21    | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31386XBH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         53 | PA      | $56.36         | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/31 FIXED 7                              | CUSIP: 31387XQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         21 | PA      | $21.70         | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SUBORDINATED 09/35 VAR         | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   24803000 | PA      | $24907579.87   | 0.09%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Corporation                                                       | FIRST HORIZON CORP SR UNSECURED 03/31 VAR                     | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   15536000 | PA      | $16084732.76   | 0.06%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34383072 | PA      | $32507874.61   | 0.12%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29417387 | PA      | $27941710.40   | 0.10%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 03/52 FIXED 3.5                           | CUSIP: 3133KNWL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20657932 | PA      | $19634571.03   | 0.07%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3133KP6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43078439 | PA      | $43868592.72   | 0.16%             | 2052-10-01      | Fixed         | 5.00%                 | 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        |   23055000 | PA      | $24064601.51   | 0.09%             | 2028-03-13      | Fixed         | 7.25%                 | 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        |   14000000 | PA      | $13781192.32   | 0.05%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A            | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6586855 | PA      | $6396485.74    | 0.02%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A            | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11482209 | PA      | $10613315.51   | 0.04%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A                             | TOWD POINT MORTGAGE TRUST 2024 TPMT 2024 4 A1A 144A           | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25988850 | PA      | $26478807.64   | 0.10%             | 2064-10-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                            | TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125               | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   20959000 | PA      | $21304110.89   | 0.08%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC/ BRIGHT SR SECURED 144A 01/33 5.75                       | BRIGHTSTAR LOTTERY PLC/ BRIGHT SR SECURED 144A 01/33 5.75     | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   17814000 | PA      | $17700596.08   | 0.06%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125                    | BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4600728 | PA      | $4498607.47    | 0.02%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/32 4.55                          | CUSIP: 11135FCC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7715000 | PA      | $7819195.86    | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 07/32 4.9                           | CUSIP: 11135FCL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   34889000 | PA      | $35934672.52   | 0.13%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 04/33 3.419                         | CUSIP: 11135FCU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   63857000 | PA      | $59811552.41   | 0.22%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 02/36 4.8                           | CUSIP: 11135FCY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24725000 | PA      | $24786041.33   | 0.09%             | 2036-02-15      | Fixed         | 4.80%                 | 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        |   27198777 | PA      | $25809273.15   | 0.09%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/42 4                        | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   45277000 | PA      | $42708945.16   | 0.16%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A           | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3065764 | PA      | $2956162.01    | 0.01%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A            | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14041293 | PA      | $12406180.47   | 0.05%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 11 A1 144A           | CUSIP: 03466FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14293498 | PA      | $14343511.89   | 0.05%             | 2070-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A            | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16392825 | PA      | $16411263.59   | 0.06%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Company LLC                                        | COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036  | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21696000 | PA      | $23506726.25   | 0.09%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 06/31 8.625      | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    5845000 | PA      | $6125995.51    | 0.02%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/33 8          | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   11088000 | PA      | $11837726.21   | 0.04%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 02/34 7.25       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    6436000 | PA      | $6739206.40    | 0.02%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 02/36 6.375      | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    9651000 | PA      | $9681186.49    | 0.04%             | 2036-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                                         | DUKE ENERGY CORP SR UNSECURED 09/33 5.75                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   21211000 | PA      | $22663027.85   | 0.08%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65         | CUSIP: 268317AY0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   31320000 | PA      | $32811549.23   | 0.12%             | 2029-04-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| EFMT 2025-INV4 EFMT 2025 INV4 A1 144A                                           | EFMT 2025-INV4 EFMT 2025 INV4 A1 144A                         | CUSIP: 26846DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9324123 | PA      | $9391167.61    | 0.03%             | 2070-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA EFESTO US LLC SR SECURED 144A 02/32 7.5                        | EFESTO BIDCO SPA EFESTO US LLC SR SECURED 144A 02/32 7.5      | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   15969000 | PA      | $16351729.02   | 0.06%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140QQLU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35554371 | PA      | $35984301.78   | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED 5                              | CUSIP: 3140QQMK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   98993199 | PA      | $100190244.81  | 0.36%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/53 FIXED 5                              | CUSIP: 3140QR5J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   62374540 | PA      | $63401673.91   | 0.23%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED 5                              | CUSIP: 3140QRBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6519930 | PA      | $6639519.62    | 0.02%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED VAR                            | CUSIP: 3140X7TK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15867799 | PA      | $13362940.01   | 0.05%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 07/35 VAR                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38906000 | PA      | $40401060.70   | 0.15%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/38 FIXED VAR                            | CUSIP: 3140W1VX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65364197 | PA      | $61104392.90   | 0.22%             | 2038-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140W1YY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21983446 | PA      | $21427619.17   | 0.08%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                             | CUSIP: 3133KPGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  102185543 | PA      | $99633827.03   | 0.36%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 06/52 FIXED 4.5                           | CUSIP: 3133KPLW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20083296 | PA      | $20034378.75   | 0.07%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 5                                               | FREDDIE MAC POOL FR 08/52 FIXED 5                             | CUSIP: 3133KPUL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33597544 | PA      | $34208549.10   | 0.12%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                             | CUSIP: 3133KRJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35692321 | PA      | $36056996.64   | 0.13%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/36 FIXED 2                                               | FREDDIE MAC POOL FR 06/36 FIXED 2                             | CUSIP: 3133L8DV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43263851 | PA      | $40457852.49   | 0.15%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/29 FIXED 7.5                            | CUSIP: 31371HVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.11         | 0.00%             | 2029-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/29 FIXED VAR                            | CUSIP: 31384VL75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         11 | PA      | $11.56         | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/31 FIXED VAR                            | CUSIP: 31384WB66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $6.38          | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/31 FIXED VAR                            | CUSIP: 31385HNT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         54 | PA      | $56.39         | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125             | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   56726000 | PA      | $58639791.16   | 0.21%             | 2034-03-08      | Fixed         | 6.12%                 | 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        |   35736000 | PA      | $36083219.20   | 0.13%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875   | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9951000 | PA      | $9808280.77    | 0.04%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                           | GEORGIA POWER CO SR UNSECURED 05/33 4.95                      | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $13236287.90   | 0.05%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY GGP 2026 TY A 144A                                                  | GGP 2026-TY GGP 2026 TY A 144A                                | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20246000 | PA      | $20471821.86   | 0.07%             | 2043-03-05      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                                               | GLOVES BUYER INC 2025 TERM LOAN                               | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   26529510 | PA      | $26396862.45   | 0.10%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/31 3.75                     | CUSIP: 91282CPW5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  124809000 | PA      | $126076591.41  | 0.46%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/43 4.75                     | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  286320000 | PA      | $294708282.68  | 1.07%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/44 4.625                    | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  159844000 | PA      | $161348781.01  | 0.59%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                 | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   20599000 | PA      | $20404613.42   | 0.07%             | 2055-01-15      | Variable      | 6.30%                 | 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        |    9973000 | PA      | $9660917.90    | 0.04%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   19875000 | PA      | $18955175.06   | 0.07%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375        | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   18905000 | PA      | $19472452.48   | 0.07%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15717000 | PA      | $14649820.89   | 0.05%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5         | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10461000 | PA      | $9573431.22    | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375  | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12790000 | PA      | $13196376.67   | 0.05%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 06/31 5.875                   | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   21854000 | PA      | $22837910.79   | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                            | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   51379000 | PA      | $53321074.82   | 0.19%             | 2032-08-01      | Fixed         | 5.75%                 | 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        |   20334000 | PA      | $20625813.23   | 0.07%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                                              | CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875                 | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   19259000 | PA      | $18468462.35   | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 02/30 3.375                         | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $11373260.42   | 0.04%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                             | CENTENE CORP SR UNSECURED 10/30 3                             | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   18714000 | PA      | $16853957.53   | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 4                                               | FREDDIE MAC POOL FR 06/53 FIXED 4                             | CUSIP: 3132DQ3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51052362 | PA      | $49968959.69   | 0.18%             | 2053-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57121016 | PA      | $57053287.69   | 0.21%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 08/53 FIXED 4.5                           | CUSIP: 3132DQ5Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13295397 | PA      | $13254703.42   | 0.05%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                                     | PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25                  | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   31195000 | PA      | $33620005.72   | 0.12%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P. and PAA Finance Corp.                         | PLAINS ALL AMERICAN PIPELINE L SR UNSECURED 01/31 4.7         | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9475000 | PA      | $9623700.46    | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 TRUST PRKCM 2026 AFC1 A1 144A                                   | PRKCM 2026-AFC1 TRUST PRKCM 2026 AFC1 A1 144A                 | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11494740 | PA      | $11488624.12   | 0.04%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR6 PROG 2025 SFR6 A 144A          | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10965000 | PA      | $10837336.70   | 0.04%             | 2042-12-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR          | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   16041000 | PA      | $15920664.91   | 0.06%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375               | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   16340000 | PA      | $15716511.35   | 0.06%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A                             | FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A           | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23526000 | PA      | $23244349.08   | 0.08%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A                              | FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A            | CUSIP: 33852DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22439524 | PA      | $19233118.40   | 0.07%             | 2051-02-01      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140W1ZV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50193774 | PA      | $47628826.93   | 0.17%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 07/30 VAR                    | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   10759000 | PA      | $10939266.61   | 0.04%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANCORP SR UNSECURED 01/32 VAR                    | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16334000 | PA      | $17229627.36   | 0.06%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/31 VAR         | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   23298000 | PA      | $23725833.75   | 0.09%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ JR SUBORDINA 12/99 VAR         | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   16705000 | PA      | $17198799.80   | 0.06%             | 2030-12-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875                       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875     | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14693000 | PA      | $14435396.45   | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |   14067000 | PA      | $14152442.96   | 0.05%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/32 7.375  | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    6374000 | PA      | $6594202.58    | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | 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        |   10294000 | PA      | $10686250.71   | 0.04%             | 2029-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                           | WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7             | CUSIP: 96337RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10779000 | PA      | $11307896.97   | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | 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        |    7350000 | PA      | $7104718.01    | 0.03%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                              | LITHIA MOTORS INC COMPANY GUAR 144A 10/30 5.5                 | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   14804000 | PA      | $14896969.12   | 0.05%             | 2030-10-01      | Fixed         | 5.50%                 | 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        |    8679000 | PA      | $8964947.01    | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A                              | WILLIS ENGINE STRUCTURED TRUST WESTF 2025 A A 144A            | CUSIP: 97063RAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8999791 | PA      | $9213292.49    | 0.03%             | 2050-06-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7             | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    5068000 | PA      | $5222553.73    | 0.02%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132DQ6B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49186335 | PA      | $49996296.53   | 0.18%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/50 FIXED 3                                               | FREDDIE MAC POOL FR 11/50 FIXED 3                             | CUSIP: 3132DSWG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12209524 | PA      | $11158841.19   | 0.04%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                                       | FLEXENTIAL ISSUER LLC FLX 2025 1A A2 144A                     | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10590000 | PA      | $10763824.26   | 0.04%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A                              | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2026 1 A 144A            | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23820000 | PA      | $24207844.39   | 0.09%             | 2038-08-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/33 4                        | CUSIP: 91282CPY1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  477442000 | PA      | $485648034.38  | 1.76%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   47872566 | NS      | $478869276.87  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC SUBORDINATED 06/36 VAR               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   16228000 | PA      | $17059899.53   | 0.06%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18137000 | PA      | $18067212.45   | 0.07%             | 2035-09-27      | Variable      | 6.62%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                 | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   54566000 | PA      | $52293634.40   | 0.19%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8               | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   30328000 | PA      | $31241552.75   | 0.11%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR2 PROG 2025 SFR2 A 144A          | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14516862 | PA      | $13979093.73   | 0.05%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2026-SFR1 PROG 2026 SFR1 A 144A          | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14160000 | PA      | $13813132.39   | 0.05%             | 2043-02-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR1 PROG 2025 SFR1 A 144A          | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18327751 | PA      | $17755481.63   | 0.06%             | 2042-02-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A                            | PROGRESS RESIDENTIAL 2025-SFR5 PROG 2025 SFR5 A 144A          | CUSIP: 74334RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15741867 | PA      | $15433504.74   | 0.06%             | 2042-10-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 01/31 4.25   | CUSIP: 74350LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13885000 | PA      | $13905907.76   | 0.05%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted U.S. Logistics Fund L.P.                                      | PROLOGIS TARGETED US LOGISTICS COMPANY GUAR 144A 03/33 4.625  | CUSIP: 74350LAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24655000 | PA      | $24606401.30   | 0.09%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A                             | PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A           | CUSIP: 74387TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15908201 | PA      | $14524351.28   | 0.05%             | 2036-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                       | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20967000 | PA      | $19323661.05   | 0.07%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                          | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                        | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   13346148 | PA      | $13332534.43   | 0.05%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RIN XII LLC RIN 2025 1A A1 144A                                                 | RIN XII LLC RIN 2025 1A A1 144A                               | CUSIP: 74983UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14005000 | PA      | $13990448.81   | 0.05%             | 2038-04-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/49 FIXED 3.5                                             | FREDDIE MAC POOL FR 12/49 FIXED 3.5                           | CUSIP: 3132DTLK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20620450 | PA      | $19540950.90   | 0.07%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/54 FIXED 5                                               | FREDDIE MAC POOL FR 12/54 FIXED 5                             | CUSIP: 3132DU6F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37027903 | PA      | $37620293.59   | 0.14%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                                          | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7         | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |   13840000 | PA      | $14618500.00   | 0.05%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/35 6.25              | CUSIP: 350930AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43363000 | PA      | $46688273.01   | 0.17%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/36 6.1               | CUSIP: 350930AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30959000 | PA      | $33052792.77   | 0.12%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/30 5.8        | CUSIP: 04020EAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21590000 | PA      | $21442865.66   | 0.08%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 09/28 5.45       | CUSIP: 04020EAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11628000 | PA      | $11627367.79   | 0.04%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 01/31 5.15       | CUSIP: 04020EAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27301000 | PA      | $26446961.38   | 0.10%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6              | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   21510000 | PA      | $22803138.18   | 0.08%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/31 4.7            | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    9717000 | PA      | $9772595.04    | 0.04%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 11/52 FIXED 3.5                           | CUSIP: 3132DUQG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71056358 | PA      | $67825006.27   | 0.25%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/55 FIXED 5.5                                             | FREDDIE MAC POOL FR 01/55 FIXED 5.5                           | CUSIP: 3132DVEF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57825661 | PA      | $59331054.11   | 0.22%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO                 | CUSIP: 38379RPH0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20022657 | PA      | $467108.56     | 0.00%             | 2058-07-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO                 | CUSIP: 38379RSQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11987309 | PA      | $412779.38     | 0.00%             | 2059-05-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO                | CUSIP: 38379RW58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21351011 | PA      | $773352.82     | 0.00%             | 2059-01-16      | Variable      | 0.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO                 | CUSIP: 38379RZB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39532406 | PA      | $610692.65     | 0.00%             | 2058-09-16      | Variable      | 0.39%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc.                                                  | ADVANCED DRAINAGE SYSTEMS INC SR UNSECURED 144A 03/34 5.375   | CUSIP: 00790RAC8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    6985000 | PA      | $7038225.14    | 0.03%             | 2034-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/30 3.75                      | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    7320000 | PA      | $7133712.51    | 0.03%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | AKER BP ASA SR UNSECURED 144A 01/31 4                         | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   13636000 | PA      | $13345215.71   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75                     | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75   | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45579000 | PA      | $45352372.10   | 0.16%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125      | CUSIP: 013822AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    3340000 | PA      | $3531138.18    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | 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        |   16000000 | PA      | $16205832.00   | 0.06%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                                          | FANNIE MAE OR FREDDIE MAC MBS 30YR TBA                        | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  143858000 | PA      | $130084718.59  | 0.47%             | N/A             | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  144844000 | PA      | $136504157.68  | 0.50%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                        | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   29573000 | PA      | $27801612.20   | 0.10%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                        | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10944000 | PA      | $11340709.06   | 0.04%             | 2031-09-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                     | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   20338000 | PA      | $21533467.64   | 0.08%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Vornado Realty L.P.                                                             | VORNADO REALTY LP SR UNSECURED 02/33 5.75                     | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   10254000 | PA      | $10403841.39   | 0.04%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL MBS 30YR TBA                                                    | FANNIE MAE POOL MBS 30YR TBA                                  | CUSIP: 01F032633<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -144844000 | PA      | $-136504157.68 | -0.50%            | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/35 VAR                     | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   16913000 | PA      | $17458061.00   | 0.06%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO                 | CUSIP: 38379RZH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18742400 | PA      | $453552.95     | 0.00%             | 2059-07-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO                 | CUSIP: 38379U6A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   66869216 | PA      | $1311191.65    | 0.00%             | 2058-12-16      | Variable      | 0.48%                 | 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        |   12240000 | PA      | $12567388.54   | 0.05%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                             | ALLY FINANCIAL INC SR UNSECURED 07/33 VAR                     | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   25968000 | PA      | $26199637.42   | 0.10%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                   | ALPHABET INC SR UNSECURED 02/33 4.4                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   25621000 | PA      | $25846848.09   | 0.09%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                       | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    7104000 | PA      | $7422344.45    | 0.03%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65                          | AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65        | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16235608 | PA      | $16043804.90   | 0.06%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95                          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95        | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18288815 | PA      | $17769321.21   | 0.06%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2025- AOMT 2025 10 A1 144A           | CUSIP: 034940AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9367073 | PA      | $9397309.45    | 0.03%             | 2070-09-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A                              | ANGEL OAK MORTGAGE TRUST 2026- AOMT 2026 1 A1 144A            | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24469826 | PA      | $24475334.25   | 0.09%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75                     | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18101000 | PA      | $18375246.62   | 0.07%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75                     | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 07/34 5.75   | CUSIP: 03690AAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41527000 | PA      | $42176150.06   | 0.15%             | 2034-07-01      | Fixed         | 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        |   34399000 | PA      | $35762107.85   | 0.13%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 07/31 6.7              | CUSIP: 03770DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20359000 | PA      | $21019061.58   | 0.08%             | 2031-07-29      | Fixed         | 6.70%                 | 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        |   32874660 | PA      | $32176737.54   | 0.12%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 01/31 6.25                       | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 01/31 6.25     | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14157000 | PA      | $14489887.70   | 0.05%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 08/29 6.35            | CUSIP: 04020EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7430000 | PA      | $7579501.56    | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 02/30 5.6             | CUSIP: 04020EAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16058000 | PA      | $15871087.77   | 0.06%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3961000 | PA      | $3992136.03    | 0.01%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 03/32 6.2             | CUSIP: 04020EAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14392000 | PA      | $14457755.18   | 0.05%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                            | ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55              | CUSIP: 045054AQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31502000 | PA      | $32962213.47   | 0.12%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FUNDING SECURED 144A 10/29 4.721                | CUSIP: 04685A4C2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12607000 | PA      | $12613696.59   | 0.05%             | 2029-10-08      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 02/55 VAR                 | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6641587.50    | 0.02%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: —       |
| CenterPoint Energy Inc.                                                         | CENTERPOINT ENERGY INC JR SUBORDINA 04/56 VAR                 | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   15711000 | PA      | $15862815.39   | 0.06%             | 2056-04-01      | Variable      | 5.95%                 | 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        |   11357000 | PA      | $10827390.15   | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384         | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   45520000 | PA      | $47548724.44   | 0.17%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   23897000 | PA      | $25633880.56   | 0.09%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                                   | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/35 5.55           | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   10242000 | PA      | $10628430.46   | 0.04%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                    | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   16636000 | PA      | $16736331.72   | 0.06%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CIMIC Finance (USA) Pty. Ltd.                                                   | CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7           | CUSIP: 171873AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   11856000 | PA      | $13052974.17   | 0.05%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 5                              | CUSIP: 3140QRWV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7230718 | PA      | $7350917.78    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/53 FIXED 5.5                            | CUSIP: 3140QRXN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21613975 | PA      | $22110802.63   | 0.08%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED 4.5                            | CUSIP: 3140QSUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27970500 | PA      | $27841186.48   | 0.10%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5                              | CUSIP: 3140QVPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   59636872 | PA      | $60227557.33   | 0.22%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                            | CUSIP: 3140QVRF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21952733 | PA      | $22633998.65   | 0.08%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED 5                              | CUSIP: 3140QVWK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29858878 | PA      | $30219937.67   | 0.11%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/54 FIXED VAR                            | CUSIP: 3140W0HV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48289578 | PA      | $49757981.57   | 0.18%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140W1EG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32384196 | PA      | $30810295.01   | 0.11%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XQA31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19921376 | PA      | $20404198.04   | 0.07%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                            | CUSIP: 3140XQLC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   80585080 | PA      | $78925317.32   | 0.29%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED VAR                            | CUSIP: 3140XQNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  112588506 | PA      | $102864586.18  | 0.37%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                            | CUSIP: 3140XR2S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31770014 | PA      | $32746262.54   | 0.12%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/53 FIXED VAR                            | CUSIP: 3140XRYY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37442455 | PA      | $36647874.14   | 0.13%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XTCP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34382952 | PA      | $32615207.28   | 0.12%             | 2051-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                            | CUSIP: 3140Y6SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57168805 | PA      | $58590101.56   | 0.21%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/55 FIXED 5.5                            | CUSIP: 3140Y6SW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35049438 | PA      | $36194640.20   | 0.13%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO                 | CUSIP: 38379U7Q3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38415729 | PA      | $1437355.22    | 0.01%             | 2057-11-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 81 IO                 | CUSIP: 38380J2B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19099062 | PA      | $789131.23     | 0.00%             | 2060-01-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                                   | ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A            | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6786571 | PA      | $6250518.52    | 0.02%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75           | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   13786000 | PA      | $13568826.38   | 0.05%             | 2030-03-01      | Fixed         | 4.75%                 | 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        |    6148000 | PA      | $6052232.60    | 0.02%             | 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        |   21446000 | PA      | $21508579.43   | 0.08%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625                    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625  | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6784000 | PA      | $7047877.25    | 0.03%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019-OC11 BX 2019 OC11 A 144A                                          | BX TRUST 2019-OC11 BX 2019 OC11 A 144A                        | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11006000 | PA      | $10577013.64   | 0.04%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2022-CLS BX 2022 CLS A 144A                                            | BX TRUST 2022-CLS BX 2022 CLS A 144A                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19433000 | PA      | $19486477.67   | 0.07%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA 11/30 4.551                                | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   30600000 | PA      | $30844383.23   | 0.11%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN SR UNSECURED 144A 08/33 6.25   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   14302000 | PA      | $14568760.90   | 0.05%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                | STANDARD BUILDING SOLUTIONS IN COMPANY GUAR 144A 03/34 5.875  | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   18582000 | PA      | $18536706.00   | 0.07%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/30 6         | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   15043000 | PA      | $15391516.22   | 0.06%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A                               | STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A             | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17157361 | PA      | $15709475.28   | 0.06%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 99 IO                 | CUSIP: 38380J7L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44027822 | PA      | $1162347.70    | 0.00%             | 2060-06-16      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO                | CUSIP: 38380JAH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29643479 | PA      | $725079.49     | 0.00%             | 2059-06-16      | Variable      | 0.41%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                                       | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125       | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20238000 | PA      | $21276897.49   | 0.08%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                    | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11773962 | PA      | $11905358.74   | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                   | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10964212 | PA      | $11230167.02   | 0.04%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A23 144A                    | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27666788 | PA      | $27660695.27   | 0.10%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO                | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   72550145 | PA      | $1990347.93    | 0.01%             | 2060-01-16      | Variable      | 0.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO                 | CUSIP: 38380JJ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11368165 | PA      | $343547.08     | 0.00%             | 2060-01-16      | Variable      | 0.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO                  | CUSIP: 38380JMW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53700942 | PA      | $1586433.22    | 0.01%             | 2060-01-16      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO                 | CUSIP: 38380JQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29525304 | PA      | $1331591.21    | 0.00%             | 2060-04-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO                 | CUSIP: 38380JUL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63895081 | PA      | $1971009.91    | 0.01%             | 2060-03-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 30 IO                 | CUSIP: 38381H2V2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   94762717 | PA      | $6270231.02    | 0.02%             | 2064-11-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO                | CUSIP: 38381HPE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21530703 | PA      | $1214465.11    | 0.00%             | 2064-06-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 36 IO                 | CUSIP: 38381JDB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  151697751 | PA      | $9140987.90    | 0.03%             | 2064-10-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 62 IO                 | CUSIP: 38381JED5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  119653122 | PA      | $7489340.20    | 0.03%             | 2065-02-16      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625    | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18613000 | PA      | $18989516.61   | 0.07%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Industrial FandB Investments III Inc.                                           | INDUSTRIAL FandB INVESTMENTS III SR SECURED 144A 02/33 7.75   | CUSIP: 456142AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9720000 | PA      | $9975968.62    | 0.04%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 09/34 VAR                           | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   12140000 | PA      | $13225286.74   | 0.05%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/42 FIXED 3                              | CUSIP: 31417CH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1459737 | PA      | $1376339.06    | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/42 FIXED 3                              | CUSIP: 31417DKF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2401299 | PA      | $2256418.75    | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/43 FIXED 3                              | CUSIP: 31417GBE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1145639 | PA      | $1074622.28    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc.                                                  | FIRST CITIZENS BANCSHARES INC/ SR UNSECURED 03/32 VAR         | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   38535000 | PA      | $38427749.39   | 0.14%             | 2032-03-03      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                  | ING GROEP NV SR UNSECURED 03/30 VAR                           | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    8229000 | PA      | $8524803.42    | 0.03%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc.                                                  | INTERCONTINENTAL EXCHANGE INC SR UNSECURED 03/33 4.6          | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12985005.24   | 0.05%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Flowserve Corporation                                                           | FLOWSERVE CORP SR UNSECURED 10/30 3.5                         | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |   13285000 | PA      | $12820400.30   | 0.05%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3            | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   16948000 | PA      | $16956429.09   | 0.06%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A                           | INVITATION HOMES 2024-SFR1 TRU IHSFR 2024 SFR1 A 144A         | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   26700048 | PA      | $26499516.94   | 0.10%             | 2041-09-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc.                                                    | ION PLATFORM FINANCE US INC SR SECURED 144A 09/32 7.875       | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17306000 | PA      | $13876277.71   | 0.05%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                   | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95           | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   25047000 | PA      | $28078864.21   | 0.10%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                                | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A            | CUSIP: 97064FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5845980 | PA      | $5699134.36    | 0.02%             | 2045-03-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                                      | IQVIA INC SR SECURED 02/29 6.25                               | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11256000 | PA      | $11830427.45   | 0.04%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   11122000 | PA      | $11066325.71   | 0.04%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15877000 | PA      | $15361797.70   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                                     | JERSEY MIKE'S FUNDING JMIKE 2025 1A A2 144A                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20592520 | PA      | $21350172.35   | 0.08%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2026 1A A2I 144A              | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21572000 | PA      | $21851243.07   | 0.08%             | 2056-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75                          | JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75        | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26839748 | PA      | $24342456.95   | 0.09%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4                             | JETBLUE 2020-1 CLASS A PASS TH PASS THRU CE 05/34 4           | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8525913 | PA      | $8235470.14    | 0.03%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| KLA Corporation                                                                 | KLA CORP SR UNSECURED 07/32 4.65                              | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   12861000 | PA      | $13189614.75   | 0.05%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                  | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   13563000 | PA      | $12956831.55   | 0.05%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                     | KENVUE INC COMPANY GUAR 03/33 4.9                             | CUSIP: 49177JAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12817000 | PA      | $13239737.73   | 0.05%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 03/35 VAR                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    9508000 | PA      | $10368948.92   | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                                | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   11623000 | PA      | $11923584.61   | 0.04%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 01/37 VAR                                | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    9784000 | PA      | $9870594.66    | 0.04%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                     | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/33 6.625            | CUSIP: 49726JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   34888000 | PA      | $36767071.87   | 0.13%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC SR UNSECURED 03/29 4.375                     | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   24845000 | PA      | $24898932.04   | 0.09%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                          | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875             | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   31492000 | PA      | $32615477.10   | 0.12%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A                            | NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A          | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100079 | PA      | $2081239.49    | 0.01%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                                  | NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A                | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6007715 | PA      | $5706263.38    | 0.02%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                        | NATIONAL RURAL UTILITIES COOPE SR UNSECURED 03/32 8           | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3187000 | PA      | $3828800.42    | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A                            | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A          | CUSIP: 63874GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7402000 | PA      | $6983646.36    | 0.03%             | 2043-01-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A                           | NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A         | CUSIP: 63942HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9916550 | PA      | $8920495.71    | 0.03%             | 2069-08-26      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A                              | NAVIENT REFINANCE LOAN TRUST 2 NAVRL 2026 A A 144A            | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23961000 | PA      | $24012274.14   | 0.09%             | 2056-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                      | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44614739 | PA      | $43085310.03   | 0.16%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                                   | NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A                 | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17840640 | PA      | $17009590.88   | 0.06%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A                              | WILLIS ENGINE STRUCTURED TRUST WESTF 2025 B A 144A            | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10747703 | PA      | $10863662.18   | 0.04%             | 2050-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25                       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25     | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10483000 | PA      | $11036869.31   | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625                         | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 01/32 3.625       | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   25224000 | PA      | $23871953.24   | 0.09%             | 2032-01-15      | Fixed         | 3.62%                 | 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        |    8011000 | PA      | $8483761.15    | 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        |    9094000 | PA      | $8881875.36    | 0.03%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                                 | WYNDHAM HOTELS and RESORTS INC WYNDHAM HOTELS + RESORTS       | CUSIP: 98311AAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7300552.84    | 0.03%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                          | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13376538.90   | 0.05%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                 | ZAYO ISSUER LLC ZAYO 2025 1A A2 144A                          | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21747000 | PA      | $22240295.90   | 0.08%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                                        | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                      | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   20268920 | PA      | $19437501.06   | 0.07%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| US 10YR NOTE CBT 0626                                                           | US 10YR NOTE CBT 0626                                         | CUSIP: ADI37KRJ5<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       2000 | NC      | $1043454.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leviathan Bond Ltd.                                                             | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5             | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   29816000 | PA      | $29994896.00   | 0.11%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625                    | ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625  | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8263000 | PA      | $8574407.68    | 0.03%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375                      | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375    | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9884000 | PA      | $9836227.27    | 0.04%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                             | ATHENE HOLDING LTD JR SUBORDINA 10/54 VAR                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   10945000 | PA      | $10519112.54   | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                            | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/30 6.25    | CUSIP: 049463AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12771000 | PA      | $13382918.76   | 0.05%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                            | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/33 5.25    | CUSIP: 049463AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7706000 | PA      | $7659175.26    | 0.03%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A                          | BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A        | CUSIP: 05492PAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11565000 | PA      | $10458390.25   | 0.04%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                                   | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2                 | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7800547 | PA      | $7342715.99    | 0.03%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                                        | BAHA TRUST 2024-MAR BAHA 2024 MAR A 144A                      | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27273000 | PA      | $28469221.05   | 0.10%             | 2041-12-10      | Variable      | 6.17%                 | 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        |   10454000 | PA      | $10519337.50   | 0.04%             | 2031-02-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/30 5.05        | CUSIP: 09261HBY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22460000 | PA      | $21704649.31   | 0.08%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25                     | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20648000 | PA      | $21839616.73   | 0.08%             | 2032-07-15      | Fixed         | 7.25%                 | 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        |   18345000 | PA      | $18091662.89   | 0.07%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/36 7.375  | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16650000 | PA      | $16900432.65   | 0.06%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1                               | CDW LLC / CDW FINANCE CORP COMPANY GUAR 03/30 5.1             | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5574000 | PA      | $5660835.28    | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY CENT 2025 CITY A 144A                                            | CENT 2025-CITY CENT 2025 CITY A 144A                          | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14258000 | PA      | $14613460.49   | 0.05%             | 2040-07-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/33 5.75        | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   21968000 | PA      | $23101900.29   | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 01/31 5.875     | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5099000 | PA      | $5207669.89    | 0.02%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3                               | BBCMS MORTGAGE TRUST 2024-5C29 BBCMS 2024 5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7133000 | PA      | $7373233.73    | 0.03%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3                               | BBCMS MORTGAGE TRUST 2025-5C38 BBCMS 2025 5C38 A3             | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14728000 | PA      | $15305101.95   | 0.06%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                  | JH NORTH AMERICA HOLDINGS INC SR SECURED 144A 07/32 6.125     | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18533000 | PA      | $19021418.68   | 0.07%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                     | MICHAELS COS INC/THE SR SECURED 144A 03/33 8.5                | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   23151000 | PA      | $22519090.45   | 0.08%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3                               | BBCMS MORTGAGE TRUST 2026-5C40 BBCMS 2026 5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13004000 | PA      | $13597609.19   | 0.05%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Banco Bradesco S.A. Grand Cayman Branch                                         | BANCO BRADESCO SA/CAYMAN ISLAN SR UNSECURED 144A 01/31 5.375  | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |   25756000 | PA      | $25962048.00   | 0.09%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24189634 | PA      | $20499295.26   | 0.07%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45               | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   11197000 | PA      | $11673727.73   | 0.04%             | 2034-06-15      | Fixed         | 6.45%                 | 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        |    7139000 | PA      | $6183782.52    | 0.02%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                                              | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625                | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   32645000 | PA      | $22921327.66   | 0.08%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-Nqm3 Trust                                                            | CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A                         | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7203294 | PA      | $6383617.21    | 0.02%             | 2066-04-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                                           | CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A                         | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10516670 | PA      | $9560433.39    | 0.03%             | 2066-02-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                            | CSMC 2021-NQM6 TRUST CSMC 2021 NQM6 A1 144A                   | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17396585 | PA      | $15297876.37   | 0.06%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                          | CVS HEALTH CORP SR UNSECURED 09/32 5                          | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   26500000 | PA      | $27188552.95   | 0.10%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                                  | CABLE ONE INC COMPANY GUAR 144A 11/30 4                       | CUSIP: 12685JAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13897000 | PA      | $9620584.59    | 0.03%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/37 FIXED 4.5                           | CUSIP: 3132D6DC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7847398 | PA      | $7909544.77    | 0.03%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 01/38 FIXED 4.5                           | CUSIP: 3132D6DJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8338767 | PA      | $8404805.18    | 0.03%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 5                                               | FREDDIE MAC POOL FR 12/52 FIXED 5                             | CUSIP: 3132DPGD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25211512 | PA      | $25673946.48   | 0.09%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                     | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   29438000 | PA      | $35496487.59   | 0.13%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/31 VAR                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38499000 | PA      | $36198760.59   | 0.13%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703                | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   23367000 | PA      | $21362973.88   | 0.08%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   20240000 | PA      | $21257904.62   | 0.08%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/28 7.3         | CUSIP: 09261HBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14584000 | PA      | $15250493.03   | 0.06%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 07/29 5.95        | CUSIP: 09261HBN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14883000 | PA      | $14996841.85   | 0.05%             | 2029-07-16      | Fixed         | 5.95%                 | 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        |   25251000 | PA      | $25049943.96   | 0.09%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 03/34 5.5    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   13933000 | PA      | $14081706.91   | 0.05%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                         | CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A                  | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   29077119 | PA      | $23778793.93   | 0.09%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                              | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22279533 | PA      | $21154674.56   | 0.08%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                        | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   39514000 | PA      | $33518078.47   | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 02/35 5.5                   | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15891000 | PA      | $16443538.81   | 0.06%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                                | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75   | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3813000 | PA      | $3939942.40    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance and Annuity Association of America                           | TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   28664000 | PA      | $24022277.96   | 0.09%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625          | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     468200 | NS      | $10370630.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2021 1A A 144A                      | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16049620 | PA      | $15033302.08   | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                            | CLI FUNDING VIII LLC CLIF 2022 1A A 144A                      | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17261532 | PA      | $16205947.85   | 0.06%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                              | CLI FUNDING IX LLC CLIF 2025 1A A 144A                        | CUSIP: 12571WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16086048 | PA      | $16370917.86   | 0.06%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA                                 | COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA               | CUSIP: 12595VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  220604545 | PA      | $1700353.65    | 0.01%             | 2051-05-10      | Variable      | 0.46%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                        | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   28228000 | PA      | $28659111.00   | 0.10%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 04/32 3.25                    | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12227008.37   | 0.04%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                          | MICRON TECHNOLOGY INC SR UNSECURED 01/35 5.8                  | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   16569000 | PA      | $17743892.71   | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Home Depot Inc.                                                             | HOME DEPOT INC/THE SR UNSECURED 06/34 4.95                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   27698000 | PA      | $28627625.48   | 0.10%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                    | HONEYWELL INTERNATIONAL INC SR UNSECURED 02/33 5              | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   12842000 | PA      | $13396447.19   | 0.05%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Horizon Mutual Holdings Inc.                                                    | HORIZON MUTUAL HOLDINGS INC SR UNSECURED 144A 11/34 6.2       | CUSIP: 43990FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26869000 | PA      | $26741200.83   | 0.10%             | 2034-11-15      | Fixed         | 6.20%                 | 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        |    6580000 | PA      | $6512479.33    | 0.02%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2024 1A A2 144A                     | CUSIP: 44148JAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7157000 | PA      | $7273976.87    | 0.03%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375  | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2921000 | PA      | $3082575.12    | 0.01%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625  | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10523000 | PA      | $10875312.67   | 0.04%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR           | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   11001000 | PA      | $11553612.35   | 0.04%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SR UNSECURED 01/31 VAR           | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   15801000 | PA      | $16357125.36   | 0.06%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH SUBORDINATED 11/39 VAR           | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    8037000 | PA      | $8440006.93    | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                              | HUNTINGTON BANCSHARES INC/OH JR SUBORDINA 12/99 VAR           | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   11889000 | PA      | $11977002.38   | 0.04%             | 2030-10-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP SR UNSECURED 03/33 5                                  | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   14422000 | PA      | $14659484.77   | 0.05%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132DQ3P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   65765078 | PA      | $66848044.69   | 0.24%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO                | CUSIP: 38380P2F0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  141543818 | PA      | $8915830.94    | 0.03%             | 2062-06-16      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO                | CUSIP: 38380P4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  240692452 | PA      | $14835416.27   | 0.05%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO                | CUSIP: 38380PT20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  164404038 | PA      | $8588927.29    | 0.03%             | 2062-09-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO                 | CUSIP: 38380PTT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29556839 | PA      | $1642893.27    | 0.01%             | 2062-02-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO                | CUSIP: 38380PV76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37893498 | PA      | $2213097.75    | 0.01%             | 2062-05-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8725000 | PA      | $9094451.40    | 0.03%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                             | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9               | CUSIP: 17287HAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14992000 | PA      | $15381669.82   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A                            | CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A          | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20164000 | PA      | $20784845.53   | 0.08%             | 2040-10-12      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                                           | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR          | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   26482000 | PA      | $31497267.09   | 0.11%             | 2033-03-15      | Variable      | 9.12%                 | 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        |   26149000 | PA      | $27440521.86   | 0.10%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/77 VAR                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   20216000 | PA      | $20303454.42   | 0.07%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   19789000 | PA      | $20163546.40   | 0.07%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 07/80 VAR                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   29961000 | PA      | $30493137.32   | 0.11%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                           | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   13523000 | PA      | $15607151.24   | 0.06%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   37134000 | PA      | $38520806.36   | 0.14%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER LP SR UNSECURED 09/34 5.6                     | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   14677000 | PA      | $15334620.45   | 0.06%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   26211000 | PA      | $26337048.70   | 0.10%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                             | ENTERGY CORP JR SUBORDINA 06/56 VAR                           | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   13106000 | PA      | $13214635.63   | 0.05%             | 2056-06-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/38 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/38 FIXED 4.5                           | CUSIP: 3132D6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26197211 | PA      | $26404676.86   | 0.10%             | 2038-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/49 FIXED 3                                               | FREDDIE MAC POOL FR 10/49 FIXED 3                             | CUSIP: 3132DMDD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11838119 | PA      | $10911881.98   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5                                             | FREDDIE MAC POOL FR 11/51 FIXED 2.5                           | CUSIP: 3132DMZF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37642228 | PA      | $33196609.13   | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DN2M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31395095 | PA      | $31426547.06   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 5                                               | FREDDIE MAC POOL FR 10/52 FIXED 5                             | CUSIP: 3132DN3C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31963271 | PA      | $32349777.04   | 0.12%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DN5G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27801482 | PA      | $27228871.14   | 0.10%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3132DNEM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57064093 | PA      | $55888778.59   | 0.20%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 4.5                           | CUSIP: 3132DNEX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17739772 | PA      | $17663301.02   | 0.06%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/52 FIXED 4                                               | FREDDIE MAC POOL FR 08/52 FIXED 4                             | CUSIP: 3132DNPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   61231950 | PA      | $59932521.83   | 0.22%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3                              | CUSIP: 3138WHVP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16939620 | PA      | $15741279.45   | 0.06%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                                     | FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A                   | CUSIP: 31392MEN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        587 | PA      | $551.98        | 0.00%             | 2032-07-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/33 FLOATING VAR                         | CUSIP: 31402DSC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        170 | PA      | $176.23        | 0.00%             | 2033-07-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/46 FIXED 3                              | CUSIP: 3140F0HF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10720342 | PA      | $9928464.03    | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO                 | CUSIP: 38373M4J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1931028 | PA      | $241287.03     | 0.00%             | 2050-12-16      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO                | CUSIP: 38378BE47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6066628 | PA      | $90154.34      | 0.00%             | 2053-01-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO                | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3137962 | PA      | $46746.85      | 0.00%             | 2053-02-16      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 63 IO                 | CUSIP: 38378KPD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2751751 | PA      | $63423.73      | 0.00%             | 2051-09-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO                | CUSIP: 38379R4C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41541737 | PA      | $1265905.50    | 0.00%             | 2058-10-16      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO                | CUSIP: 38379R4P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21026520 | PA      | $538291.53     | 0.00%             | 2059-02-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO                | CUSIP: 38379RG98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31333110 | PA      | $309358.06     | 0.00%             | 2057-04-16      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO                | CUSIP: 38379RJU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19729300 | PA      | $607402.01     | 0.00%             | 2056-11-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO                 | CUSIP: 38379RNC3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9176115 | PA      | $329060.99     | 0.00%             | 2057-12-16      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO                | CUSIP: 38383Y3A8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   66709216 | PA      | $4018896.74    | 0.01%             | 2064-07-16      | Variable      | 0.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO                | CUSIP: 38380PWY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  177273414 | PA      | $10201641.80   | 0.04%             | 2062-06-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO                | CUSIP: 38380PXL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71555194 | PA      | $4299250.69    | 0.02%             | 2062-05-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   65590000 | PA      | $60731195.78   | 0.22%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25021000 | PA      | $25122801.94   | 0.09%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 08/35 VAR                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   60500000 | PA      | $61977079.07   | 0.23%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 10/35 VAR                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7994000 | PA      | $8203594.29    | 0.03%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO                | CUSIP: 38384GVP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   50338274 | PA      | $4172277.79    | 0.02%             | 2065-09-16      | Variable      | 1.24%                 | 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        |   14380000 | PA      | $13752442.42   | 0.05%             | 2029-03-01      | Fixed         | 3.50%                 | 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        |   19442000 | PA      | $20843204.38   | 0.08%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                               | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   21341000 | PA      | $22348104.84   | 0.08%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO                | CUSIP: 38380PY57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69727466 | PA      | $3195386.66    | 0.01%             | 2062-08-16      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO                | CUSIP: 38380RBL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  116765242 | PA      | $7959793.11    | 0.03%             | 2062-12-16      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/30 4.3                                | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8117000 | PA      | $8132560.05    | 0.03%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 11/32 4.6                                | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   12480000 | PA      | $12500301.47   | 0.05%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings S.C.A.                                                | MEDTRONIC GLOBAL HOLDINGS SCA COMPANY GUAR 03/33 4.5          | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   12821000 | PA      | $12953316.82   | 0.05%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc.                                                               | MERCADOLIBRE INC COMPANY GUAR 01/33 4.9                       | CUSIP: 58733RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | UY        |   22784000 | PA      | $22652992.00   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck and Co. Inc.                                                              | MERCK and CO INC SR UNSECURED 12/32 4.45                      | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   12817000 | PA      | $12989934.27   | 0.05%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MetLife Inc.                                                                    | METLIFE INC JR SUBORDINA 12/66 6.4                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   25106000 | PA      | $26268181.85   | 0.10%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                        | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23450000 | PA      | $24057355.00   | 0.09%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/32 VAR                         | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11913000 | PA      | $10682343.14   | 0.04%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   38276000 | PA      | $33887565.12   | 0.12%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 07/35 VAR                         | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   34299000 | PA      | $35514907.78   | 0.13%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO                 | CUSIP: 38380RE71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   53165656 | PA      | $3258741.05    | 0.01%             | 2063-02-16      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO                | CUSIP: 38380RGN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  158330521 | PA      | $10210925.31   | 0.04%             | 2062-11-16      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 11/31 VAR         | CUSIP: 61776NZW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10841000 | PA      | $10907724.73   | 0.04%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A                          | MORGAN STANLEY RESIDENTIAL MOR MSRM 2025 NQM10 A1 144A        | CUSIP: 617955AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11339798 | PA      | $11402759.08   | 0.04%             | 2070-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3                 | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   34687000 | PA      | $31913003.60   | 0.12%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc.                                                         | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75                | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   27187000 | PA      | $25209965.17   | 0.09%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Limited                                                         | MUTHOOT FINANCE LTD SR SECURED 144A 08/30 5.75                | CUSIP: 62828L2F9<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |   14624000 | PA      | $14617131.55   | 0.05%             | 2030-08-04      | Fixed         | 5.75%                 | 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        |   20530000 | PA      | $20736737.31   | 0.08%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   13219000 | PA      | $13613388.87   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 01/31 5.875                    | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   12035000 | PA      | $12161728.55   | 0.04%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 09/33 6.25                     | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   11111000 | PA      | $11214821.18   | 0.04%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                         | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14495000 | PA      | $15031894.80   | 0.05%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 06/29 4.45                     | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   16431000 | PA      | $16444108.49   | 0.06%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   14116000 | PA      | $13324466.47   | 0.05%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   28310000 | PA      | $26507367.83   | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                 | NRG ENERGY INC SR SECURED 144A 03/33 7                        | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   23730000 | PA      | $26408016.40   | 0.10%             | 2033-03-15      | Fixed         | 7.00%                 | 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        |   15396000 | PA      | $16949702.74   | 0.06%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 10/30 6.25     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12946000 | PA      | $13227902.13   | 0.05%             | 2030-10-15      | Fixed         | 6.25%                 | 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        |   35455000 | PA      | $33856571.60   | 0.12%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                           | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                  | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18838000 | PA      | $19469447.12   | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/52 FIXED VAR                            | CUSIP: 3140XGNB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18776147 | PA      | $17898814.28   | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/49 FIXED VAR                            | CUSIP: 3140XGX87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11139220 | PA      | $10958526.34   | 0.04%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/51 FIXED VAR                            | CUSIP: 3140XGYW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18054061 | PA      | $15904916.74   | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                            | CUSIP: 3140XGZB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7466686 | PA      | $7317565.71    | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJWE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31175049 | PA      | $31746867.79   | 0.12%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJWL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38303121 | PA      | $38197856.76   | 0.14%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1561961 | PA      | $1613484.59    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/53 FIXED VAR                            | CUSIP: 3140XJYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27083554 | PA      | $27529544.04   | 0.10%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BANK OF CANADA JR SUBORDINA 11/85 VAR                   | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   38432000 | PA      | $38401704.05   | 0.14%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 01/36 5.375          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   12279000 | PA      | $12541440.91   | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                              | ROYALTY PHARMA PLC COMPANY GUAR 09/29 5.15                    | CUSIP: 78081BAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12789000 | PA      | $13223830.48   | 0.05%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corporation                                                       | EXPAND ENERGY CORP COMPANY GUAR 02/32 4.75                    | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   16711000 | PA      | $16683424.01   | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 01/30 VAR                             | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   17689000 | PA      | $18349843.17   | 0.07%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                    | US BANCORP SR UNSECURED 05/31 VAR                             | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   18702000 | PA      | $19347216.19   | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| SPRITE 2026-1 LTD SPRTE 2026 1 A 144A                                           | SPRITE 2026-1 LTD SPRTE 2026 1 A 144A                         | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   14717000 | PA      | $14837429.21   | 0.05%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 144A 08/30 5.625                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    7753000 | PA      | $7854649.58    | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/48 3.375                    | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  155041000 | PA      | $127121508.20  | 0.46%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/50 2                        | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  444011000 | PA      | $271540477.19  | 0.99%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 144A 08/33 6                           | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   10054000 | PA      | $10216734.04   | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2II 144A                  | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16573000 | PA      | $16907890.61   | 0.06%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 08/50 1.375                    | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  633459000 | PA      | $326082914.88  | 1.18%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/50 1.625                    | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  416042000 | PA      | $228286796.90  | 0.83%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 1A A2 144A               | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11838000 | PA      | $12158603.82   | 0.04%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                                                      | UNITI FIBER ABS ISSUER LLC UNIT 2025 2A A2 144A               | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10664000 | PA      | $10776804.86   | 0.04%             | 2056-01-20      | Fixed         | 5.18%                 | 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        |    8562000 | PA      | $8327249.74    | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65           | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   29581000 | PA      | $27228100.64   | 0.10%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A                              | VDCM COMMERCIAL MORTGAGE TRUST VDCM 2025 AZ A 144A            | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15562000 | PA      | $15899908.60   | 0.06%             | 2044-07-13      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                                          | VB-S1 ISSUER LLC VBTEL 2026 1A C2 144A                        | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11951000 | PA      | $12017918.43   | 0.04%             | 2056-03-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                   | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   14973000 | PA      | $13905907.23   | 0.05%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A                  | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   17311000 | PA      | $16606816.22   | 0.06%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                      | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   51989000 | PA      | $60519745.04   | 0.22%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                  | VAR ENERGI ASA SR UNSECURED 144A 05/30 5.875                  | CUSIP: 92212WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   37594000 | PA      | $39471984.21   | 0.14%             | 2030-05-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14224000 | PA      | $14428171.30   | 0.05%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR            | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25708000 | PA      | $22483598.52   | 0.08%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                     | VERIZON COMMUNICATIONS INC SR UNSECURED 03/31 2.55            | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   29696000 | PA      | $27476080.27   | 0.10%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO                  | CUSIP: 38380RQC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  201907493 | PA      | $12859326.73   | 0.05%             | 2062-09-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO                | CUSIP: 38381D2H2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  110086898 | PA      | $6319263.17    | 0.02%             | 2064-03-16      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO                | CUSIP: 38381D8R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   85647586 | PA      | $4878255.24    | 0.02%             | 2063-01-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO                | CUSIP: 38381DND8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   93653349 | PA      | $6321610.43    | 0.02%             | 2063-11-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   39193000 | PA      | $41031504.44   | 0.15%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   32422000 | PA      | $34342355.06   | 0.12%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 02/31 VAR         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   15839000 | PA      | $16342043.95   | 0.06%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR18 BANK5 2025 5YR18 A3                                            | BANK5 2025-5YR18 BANK5 2025 5YR18 A3                          | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18469000 | PA      | $19189512.63   | 0.07%             | 2058-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20 BANK5 2026 5YR20 A3                                            | BANK5 2026-5YR20 BANK5 2026 5YR20 A3                          | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7951000 | PA      | $8251069.94    | 0.03%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                             | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   27275000 | PA      | $29083502.97   | 0.11%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO                 | CUSIP: 38381E3Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  214389352 | PA      | $9655260.32    | 0.04%             | 2064-06-16      | Variable      | 0.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO                 | CUSIP: 38381ERF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58563216 | PA      | $3603710.89    | 0.01%             | 2063-10-16      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO                 | CUSIP: 38381EVR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  132204300 | PA      | $7370826.02    | 0.03%             | 2064-06-16      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO                 | CUSIP: 38381EW61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  160783029 | PA      | $7945543.56    | 0.03%             | 2063-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 177 IO                | CUSIP: 38381JG35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  164338375 | PA      | $9597426.81    | 0.03%             | 2065-06-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 91 IO                 | CUSIP: 38381JKL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  139241424 | PA      | $9622668.48    | 0.03%             | 2065-04-16      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC SR UNSECURED 02/31 VAR                           | CUSIP: 06738ECY9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   23434000 | PA      | $24325163.15   | 0.09%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3                               | BBCMS MORTGAGE TRUST 2024-5C31 BBCMS 2024 5C31 A3             | CUSIP: 07336YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7781000 | PA      | $8156352.33    | 0.03%             | 2057-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2                                | BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2              | CUSIP: 08162DAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13214186 | PA      | $12866869.77   | 0.05%             | 2057-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2                                | BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2              | CUSIP: 08162FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10857748 | PA      | $10553156.37   | 0.04%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3                                | BENCHMARK 2026-V20 MORTGAGE TR BMARK 2026 V20 A3              | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9792000 | PA      | $10212425.40   | 0.04%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3                                | BENCHMARK 2024-V12 MORTGAGE TR BMARK 2024 V12 A3              | CUSIP: 081915AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25071000 | PA      | $26413253.71   | 0.10%             | 2057-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 35 IO                 | CUSIP: 38381L7W6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48708812 | PA      | $2827624.47    | 0.01%             | 2066-09-16      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 193 IO                | CUSIP: 38381LG97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47397770 | PA      | $2946425.48    | 0.01%             | 2066-12-16      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 194 IO                | CUSIP: 38381LK68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   87091659 | PA      | $6448788.96    | 0.02%             | 2067-08-16      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 3 IO                  | CUSIP: 38381LU75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  151783712 | PA      | $10384206.77   | 0.04%             | 2067-04-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corporation                                               | FIFTH THIRD FINANCIAL CORP SR UNSECURED 01/30 VAR             | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14597000 | PA      | $15300794.79   | 0.06%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A                             | COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A           | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15364000 | PA      | $15468790.16   | 0.06%             | 2049-02-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A                             | COMPASS DATACENTERS ISSUER III CMDC 2025 2A A2 144A           | CUSIP: 20469BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8477000 | PA      | $8658240.80    | 0.03%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 3                                               | FREDDIE MAC POOL FR 06/52 FIXED 3                             | CUSIP: 3132DPPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   52428877 | PA      | $47982677.32   | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 12/52 FIXED 4.5                           | CUSIP: 3132DPQ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18686253 | PA      | $18599862.99   | 0.07%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 03/53 FIXED 4.5                           | CUSIP: 3132DPXR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44386670 | PA      | $44070495.00   | 0.16%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 128 IO                | CUSIP: 38381MA75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  208115995 | PA      | $16865865.95   | 0.06%             | 2067-09-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 73 IO                 | CUSIP: 38381MJE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  192011956 | PA      | $11605471.45   | 0.04%             | 2067-08-16      | Variable      | 0.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/49 FIXED 4                                               | FREDDIE MAC POOL FR 08/49 FIXED 4                             | CUSIP: 3132DPYX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   63635232 | PA      | $62364347.56   | 0.23%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/52 FIXED 4.5                                             | FREDDIE MAC POOL FR 10/52 FIXED 4.5                           | CUSIP: 3132DPZ43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30314923 | PA      | $30316871.85   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                             | CUSIP: 3132DQ3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19786029 | PA      | $19397057.53   | 0.07%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/51 FIXED VAR                            | CUSIP: 3140XHFS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40411621 | PA      | $39718202.39   | 0.14%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 5                              | CUSIP: 3140QPP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24718362 | PA      | $24992985.48   | 0.09%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40911736 | PA      | $40952721.29   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18934271 | PA      | $18562044.00   | 0.07%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHMR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   73318107 | PA      | $73002055.08   | 0.27%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                            | CUSIP: 3140XHND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40003940 | PA      | $39355020.53   | 0.14%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/51 FIXED VAR                            | CUSIP: 3140XHPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72049217 | PA      | $70767901.04   | 0.26%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJGE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49149903 | PA      | $49199141.44   | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJJP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12168618 | PA      | $12180808.30   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJL35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35402325 | PA      | $36035088.07   | 0.13%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJLB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21561751 | PA      | $21117656.83   | 0.08%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XJLT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33959997 | PA      | $33802993.52   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   82127448 | PA      | $75008690.14   | 0.27%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XJM91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55039771 | PA      | $53871749.81   | 0.20%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XJMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24137387 | PA      | $23625157.69   | 0.09%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6512936 | PA      | $6509283.91    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                            | CUSIP: 3140XJQL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26278934 | PA      | $26198502.01   | 0.10%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJU92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19984679 | PA      | $20589881.39   | 0.07%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJUU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28614626 | PA      | $29558519.73   | 0.11%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED VAR                            | CUSIP: 3140XJV26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25432507 | PA      | $26247590.70   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED VAR                            | CUSIP: 3140XJVB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23545361 | PA      | $23775973.24   | 0.09%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR            | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   73028000 | PA      | $67068184.19   | 0.24%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                    | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR            | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25916000 | PA      | $23601129.23   | 0.09%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A          | CUSIP: 38177UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    4789585 | PA      | $4775972.79    | 0.02%             | 2029-01-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A                            | GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A          | CUSIP: 38178HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   11985228 | PA      | $11931688.95   | 0.04%             | 2029-04-20      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Jabil Inc.                                                                      | JABIL INC SR UNSECURED 02/33 4.75                             | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $11637277.60   | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/35 5.95                          | JBS NV/JBS USA FOODS GROUP HOL SR UNSECURED 04/35 5.95        | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    6377000 | PA      | $6761351.23    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc.                                                  | JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   21856000 | PA      | $22856878.25   | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                       | JERSEY MIKE'S FUNDING LLC JMIKE 2024 1A A2 144A               | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21366180 | PA      | $21970490.35   | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                                | NEWS CORP COMPANY GUAR 144A 02/32 5.125                       | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   10755000 | PA      | $10700017.86   | 0.04%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 01/32 2.44        | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   16615000 | PA      | $14987872.45   | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14359000 | PA      | $14914492.27   | 0.05%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 08/55 VAR         | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5480851.42    | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                   | ILIAD HOLDING SAS SR SECURED 144A 04/32 7                     | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   19697000 | PA      | $20220188.76   | 0.07%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A                          | IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A        | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6176322 | PA      | $5608064.40    | 0.02%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC SR UNSECURED 05/30 3.6                           | CUSIP: 65473PAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8333000 | PA      | $8174083.77    | 0.03%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                   | NISOURCE INC JR SUBORDINA 07/56 VAR                           | CUSIP: 65473PAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20902000 | PA      | $21031257.97   | 0.08%             | 2056-07-15      | Variable      | 5.75%                 | 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        |   21975000 | PA      | $21296075.78   | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                                       | OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A                     | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12847627 | PA      | $10815132.42   | 0.04%             | 2061-05-25      | Variable      | 1.10%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                                       | OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A                     | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15604093 | PA      | $13349758.86   | 0.05%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A                            | NXPT COMMERCIAL MORTGAGE TRUST NXPT 2024 STOR A 144A          | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15772000 | PA      | $15757884.06   | 0.06%             | 2041-11-05      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Obx 2025-Nqm23 Trust                                                            | OBX 2025-NQM23 TRUST OBX 2025 NQM23 A1 144A                   | CUSIP: 67123BAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20449455 | PA      | $20540714.69   | 0.07%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Obx 2026-Nqm1 Trust                                                             | OBX 2026-NQM1 TRUST OBX 2026 NQM1 A1 144A                     | CUSIP: 67123HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13243189 | PA      | $13282873.54   | 0.05%             | 2065-11-25      | Variable      | 4.85%                 | 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        |    9534000 | PA      | $9578085.22    | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125      | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10208000 | PA      | $10282089.66   | 0.04%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| OBX 2026-NQM2 Trust                                                             | OBX 2026-NQM2 TRUST OBX 2026 NQM2 A1 144A                     | CUSIP: 67123VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28688433 | PA      | $28764950.70   | 0.10%             | 2065-12-01      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM20 Trust                                                            | OBX 2025-NQM20 TRUST OBX 2025 NQM20 A1 144A                   | CUSIP: 67126GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16586938 | PA      | $16690302.38   | 0.06%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 Trust                                                            | OBX 2025-NQM18 TRUST OBX 2025 NQM18 A1 144A                   | CUSIP: 673918AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7289312 | PA      | $7341495.17    | 0.03%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                            | OBX 2025-NQM21 TRUST OBX 2025 NQM21 A1 144A                   | CUSIP: 67448BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11278088 | PA      | $11344415.69   | 0.04%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 Trust                                                             | OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A                     | CUSIP: 67448VAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4136770 | PA      | $3617131.99    | 0.01%             | 2060-05-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM19 Trust                                                            | OBX 2025-NQM19 TRUST OBX 2025 NQM19 A1 144A                   | CUSIP: 67449LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14872070 | PA      | $14917813.52   | 0.05%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM3 Trust                                                             | OBX 2026-NQM3 TRUST OBX 2026 NQM3 A1 144A                     | CUSIP: 67449MAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24511000 | PA      | $24500928.43   | 0.09%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp                                                            | OLD NATIONAL BANCORP/IN SUBORDINATED 02/36 VAR                | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |    9436000 | PA      | $9565728.39    | 0.03%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   60973782 | PA      | $60710942.31   | 0.22%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30826035 | PA      | $30220028.99   | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                                        | 1301 TRUST 2025-AOA AOA 2025 1301 A 144A                      | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20472000 | PA      | $20958957.23   | 0.08%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                     | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   24894000 | PA      | $24968258.80   | 0.09%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17749000 | PA      | $18594411.14   | 0.07%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                  | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/32 4.279        | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14271000 | PA      | $13111481.25   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                                  | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/42 5.05         | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28537000 | PA      | $20047242.50   | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                  | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   33594000 | PA      | $30621760.77   | 0.11%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                                 | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 10/33 6.5    | CUSIP: 57164PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18055000 | PA      | $17506725.62   | 0.06%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mars Incorporated                                                               | MARS INC SR UNSECURED 144A 03/32 5                            | CUSIP: 571676AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24479000 | PA      | $25356918.28   | 0.09%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/34 4.7                            | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $17009635.19   | 0.06%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                           | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12978000 | PA      | $13028406.03   | 0.05%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 09/32 4.8                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15515000 | PA      | $15160098.10   | 0.06%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/36 5.7                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19211000 | PA      | $19221759.89   | 0.07%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                    | OVINTIV INC COMPANY GUAR 07/33 6.25                           | CUSIP: 69047QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12148000 | PA      | $13109600.45   | 0.05%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                            | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   32984000 | PA      | $34122046.95   | 0.12%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 09/56 VAR                            | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   13898000 | PA      | $13875500.39   | 0.05%             | 2056-09-15      | Variable      | 6.85%                 | 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        |   26173665 | PA      | $25951259.60   | 0.09%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                               | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   22020488 | PA      | $20701564.72   | 0.08%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE SR UNSECURED 03/34 5.7                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   17092000 | PA      | $18179848.54   | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                            | SOUTHERN CO/THE JR SUBORDINA 03/55 VAR                        | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   23319000 | PA      | $24396780.86   | 0.09%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                                         | SUMMIT ISSUER LLC FIBER 2025 1A A2 144A                       | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18465000 | PA      | $18758373.77   | 0.07%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                        | CUSIP: 86765KAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15488000 | PA      | $16364372.99   | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                        | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10541000 | PA      | $10856449.97   | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP JR SUBORDINA 144A 12/99 VAR                         | CUSIP: 86765KAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28641000 | PA      | $29607633.75   | 0.11%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                       | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9632098.96    | 0.03%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                       | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16710000 | PA      | $16776739.74   | 0.06%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 10/29 4.5                         | CUSIP: 86765KAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15282000 | PA      | $15014619.10   | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | 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        |   22338251 | PA      | $22130953.93   | 0.08%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| American Airlines 2016-3 Class A Pass Through Trust                             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25        | CUSIP: 023771S25<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3903794 | PA      | $3764350.87    | 0.01%             | 2028-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6                           | AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6         | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11136640 | PA      | $10646840.15   | 0.04%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15                          | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15        | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19985883 | PA      | $19124963.15   | 0.07%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 04/32 5.95            | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4107000 | PA      | $4100236.84    | 0.01%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 11/30 5.45       | CUSIP: 40440VAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6738000 | PA      | $6621168.61    | 0.02%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LENDING FUND SR UNSECURED 144A 04/29 5.15       | CUSIP: 40440VAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7606000 | PA      | $7546218.51    | 0.03%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HarborView Mortgage Loan Trust 2007-3                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A           | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13378471 | PA      | $209476.08     | 0.00%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13594756 | PA      | $209378.27     | 0.00%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A           | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14404573 | PA      | $165246.38     | 0.00%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4894405.34    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | 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        |   16296000 | PA      | $16359045.96   | 0.06%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 03/43 4.375                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   15893000 | PA      | $10023823.17   | 0.04%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/50 4.95                      | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   32321000 | PA      | $20425531.97   | 0.07%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/47 FIXED VAR                            | CUSIP: 3138ER6T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16125349 | PA      | $15462582.21   | 0.06%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/42 FIXED 3                              | CUSIP: 3138MDS52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1400113 | PA      | $1313810.63    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/45 FIXED 3.5                            | CUSIP: 3138WEHE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4380423 | PA      | $4217138.75    | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 05/30 4.625                       | CUSIP: 86765KAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8975000 | PA      | $8781581.30    | 0.03%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5         | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27279000 | PA      | $26698685.65   | 0.10%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6169000 | PA      | $6187141.80    | 0.02%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                                     | SWITCH ABS ISSUER LLC SWTCH 2025 1A A2 144A                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25018000 | PA      | $24844855.43   | 0.09%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/46 FIXED 3                              | CUSIP: 3138WHST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13705876 | PA      | $12736296.10   | 0.05%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/51 FIXED VAR                            | CUSIP: 3140XLW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35013439 | PA      | $31873454.62   | 0.12%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                                    | SWITCH ABS ISSUER LLC SWTCH 2025 2A A21 144A                  | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12213000 | PA      | $12302811.96   | 0.04%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                           | TD SYNNEX CORP SR UNSECURED 10/35 5.3                         | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   25018000 | PA      | $24941731.13   | 0.09%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                                                   | PINNACLE BANK/NASHVILLE TN SUBORDINATED 01/36 VAR             | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    8531000 | PA      | $8671865.49    | 0.03%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC TIF 2021 1A A 144A                                           | TIF FUNDING II LLC TIF 2021 1A A 144A                         | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16217681 | PA      | $14995082.30   | 0.05%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4                              | CUSIP: 3140QPRL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31835510 | PA      | $31159915.62   | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                            | CUSIP: 3140QPRX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50117390 | PA      | $49901348.61   | 0.18%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                               | T-MOBILE USA INC COMPANY GUAR 04/30 3.875                     | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   79216000 | PA      | $78607019.87   | 0.29%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | TACO BELL FUNDING LLC BELL 2025 1A A2I 144A                   | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19738000 | PA      | $19957531.96   | 0.07%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 5                              | CUSIP: 3140QPSZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51868262 | PA      | $52576507.71   | 0.19%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 4.5                            | CUSIP: 3140QPX69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33460771 | PA      | $33306074.99   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/53 FIXED VAR                            | CUSIP: 3140XLZ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27538815 | PA      | $27544028.50   | 0.10%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                            | CUSIP: 3140XM5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57937688 | PA      | $54904597.56   | 0.20%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24529000 | PA      | $23799022.36   | 0.09%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                           | TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15                  | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   14352000 | PA      | $15185129.15   | 0.06%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOBAL COMPANY GUAR 05/32 4.2                       | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $6824442.53    | 0.02%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc.                                                     | MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 05/33 4.5          | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    9332000 | PA      | $9301296.88    | 0.03%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc.                                                         | MARVELL TECHNOLOGY INC SR UNSECURED 09/33 5.95                | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12884000 | PA      | $13841660.89   | 0.05%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 12/52 FIXED 4.5                            | CUSIP: 3140QQ6W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53571236 | PA      | $53239860.15   | 0.19%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 5                              | CUSIP: 3140QQB87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31294766 | PA      | $31731866.03   | 0.12%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/53 FIXED VAR                            | CUSIP: 3140XMJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18425296 | PA      | $18998532.95   | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77790703 | PA      | $65121864.63   | 0.24%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                                                    | MASSMUTUAL GLOBAL FUNDING II SR SECURED 144A 09/31 4.35       | CUSIP: 57629W3S7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21167000 | PA      | $21162237.21   | 0.08%             | 2031-09-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                     | MASTEC INC SR UNSECURED 06/29 5.9                             | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   11974000 | PA      | $12567790.78   | 0.05%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XMSA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   44740388 | PA      | $43804915.24   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                            | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16839198 | PA      | $16423961.97   | 0.06%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                            | CUSIP: 3140QQDS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  130062464 | PA      | $129136002.75  | 0.47%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                            | CUSIP: 3140QQFR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18862029 | PA      | $18810192.26   | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                            | CUSIP: 3140XN5B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   96380707 | PA      | $80684338.04   | 0.29%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XNED2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30911675 | PA      | $29191993.65   | 0.11%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED 3                              | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  148646074 | PA      | $134693128.12  | 0.49%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/37 FIXED 4.5                            | CUSIP: 31418EL73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15039135 | PA      | $15158235.49   | 0.06%             | 2037-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/38 FIXED 4.5                            | CUSIP: 31418EN89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23168422 | PA      | $23351901.74   | 0.08%             | 2038-02-01      | Fixed         | 4.50%                 | 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        |    6784000 | PA      | $6705984.00    | 0.02%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Energean Israel Finance Ltd.                                                    | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8    | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   11698000 | PA      | $11249516.81   | 0.04%             | 2031-03-30      | Fixed         | 5.88%                 | 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        |   19678000 | PA      | $19692659.52   | 0.07%             | 2029-07-14      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Bank Hapoalim Ltd                                                               | BANK HAPOALIM BM SR UNSECURED 144A REGS 01/33 5               | CUSIP: DC8043440<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |   11344000 | PA      | $11478958.43   | 0.04%             | 2033-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Israel Electric Corporation Ltd                                                 | ISRAEL ELECTRIC CORP LTD SR SECURED 144A REGS 01/38 5.6       | CUSIP: YI2581605<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    8012000 | PA      | $8138092.86    | 0.03%             | 2038-01-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                            | CUSIP: 3140XNL36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11037565 | PA      | $10129125.06   | 0.04%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XP3Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31557358 | PA      | $32211251.62   | 0.12%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 02/54 FIXED VAR                            | CUSIP: 3140XPAG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24759283 | PA      | $25521842.19   | 0.09%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                            | CUSIP: 3140XPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22438956 | PA      | $22440398.65   | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED VAR                            | CUSIP: 3140XPFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25483274 | PA      | $24109384.42   | 0.09%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/54 FIXED VAR                            | CUSIP: 3140XPZ36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30941175 | PA      | $31551842.77   | 0.11%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                             | CUSIP: 3132E0MD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42994316 | PA      | $43702311.88   | 0.16%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 07/52 FIXED 3.5                           | CUSIP: 3132E0WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38903670 | PA      | $36867027.55   | 0.13%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5                                             | FREDDIE MAC POOL FR 09/53 FIXED 5.5                           | CUSIP: 3132E0Z47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36764407 | PA      | $37954154.80   | 0.14%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 03/43 FIXED 3                        | CUSIP: 3132J7YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2267534 | PA      | $2142266.05    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/46 FIXED 3                        | CUSIP: 3132L8EV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6266668 | PA      | $5855546.95    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 03/47 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 03/47 FIXED 4                        | CUSIP: 3132L8J24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12137853 | PA      | $11984986.69   | 0.04%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 3132WHBN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2490881 | PA      | $2332916.66    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 3132WHMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3212199 | PA      | $2988414.64    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5                      | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25442398 | PA      | $24536378.48   | 0.09%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 10/46 FIXED 3                        | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34734147 | PA      | $32325181.41   | 0.12%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                                        | FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5                      | CUSIP: 3132XCRY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5625843 | PA      | $5420229.11    | 0.02%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 07/48 FIXED 4                                          | FREDDIE MAC GOLD POOL FG 07/48 FIXED 4                        | CUSIP: 3132Y4BK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12001285 | PA      | $11850138.27   | 0.04%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                                          | FREDDIE MAC GOLD POOL FG 12/45 FIXED 3                        | CUSIP: 31335AMG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7731238 | PA      | $7216116.81    | 0.03%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/49 FIXED 3                                               | FREDDIE MAC POOL FR 09/49 FIXED 3                             | CUSIP: 3133KGP44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9510604 | PA      | $8757559.85    | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/51 FIXED 3                                               | FREDDIE MAC POOL FR 06/51 FIXED 3                             | CUSIP: 3133KL2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59901796 | PA      | $54971614.25   | 0.20%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/52 FIXED 4                                               | FREDDIE MAC POOL FR 06/52 FIXED 4                             | CUSIP: 3133KPL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66926700 | PA      | $65192703.31   | 0.24%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** John Hancock Sovereign Bond Fund

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer