# EDGAR Filing Document

**Accession Number:** 0001478482
**File Stem:** 0001145549-25-042584
**Filing Date:** 2025-6
**Character Count:** 139361
**Document Hash:** c8a710884b6c4b3831216b840745ab4c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042584.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042584

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** John Hancock Exchange-Traded Fund Trust
- **CENTRAL INDEX KEY:** 0001478482

**ORGANIZATION NAME:**
- **EIN:** 001017025
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22733
- **FILM NUMBER:** 251078659

**BUSINESS ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116
- **BUSINESS PHONE:** 617-663-3000

**MAIL ADDRESS:**
- **STREET 1:** C/O JOHN HANCOCK FUNDS
- **STREET 2:** 200 BERKELEY STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02116

## Series and Classes Contracts Data

### John Hancock Core Plus Bond ETF (Series ID: S000089153)

| Class ID   | Class Name                      | Ticker Symbol   |
|:---|:---|:---|
| C000255662 | John Hancock Core Plus Bond ETF | JHCP            |

## 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 Exchange-Traded Fund Trust

- **b. Investment Company Act file number:** 811-22733

- **c. CIK number of Registrant:** 0001478482

- **d. LEI of Registrant:** 5493009IOCA1ISM4Y592

- **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:** John Hancock Core Plus Bond ETF

- **b. EDGAR series identifier (if any):** S000089153

- **c. LEI of Series:** 254900YYHN1WA9BYE324

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $48816743.48

**Total Liabilities:** $85661.90

**Net Assets:** $48731081.58

**Cash Not Reported:** $121.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -72.810588000000 | **1-Year:** -1633.139495000000 | **5-Year:** -6755.274009000000 | **10-Year:** -8164.043164000000 | **30-Year:** -2202.883868000000

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

- **3-Month:** -9.021423000000 | **1-Year:** -396.749000000000 | **5-Year:** -1799.969416000000 | **10-Year:** -475.605970000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255662 | 2.18%                | -0.23%               | 0.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14056.23               | $832231.93                                 |
| Month 2  | $41819.15                | $-365306.96                                |
| Month 3  | $-23700.81               | $-144122.54                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |    117000 | PA      | $119968.88    | 0.25%             | 2032-07-15      | Fixed         | 7.25%                 | 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        |    115000 | PA      | $123526.58    | 0.25%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                   | BROADCOM INC SR UNSECURED 144A 04/33 3.419                   | CUSIP: 11135FBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $126636.10    | 0.26%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 03/28 4.5              | CUSIP: 118230AU5<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9640.70      | 0.02%             | 2028-03-01      | Fixed         | 4.50%                 | 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        |    134000 | PA      | $120681.98    | 0.25%             | 2032-02-01      | 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        |     19000 | PA      | $16881.09     | 0.03%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95          | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    136000 | PA      | $109551.67    | 0.22%             | 2050-07-01      | Fixed         | 4.95%                 | 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        |    119000 | PA      | $118780.26    | 0.24%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP JR SUBORDINA 09/55 VAR                            | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39587.88     | 0.08%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                            | PARKLAND CORP COMPANY GUAR 144A 10/29 4.5                    | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    131000 | PA      | $123502.79    | 0.25%             | 2029-10-01      | Fixed         | 4.50%                 | 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        |    100000 | PA      | $93876.93     | 0.19%             | 2042-02-17      | Variable      | 3.40%                 | 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        |    143000 | PA      | $125014.85    | 0.26%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                            | QUANTA SERVICES INC SR UNSECURED 10/30 2.9                   | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    139000 | PA      | $125823.48    | 0.26%             | 2030-10-01      | Fixed         | 2.90%                 | 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        |     28000 | PA      | $28157.81     | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                         | CAPITAL AUTOMOTIVE REIT CAUTO 2024 2A A1 144A                | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192667 | PA      | $192316.59    | 0.39%             | 2054-05-15      | Fixed         | 4.90%                 | 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        |    124000 | PA      | $123764.40    | 0.25%             | 2030-03-01      | Fixed         | 5.10%                 | 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        |    131664 | PA      | $119308.89    | 0.24%             | 2047-01-18      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                                           | CAPSTONE COPPER CORP COMPANY GUAR 144A 03/33 6.75            | CUSIP: 14071LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9825.59      | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | 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        |    100000 | PA      | $101857.48    | 0.21%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                       | REGAL REXNORD CORP COMPANY GUAR 02/30 6.3                    | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    119000 | PA      | $122906.02    | 0.25%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC/Charter Communications Operating Capital C | CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8          | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297000 | PA      | $257940.60    | 0.53%             | 2031-04-01      | Fixed         | 2.80%                 | 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        |    117000 | PA      | $119432.22    | 0.25%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| 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        |    119000 | PA      | $123977.20    | 0.25%             | 2034-03-25      | Fixed         | 7.00%                 | 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        |    100000 | PA      | $103071.65    | 0.21%             | 2040-10-12      | Variable      | 6.01%                 | 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        |    124000 | PA      | $121428.07    | 0.25%             | 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        |     20000 | PA      | $19379.43     | 0.04%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                  | CITIGROUP INC SUBORDINATED 05/34 VAR                         | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    241000 | PA      | $246679.19    | 0.51%             | 2034-05-25      | Variable      | 6.17%                 | 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        |    240000 | PA      | $244037.90    | 0.50%             | 2032-07-23      | Variable      | 5.72%                 | 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        |     36000 | PA      | $36051.35     | 0.07%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                       | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10074.30     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | 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        |     25000 | PA      | $24807.76     | 0.05%             | 2048-09-15      | Fixed         | 5.00%                 | 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        |      9000 | PA      | $8457.72      | 0.02%             | 2031-10-01      | Fixed         | 8.38%                 | 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        |     14000 | PA      | $14603.65     | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A                              | COLT 2022-2 MORTGAGE LOAN TRUS COLT 2022 2 A1 144A           | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132912 | PA      | $124992.52    | 0.26%             | 2067-02-25      | Variable      | 2.99%                 | 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        |     87195 | PA      | $88170.41     | 0.18%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A                              | SMB PRIVATE EDUCATION LOAN TRU SMB 2023 C A1A 144A           | CUSIP: 83207DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117591 | PA      | $120339.79    | 0.25%             | 2052-11-15      | Fixed         | 5.67%                 | 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        |    120000 | PA      | $123993.65    | 0.25%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                                           | COMERICA INC SR UNSECURED 01/30 VAR                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    119000 | PA      | $120461.60    | 0.25%             | 2030-01-30      | Variable      | 5.98%                 | 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        |     39000 | PA      | $31240.56     | 0.06%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 05/35 4.5                            | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28303.45     | 0.06%             | 2035-05-15      | Fixed         | 4.50%                 | 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        |     25000 | PA      | $25220.00     | 0.05%             | 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        |     25000 | PA      | $25338.63     | 0.05%             | 2050-02-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                | OCCIDENTAL PETROLEUM CORP SR UNSECURED 10/54 6.05            | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    127000 | PA      | $109562.23    | 0.22%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/53 5.55                          | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    260000 | PA      | $238131.12    | 0.49%             | 2053-02-06      | Fixed         | 5.55%                 | 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        |    116000 | PA      | $120025.12    | 0.25%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9          | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    152000 | PA      | $117387.53    | 0.24%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                     | ATandT INC SR UNSECURED 06/31 2.75                           | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    141000 | PA      | $126528.81    | 0.26%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                     | ABBVIE INC SR UNSECURED 03/34 5.05                           | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    139000 | PA      | $140170.11    | 0.29%             | 2034-03-15      | Fixed         | 5.05%                 | 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        |    187000 | PA      | $165228.53    | 0.34%             | 2032-01-30      | Fixed         | 3.30%                 | 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        |    100000 | PA      | $101179.09    | 0.21%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                     | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875      | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $123584.63    | 0.25%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| 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        |    247762 | PA      | $221792.14    | 0.46%             | 2032-02-15      | Fixed         | 3.50%                 | 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        |    264112 | PA      | $228536.38    | 0.47%             | 2034-07-11      | Fixed         | 2.88%                 | 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        |     35000 | PA      | $36161.45     | 0.07%             | 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        |     35000 | PA      | $35816.71     | 0.07%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/30 5.25                            | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124442.45    | 0.26%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                      | AMGEN INC SR UNSECURED 03/33 5.25                            | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    251000 | PA      | $253645.17    | 0.52%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375          | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120956.46    | 0.25%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625                    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $120230.10    | 0.25%             | 2032-02-01      | Fixed         | 6.62%                 | 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        |     95250 | PA      | $90714.95     | 0.19%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 08/29 6.35      | CUSIP: 04020EAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $121270.51    | 0.25%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC INCOME FUND SR UNSECURED 144A 03/32 6.2       | CUSIP: 04020EAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $117536.77    | 0.24%             | 2032-03-21      | Fixed         | 6.20%                 | 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        |    131000 | PA      | $123188.42    | 0.25%             | 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        |    251000 | PA      | $243554.29    | 0.50%             | 2029-06-30      | Fixed         | 5.88%                 | 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        |     16000 | PA      | $15373.36     | 0.03%             | 2054-10-15      | Variable      | 6.62%                 | 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        |    100000 | PA      | $103233.76    | 0.21%             | 2041-12-10      | Variable      | 6.17%                 | 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        |     97000 | PA      | $89993.85     | 0.18%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                     | BANK OF AMERICA CORP SUBORDINATED 03/37 VAR                  | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    201000 | PA      | $179215.85    | 0.37%             | 2037-03-08      | Variable      | 3.85%                 | 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        |    257000 | PA      | $248991.79    | 0.51%             | 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        |     81000 | PA      | $79279.77     | 0.16%             | 2035-08-15      | Variable      | 5.42%                 | 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        |     73000 | PA      | $73033.62     | 0.15%             | 2030-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                         | BANK OF NEW YORK MELLON CORP/T SR UNSECURED 03/30 VAR        | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    247000 | PA      | $252569.83    | 0.52%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| BANK5 2024-5YR8 BANK5 2024 5YR8 A3                                              | BANK5 2024-5YR8 BANK5 2024 5YR8 A3                           | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38000 | PA      | $39690.97     | 0.08%             | 2057-08-15      | Fixed         | 5.88%                 | 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        |     63635 | PA      | $61242.53     | 0.13%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/54 FIXED 5.5                                             | FREDDIE MAC POOL FR 07/54 FIXED 5.5                          | CUSIP: 3142GSFA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     56865 | PA      | $57093.20     | 0.12%             | 2054-07-01      | Fixed         | 5.50%                 | 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        |    123000 | PA      | $122584.66    | 0.25%             | 2030-07-28      | Variable      | 4.77%                 | 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        |     46000 | PA      | $45877.01     | 0.09%             | 2031-03-12      | Variable      | 5.23%                 | 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        |     29000 | PA      | $29164.92     | 0.06%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                              | FORD MOTOR CO SR UNSECURED 08/32 6.1                         | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    371000 | PA      | $355840.25    | 0.73%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                           | FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45                 | CUSIP: 35671DBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $119268.87    | 0.24%             | 2043-03-15      | Fixed         | 5.45%                 | 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        |    124000 | PA      | $123669.38    | 0.25%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25            | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    122000 | PA      | $114177.32    | 0.23%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A                                     | GCAT 2020-NQM2 TRUST GCAT 2020 NQM2 A1 144A                  | CUSIP: 36166RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73837 | PA      | $70608.92     | 0.14%             | 2065-04-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                        | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25       | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $121489.65    | 0.25%             | 2032-01-15      | Fixed         | 3.25%                 | 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        |    112000 | PA      | $124028.88    | 0.25%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |    100000 | PA      | $102248.92    | 0.21%             | 2036-12-11      | Fixed         | 4.98%                 | 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        |    133000 | PA      | $122364.36    | 0.25%             | 2030-06-21      | Fixed         | 3.60%                 | 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        |     48000 | PA      | $41652.77     | 0.09%             | 2032-10-21      | Variable      | 2.65%                 | 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        |   1630730 | PA      | $98454.48     | 0.20%             | 2066-09-16      | Variable      | 0.77%                 | 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        |   1044917 | PA      | $74736.15     | 0.15%             | 2067-04-16      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 179 XI               | CUSIP: 38381LYJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1371395 | PA      | $101818.92    | 0.21%             | 2066-12-16      | Variable      | 0.83%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                        | HCA INC COMPANY GUAR 04/31 5.45                              | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $123316.30    | 0.25%             | 2031-04-01      | Fixed         | 5.45%                 | 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        |     19000 | PA      | $18549.75     | 0.04%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Harbour Energy plc                                                              | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327             | CUSIP: 411618AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     71000 | PA      | $67473.96     | 0.14%             | 2035-04-01      | Fixed         | 6.33%                 | 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        |    119000 | PA      | $116599.54    | 0.24%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                             | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                     | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $95452.64     | 0.20%             | 2051-11-20      | Fixed         | 2.31%                 | 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        |     29000 | PA      | $29232.39     | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | 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        |     24000 | PA      | $24835.87     | 0.05%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     78641 | NS      | $786662.22    | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo and Company                                                         | WELLS FARGO and CO SR UNSECURED 01/30 VAR                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253989.61    | 0.52%             | 2030-01-23      | Variable      | 5.20%                 | 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        |     30000 | PA      | $30622.12     | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | 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        |     95333 | PA      | $93131.82     | 0.19%             | 2050-01-20      | Fixed         | 3.85%                 | 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        |     46000 | PA      | $46860.61     | 0.10%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 A5                                | BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 A5             | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $136848.14    | 0.28%             | 2053-02-15      | Fixed         | 2.73%                 | 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        |     38000 | PA      | $39556.67     | 0.08%             | 2057-12-15      | Fixed         | 5.74%                 | 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        |    119000 | PA      | $119611.11    | 0.25%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/32 6          | CUSIP: 09261HBX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $119991.44    | 0.25%             | 2032-01-29      | Fixed         | 6.00%                 | 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        |    139000 | PA      | $123177.73    | 0.25%             | 2030-07-15      | Fixed         | 2.80%                 | 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        |    100000 | PA      | $96688.62     | 0.20%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                           | DB MASTER FINANCE LLC DNKN 2021 1A A2II 144A                 | CUSIP: 233046AQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145125 | PA      | $133972.81    | 0.27%             | 2051-11-20      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2023 1A A2 144A                                            | DATABANK ISSUER COLO 2023 1A A2 144A                         | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146715.53    | 0.30%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED 5                             | CUSIP: 3140QPYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155488 | PA      | $154216.50    | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | 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        |     63293 | PA      | $62201.24     | 0.13%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/52 FIXED 4.5                           | CUSIP: 3140QQDU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228544 | PA      | $219381.33    | 0.45%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED 4.5                           | CUSIP: 3140QS2M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144512 | PA      | $139022.79    | 0.29%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                         | DIAMONDBACK ENERGY INC COMPANY GUAR 01/30 5.15               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121772.34    | 0.25%             | 2030-01-30      | Fixed         | 5.15%                 | 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        |    116000 | PA      | $119285.98    | 0.24%             | 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        |    116000 | PA      | $120437.46    | 0.25%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                       | DRIVEN BRANDS FUNDING LLC HONK 2024 1A A2 144A               | CUSIP: 26209XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198500 | PA      | $203208.62    | 0.42%             | 2054-10-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                 | EQT CORP SR UNSECURED 144A 04/29 6.375                       | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23534.28     | 0.05%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                          | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $237135.80    | 0.49%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                      | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $124958.89    | 0.26%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                                                | STAR PARENT INC SR SECURED 144A 10/30 9                      | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14165.49     | 0.03%             | 2030-10-01      | Fixed         | 9.00%                 | 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        |    248000 | PA      | $244393.68    | 0.50%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corporation                                                              | EXELON CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8947.87      | 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        |     29000 | PA      | $29519.60     | 0.06%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                                        | EXTENET ISSUER LLC EXTNT 2024 1A A2 144A                     | CUSIP: 30227XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100105.33    | 0.21%             | 2054-07-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                            | CUSIP: 3132DNET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229927 | PA      | $216163.66    | 0.44%             | 2052-07-01      | 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: 3132DNEZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    203973 | PA      | $190361.19    | 0.39%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                            | CUSIP: 3132DNHF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157685 | PA      | $147925.91    | 0.30%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 3                                               | FREDDIE MAC POOL FR 05/52 FIXED 3                            | CUSIP: 3132DNTP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    283340 | PA      | $249241.62    | 0.51%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                            | CUSIP: 3132DQAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160012 | PA      | $157803.14    | 0.32%             | 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: 3132DQWP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    237932 | PA      | $233383.02    | 0.48%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/54 FIXED 5                                               | FREDDIE MAC POOL FR 03/54 FIXED 5                            | CUSIP: 3132DS3T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115946 | PA      | $114417.69    | 0.23%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/54 FIXED 4                                               | FREDDIE MAC POOL FR 01/54 FIXED 4                            | CUSIP: 3132DSBZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231867 | PA      | $216302.63    | 0.44%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                          | CUSIP: 3132DTDS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229748 | PA      | $221685.92    | 0.45%             | 2053-02-01      | 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: 3132DTER7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    229528 | PA      | $216075.24    | 0.44%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 4                                               | FREDDIE MAC POOL FR 04/53 FIXED 4                            | CUSIP: 3132DTFU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230874 | PA      | $216476.32    | 0.44%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/54 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/54 FIXED 4.5                          | CUSIP: 3132DTMT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230576 | PA      | $221818.10    | 0.46%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 12/52 FIXED 4                                               | FREDDIE MAC POOL FR 12/52 FIXED 4                            | CUSIP: 3132DTNZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230215 | PA      | $216433.99    | 0.44%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 11/54 FIXED 5                                               | FREDDIE MAC POOL FR 11/54 FIXED 5                            | CUSIP: 3132DU3D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236540 | PA      | $232590.72    | 0.48%             | 2054-11-01      | Fixed         | 5.00%                 | 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        |     74209 | PA      | $73137.94     | 0.15%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/54 FIXED 5                                               | FREDDIE MAC POOL FR 10/54 FIXED 5                            | CUSIP: 3132DURW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234877 | PA      | $231707.94    | 0.48%             | 2054-10-01      | Fixed         | 5.00%                 | 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        |    178416 | PA      | $179437.01    | 0.37%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4                                               | FREDDIE MAC POOL FR 02/53 FIXED 4                            | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158276 | PA      | $149197.34    | 0.31%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/53 FIXED 4.5                                             | FREDDIE MAC POOL FR 02/53 FIXED 4.5                          | CUSIP: 3132E0J60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175984 | PA      | $168763.89    | 0.35%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 08/53 FIXED 5                                               | FREDDIE MAC POOL FR 08/53 FIXED 5                            | CUSIP: 3132E0QB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232909 | PA      | $228819.98    | 0.47%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 10/53 FIXED 5                                               | FREDDIE MAC POOL FR 10/53 FIXED 5                            | CUSIP: 3132E0R46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233029 | PA      | $231268.80    | 0.47%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 2.5                          | CUSIP: 3133B2YC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128904 | PA      | $108440.93    | 0.22%             | 2052-01-01      | 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: 3133B4ZZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162474 | PA      | $142362.96    | 0.29%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/52 FIXED 3                                               | FREDDIE MAC POOL FR 03/52 FIXED 3                            | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    159864 | PA      | $140075.50    | 0.29%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 05/52 FIXED 4                                               | FREDDIE MAC POOL FR 05/52 FIXED 4                            | CUSIP: 3133BBF87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158716 | PA      | $149612.07    | 0.31%             | 2052-05-01      | 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: 3133BD2T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    228403 | PA      | $213731.36    | 0.44%             | 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: 3133BGCZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234519 | PA      | $226278.73    | 0.46%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 06/53 FIXED 5                                               | FREDDIE MAC POOL FR 06/53 FIXED 5                            | CUSIP: 3133C6BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116785 | PA      | $114697.96    | 0.24%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/50 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/50 FIXED 3.5                          | CUSIP: 3133KHG26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    249650 | PA      | $228106.57    | 0.47%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/51 FIXED 3                                               | FREDDIE MAC POOL FR 09/51 FIXED 3                            | CUSIP: 3133KMSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    240999 | PA      | $211393.59    | 0.43%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 02/52 FIXED 2.5                                             | FREDDIE MAC POOL FR 02/52 FIXED 2.5                          | CUSIP: 3133KNSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    233596 | PA      | $196074.78    | 0.40%             | 2052-02-01      | Fixed         | 2.50%                 | 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        |    132378 | PA      | $120706.32    | 0.25%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/52 FIXED 4                                               | FREDDIE MAC POOL FR 07/52 FIXED 4                            | CUSIP: 3133KPQV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    230559 | PA      | $215172.82    | 0.44%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/53 FIXED 5                                               | FREDDIE MAC POOL FR 04/53 FIXED 5                            | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    154795 | PA      | $153383.41    | 0.31%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED 3                             | CUSIP: 3140MEAV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290268 | PA      | $252070.26    | 0.52%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3                             | CUSIP: 3140QCQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    287146 | PA      | $251916.37    | 0.52%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 3.5                           | CUSIP: 3140QCSK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134665 | PA      | $122707.52    | 0.25%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/50 FIXED 3                             | CUSIP: 3140QDAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284916 | PA      | $249960.17    | 0.51%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/50 FIXED 2.5                           | CUSIP: 3140QEX23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248127 | PA      | $206721.00    | 0.42%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/36 FIXED 2.5                           | CUSIP: 3140QHP58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92066 | PA      | $85855.57     | 0.18%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/51 FIXED 2.5                           | CUSIP: 3140QKR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127635 | PA      | $107053.69    | 0.22%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/51 FIXED 3                             | CUSIP: 3140QKY93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162870 | PA      | $142963.79    | 0.29%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/36 FIXED 2                             | CUSIP: 3140QLJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136550 | PA      | $124740.00    | 0.26%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED 2.5                           | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247386 | PA      | $206644.67    | 0.42%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 3                             | CUSIP: 3140QNLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    289576 | PA      | $252826.87    | 0.52%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/52 FIXED 2                             | CUSIP: 3140QNNU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    167277 | PA      | $134677.45    | 0.28%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 3.5                           | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261905 | PA      | $237176.72    | 0.49%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED 4                             | CUSIP: 3140QPJA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204069 | PA      | $191406.60    | 0.39%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 3.5                           | CUSIP: 3140QPSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135161 | PA      | $122145.68    | 0.25%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED 4.5                           | CUSIP: 3140QPSX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233116 | PA      | $223696.97    | 0.46%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED 5.5                           | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226594 | PA      | $227430.50    | 0.47%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED 5                             | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116180 | PA      | $114140.55    | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED 4.5                           | CUSIP: 3140QSPA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142608 | PA      | $137280.43    | 0.28%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/55 FIXED 5.5                           | CUSIP: 3140QV3A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55273 | PA      | $55891.33     | 0.11%             | 2055-01-01      | Fixed         | 5.50%                 | 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        |    114720 | PA      | $112912.58    | 0.23%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED 5.5                           | CUSIP: 3140QVRK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55512 | PA      | $55716.73     | 0.11%             | 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        |    116428 | PA      | $114448.05    | 0.23%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/50 FIXED VAR                           | CUSIP: 3140X7M89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133546 | PA      | $121645.94    | 0.25%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/52 FIXED VAR                           | CUSIP: 3140XFH61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    260936 | PA      | $235564.94    | 0.48%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/51 FIXED VAR                           | CUSIP: 3140XFQC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239959 | PA      | $210406.61    | 0.43%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/52 FIXED VAR                           | CUSIP: 3140XG7C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231353 | PA      | $215985.41    | 0.44%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                           | CUSIP: 3140XGS91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248764 | PA      | $226131.40    | 0.46%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/52 FIXED VAR                           | CUSIP: 3140XHMF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141080 | PA      | $136404.73    | 0.28%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/52 FIXED VAR                           | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171401 | PA      | $165399.78    | 0.34%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XJ7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144198 | PA      | $138975.48    | 0.29%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/52 FIXED VAR                           | CUSIP: 3140XJJQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    171321 | PA      | $165308.95    | 0.34%             | 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        |    166109 | PA      | $145625.81    | 0.30%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/52 FIXED VAR                           | CUSIP: 3140XJQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142685 | PA      | $137678.43    | 0.28%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 03/53 FIXED VAR                           | CUSIP: 3140XK2S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234148 | PA      | $230696.01    | 0.47%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                           | CUSIP: 3140XKES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246401 | PA      | $197150.04    | 0.40%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 05/49 FIXED VAR                           | CUSIP: 3140XKTP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    202347 | PA      | $190360.89    | 0.39%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/52 FIXED VAR                           | CUSIP: 3140XKV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234418 | PA      | $224818.68    | 0.46%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XL2W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    221009 | PA      | $222930.36    | 0.46%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED VAR                           | CUSIP: 3140XLQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    113201 | PA      | $112310.31    | 0.23%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                           | CUSIP: 3140XMM52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    225598 | PA      | $226854.60    | 0.47%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED VAR                           | CUSIP: 3140XMMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231717 | PA      | $227721.76    | 0.47%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/53 FIXED VAR                           | CUSIP: 3140XNA87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    173303 | PA      | $166408.90    | 0.34%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/51 FIXED VAR                           | CUSIP: 3140XNX90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257782 | PA      | $235134.09    | 0.48%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/52 FIXED VAR                           | CUSIP: 3140XPVG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    257695 | PA      | $234893.79    | 0.48%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 04/54 FIXED VAR                           | CUSIP: 3140XQKU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233444 | PA      | $224577.41    | 0.46%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/54 FIXED VAR                           | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230563 | PA      | $222328.04    | 0.46%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 09/53 FIXED VAR                           | CUSIP: 3140XQVD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152866 | PA      | $150994.30    | 0.31%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 10/54 FIXED VAR                           | CUSIP: 3140XR2N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54403 | PA      | $54839.08     | 0.11%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                           | CUSIP: 3140XR2Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233630 | PA      | $235588.01    | 0.48%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                           | CUSIP: 3140XR3F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91196 | PA      | $90044.33     | 0.18%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 11/54 FIXED VAR                           | CUSIP: 3140XR5P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56598 | PA      | $56679.64     | 0.12%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                    | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/29 7.25     | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    119000 | PA      | $123405.94    | 0.25%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A                                      | SUBWAY FUNDING LLC SUBWAY 2024 3A A2I 144A                   | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24875 | PA      | $24664.07     | 0.05%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 01/50 FIXED 2.5                           | CUSIP: 31418DKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248345 | PA      | $208998.04    | 0.43%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 06/50 FIXED 2                             | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246884 | PA      | $197613.53    | 0.41%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 07/50 FIXED 2                             | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162764 | PA      | $130281.46    | 0.27%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | FANNIE MAE POOL FN 08/35 FIXED 2.5                           | CUSIP: 31418DRV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132754 | PA      | $124417.74    | 0.26%             | 2035-08-01      | Fixed         | 2.50%                 | 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        |     98375 | PA      | $96433.34     | 0.20%             | 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        |     89437 | PA      | $89935.50     | 0.18%             | 2055-02-01      | Fixed         | 5.50%                 | 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        |    247000 | PA      | $248855.39    | 0.51%             | 2031-01-15      | Variable      | 5.27%                 | 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        |    100000 | PA      | $102764.02    | 0.21%             | 2040-01-13      | Variable      | 5.65%                 | 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        |    133000 | PA      | $124258.48    | 0.25%             | 2032-07-15      | Fixed         | 5.00%                 | 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        |    116000 | PA      | $116623.27    | 0.24%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                          | JPMORGAN CHASE and CO SR UNSECURED 04/31 VAR                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    285000 | PA      | $257925.96    | 0.53%             | 2031-04-22      | Variable      | 2.52%                 | 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        |    248000 | PA      | $256991.46    | 0.53%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95                     | JBS USA LUX SARL / JBS USA FOO COMPANY GUAR 144A 04/35 5.95  | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11319.87     | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | 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        |    100000 | PA      | $99516.95     | 0.20%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $121665.48    | 0.25%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP SR UNSECURED 04/31 VAR                               | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47927.76     | 0.10%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| Vital Energy Inc.                                                               | VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875               | CUSIP: 516806AK2<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |     29000 | PA      | $22529.89     | 0.05%             | 2032-04-15      | Fixed         | 7.88%                 | 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        |    126000 | PA      | $123460.16    | 0.25%             | 2029-03-11      | Fixed         | 4.38%                 | 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        |    134000 | PA      | $123094.12    | 0.25%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $27614.06     | 0.06%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| MandT Bank Corporation                                                          | MandT BANK CORP SR UNSECURED 01/36 VAR                       | CUSIP: 55261FAV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $248206.89    | 0.51%             | 2036-01-16      | Variable      | 5.38%                 | 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        |    128000 | PA      | $123423.21    | 0.25%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |    137000 | PA      | $123380.23    | 0.25%             | 2031-11-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| 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        |     19000 | PA      | $17107.54     | 0.04%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                       | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279            | CUSIP: 55903VBC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $80490.36     | 0.17%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                             | MAGNERA CORP SR SECURED 144A 11/31 7.25                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     56000 | PA      | $52955.28     | 0.11%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                       | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25            | CUSIP: 576485AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $117987.29    | 0.24%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125    | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $37075.19     | 0.08%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COMMUNICATIONS SR UNSECURED 144A 08/32 8        | CUSIP: 59565XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    119000 | PA      | $121320.26    | 0.25%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                  | MORGAN STANLEY SUBORDINATED 09/36 VAR                        | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    303000 | PA      | $252773.26    | 0.52%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY SR UNSECURED 01/30 VAR                        | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    249000 | PA      | $253598.03    | 0.52%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                            | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33198.94     | 0.07%             | 2032-02-01      | Fixed         | 6.75%                 | 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        |    140000 | PA      | $125828.15    | 0.26%             | 2031-02-15      | Fixed         | 3.62%                 | 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        |    112000 | PA      | $122701.23    | 0.25%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                              | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23667.65     | 0.05%             | 2030-05-15      | Fixed         | 6.38%                 | 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        |     26000 | PA      | $26054.81     | 0.05%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                            | NEXTERA ENERGY CAPITAL HOLDING JR SUBORDINA 08/55 VAR        | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10055.50     | 0.02%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                                       | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 09/27 4.5    | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $121961.33    | 0.25%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                    | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10734.22     | 0.02%             | 2032-02-01      | Fixed         | 7.50%                 | 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        |    129000 | PA      | $119955.32    | 0.25%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Inc.                                                                    | NOVELIS INC COMPANY GUAR 144A 01/30 6.875                    | CUSIP: 670001AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000 | PA      | $9129.67      | 0.02%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                              | ORACLE CORP SR UNSECURED 02/32 5.25                          | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34470.14     | 0.07%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                              | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    238000 | PA      | $231048.06    | 0.47%             | 2055-03-15      | Variable      | 7.38%                 | 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        |     34000 | PA      | $34414.53     | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                    | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    118000 | PA      | $121238.95    | 0.25%             | 2079-04-04      | Variable      | 7.00%                 | 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        |    118000 | PA      | $122367.77    | 0.25%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP SR UNSECURED 144A 07/33 6.25                       | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19973.07     | 0.04%             | 2033-07-01      | Fixed         | 6.25%                 | 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        |     49000 | PA      | $46112.16     | 0.09%             | 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        |     25000 | PA      | $24828.92     | 0.05%             | 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        |     25000 | PA      | $24329.23     | 0.05%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                                           | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $109066.24    | 0.22%             | 2031-02-01      | Fixed         | 9.38%                 | 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        |    117000 | PA      | $121969.51    | 0.25%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A                              | TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 1 A1 144A           | CUSIP: 89178WAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77208 | PA      | $73916.53     | 0.15%             | 2060-01-25      | Variable      | 2.71%                 | 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        |     21000 | PA      | $21451.08     | 0.04%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                    | TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR                 | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    348000 | PA      | $375705.07    | 0.77%             | 2029-10-30      | Variable      | 7.16%                 | 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        |    233097 | PA      | $232037.69    | 0.48%             | 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        |    245842 | PA      | $244452.45    | 0.50%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/55 4.625                   | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1174000 | PA      | $1161709.69   | 2.38%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/45 4.75                    | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2936000 | PA      | $2956185.00   | 6.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 11/26 4.25                    | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1032000 | PA      | $1040546.25   | 2.14%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 12/27 4                       | CUSIP: 91282CMB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    178000 | PA      | $179898.20    | 0.37%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 01/28 4.25                    | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    104000 | PA      | $105742.81    | 0.22%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 02/35 4.625                   | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1970000 | PA      | $2043875.00   | 4.19%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 03/27 3.875                   | CUSIP: 91282CMV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    245000 | PA      | $246138.87    | 0.51%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/30 3.875                   | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    410000 | PA      | $412914.85    | 0.85%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BO 04/32 4                       | CUSIP: 91282CNA5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1594000 | PA      | $1600973.75   | 3.29%             | 2032-04-30      | Fixed         | 4.00%                 | 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        |     25000 | PA      | $25517.18     | 0.05%             | 2055-04-20      | Fixed         | 5.88%                 | 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        |     16000 | PA      | $14637.28     | 0.03%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                                  | UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65          | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    144000 | PA      | $126273.93    | 0.26%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Velocity Vehicle Group LLC                                                      | VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8         | CUSIP: 92262TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $119186.14    | 0.24%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125    | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $122176.03    | 0.25%             | 2031-08-15      | Fixed         | 4.12%                 | 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        |    244000 | PA      | $229847.95    | 0.47%             | 2030-01-15      | Fixed         | 7.00%                 | 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        |    137000 | PA      | $121983.47    | 0.25%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/30 2.7                           | CUSIP: 92556VAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $122929.49    | 0.25%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Viatris Inc.                                                                    | VIATRIS INC COMPANY GUAR 06/50 4                             | CUSIP: 92556VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $109504.53    | 0.22%             | 2050-06-22      | Fixed         | 4.00%                 | 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        |    126000 | PA      | $123311.29    | 0.25%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                             | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9533.24      | 0.02%             | 2028-12-15      | Fixed         | 7.12%                 | 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        |     48098 | PA      | $43750.80     | 0.09%             | 2051-06-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375         | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13150.94     | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |    121000 | PA      | $122805.92    | 0.25%             | 2031-09-30      | Fixed         | 5.70%                 | 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        |     19000 | PA      | $18715.56     | 0.04%             | 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        |     28000 | PA      | $28127.32     | 0.06%             | 2055-03-20      | Fixed         | 5.65%                 | 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        |     21000 | PA      | $20433.34     | 0.04%             | 2032-05-15      | Fixed         | 7.88%                 | 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        |     24000 | PA      | $23277.90     | 0.05%             | 2033-05-15      | Fixed         | 8.00%                 | 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        |     24000 | PA      | $24432.48     | 0.05%             | 2032-01-15      | Fixed         | 8.25%                 | 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        |    116000 | PA      | $117800.20    | 0.24%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 04/50 FIXED 3.5                                             | FREDDIE MAC POOL FR 04/50 FIXED 3.5                          | CUSIP: 3132DNWS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    258187 | PA      | $236149.26    | 0.48%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 01/52 FIXED 3.5                                             | FREDDIE MAC POOL FR 01/52 FIXED 3.5                          | CUSIP: 3132DPRB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    256492 | PA      | $233316.82    | 0.48%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 03/54 FIXED 5                                               | FREDDIE MAC POOL FR 03/54 FIXED 5                            | CUSIP: 3132DSU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115412 | PA      | $114063.64    | 0.23%             | 2054-03-01      | Fixed         | 5.00%                 | 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        |    236418 | PA      | $233450.16    | 0.48%             | 2053-03-01      | Fixed         | 5.00%                 | 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        |     30000 | PA      | $29611.20     | 0.06%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121798.50    | 0.25%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123404.98    | 0.25%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LENDING PARTNERS SR UNSECURED 144A 07/30 6.125  | CUSIP: 829932AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19069.32     | 0.04%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** John Hancock Exchange-Traded Fund Trust

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer