# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001193125-26-026089
**Filing Date:** 2026-1
**Character Count:** 196174
**Document Hash:** 69de636324cea23d72eea801a7b9c8ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026089.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026089

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 26568424

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN BOND TRUST/
- **DATE OF NAME CHANGE:** 19970505

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CRITERION BOND FUND /TX/ OLD
- **DATE OF NAME CHANGE:** 19890801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INVESTMENT QUALITY INTEREST INC
- **DATE OF NAME CHANGE:** 19850220

## Series and Classes Contracts Data

### John Hancock Short Duration Bond Fund (Series ID: S000065984)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000213124 | Class NAV    |  |
| C000213125 | Class R6     | JSNRX           |
| C000213126 | Class A      | JSNAX           |
| C000213127 | Class C      | JSNCX           |
| C000213128 | Class I      | JSNIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1429340262.87

**Total Liabilities:** $10918789.41

**Net Assets:** $1418421473.46

**Delayed Delivery Securities:** $2999938.80

**Cash Not Reported:** $6415990.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2974.087747000000 | **1-Year:** -110783.686289000000 | **5-Year:** -79200.187587000000 | **10-Year:** -14914.836796000000 | **30-Year:** -4470.056496000000

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

- **3-Month:** -2559.758373000000 | **1-Year:** -26518.195469000000 | **5-Year:** -18278.039587000000 | **10-Year:** -956.978509000000 | **30-Year:** -486.984740000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000213124 | 0.20%                | 0.32%                | 0.51%                |
| Class ID C000213125 | 0.30%                | 0.32%                | 0.51%                |
| Class ID C000213126 | 0.17%                | 0.39%                | 0.48%                |
| Class ID C000213127 | 0.11%                | 0.33%                | 0.31%                |
| Class ID C000213128 | 0.19%                | 0.41%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2063449.35             | $153378.60                                 |
| Month 2  | $-227068.97              | $-1044322.61                               |
| Month 3  | $1089771.98              | $282124.03                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Santander UK Group Holdings plc                                                | SANTANDER UK GROUP HOLDINGS PL SR UNSECURED 09/29 VAR         | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3003305.31   | 0.21%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/28 5.125                   | SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 01/28 5.125  | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   4636000 | PA      | $4735409.79   | 0.33%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 20 SCCU 2025 1A A3 144A                            | SCCU AUTO RECEIVABLES TRUST 20 SCCU 2025 1A A3 144A           | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1875000 | PA      | $1891428.38   | 0.13%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A                             | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 A B 144A            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1308222 | PA      | $1319714.47   | 0.09%             | 2031-07-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                          | TD SYNNEX CORP SR UNSECURED 01/29 4.3                         | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998859.73   | 0.21%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                   | SYNOVUS BANK/COLUMBUS GA SR UNSECURED 02/28 5.625             | CUSIP: 87164DVJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2241000 | PA      | $2285978.24   | 0.16%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc.                                                              | T-MOBILE USA INC COMPANY GUAR 04/27 3.75                      | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990880.34   | 0.14%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                                  | T-MOBILE US TRUST 2025-2 TMUST 2025 2A A 144A                 | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2016046.20   | 0.14%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                                         | AMERICAN AIRLINES INC SR SECURED 144A 05/29 8.5               | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2611609.65   | 0.18%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7                          | AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7         | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4560377 | PA      | $4537075.80   | 0.32%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85                         | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85        | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1899282 | PA      | $1855857.60   | 0.13%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                   | AMERICAN NATIONAL GROUP INC SR UNSECURED 06/27 5              | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516524.25   | 0.18%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                   | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 1 A                 | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4060923.20   | 0.29%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                   | AMERICAN EXPRESS CREDIT ACCOUN AMXCA 2025 4 A                 | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3040470.60   | 0.21%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                     | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7428748.43   | 0.52%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XIII LLC                                    | AMUR EQUIPMENT FINANCE RECEIVA AXIS 2024 1A D 144A            | CUSIP: 03237CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1703548.11   | 0.12%             | 2031-04-21      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A                             | ANGEL OAK MORTGAGE TRUST 2024- AOMT 2024 3 A1 144A            | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650209 | PA      | $648664.21    | 0.05%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                      | APOLLO DEBT SOLUTIONS BDC SR UNSECURED 04/29 6.9              | CUSIP: 03770DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $524568.25    | 0.04%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Arby's Funding Llc                                                             | ARBYS FUNDING LLC ARBYS 2020 1A A2 144A                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2796072 | PA      | $2711081.12   | 0.19%             | 2050-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6                         | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6        | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.14%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A                           | ARIVO ACCEPTANCE AUTO LOAN REC ARIVO 2025 1A A2 144A          | CUSIP: 039962AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1597942.56   | 0.11%             | 2029-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                     | ARES STRATEGIC INCOME FUND SR UNSECURED 03/28 5.7             | CUSIP: 04020EAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7090927.62   | 0.50%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A ARIFL 2025 A A3 144A                              | ARI FLEET LEASE TRUST 2025-A ARIFL 2025 A A3 144A             | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019207.00   | 0.14%             | 2034-01-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B ARIFL 2024 B A3 144A                              | ARI FLEET LEASE TRUST 2024-B ARIFL 2024 B A3 144A             | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1019829.50   | 0.07%             | 2033-04-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A                               | ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A              | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53567 | PA      | $52378.24     | 0.00%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                                   | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625     | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2942689.20   | 0.21%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                           | ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25              | CUSIP: 045054AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7419357.90   | 0.52%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                          | ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516             | CUSIP: 04685A3T6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4057761.72   | 0.29%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                            | ATHENE HOLDING LTD SR UNSECURED 01/28 4.125                   | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3739312.84   | 0.26%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Company L.P.                                           | ATLAS WAREHOUSE LENDING CO LP SR UNSECURED 144A 01/28 6.05    | CUSIP: 049463AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5161861.00   | 0.36%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2958714.60   | 0.21%             | 2027-02-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2I 144A                                | VB-S1 ISSUER LLC - VBTEL VBTEL 2022 1A C2I 144A               | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $584521.68    | 0.04%             | 2052-02-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                 | VAR ENERGI ASA SR UNSECURED 144A 05/27 5                      | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $3026774.19   | 0.21%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                 | VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5                    | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   3500000 | PA      | $3708933.94   | 0.26%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                                      | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   2080000 | PA      | $2121323.36   | 0.15%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 09/27 4.95        | CUSIP: 09261HBR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509257.04   | 0.11%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                | BLACKSTONE SECURED LENDING FUN SR UNSECURED 11/27 5.875       | CUSIP: 09261XAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2551175.75   | 0.18%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625                   | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/26 6.625  | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3510724.00   | 0.25%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC BSTRM 2023 1A C 144A                                    | BLUE STREAM ISSUER LLC BSTRM 2023 1A C 144A                   | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1278582.25   | 0.09%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC BSTRM 2024 1A C 144A                                    | BLUE STREAM ISSUER LLC BSTRM 2024 1A C 144A                   | CUSIP: 09606BAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3050000 | PA      | $3200132.59   | 0.23%             | 2054-11-20      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 02/28 3.25                         | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5401824.73   | 0.38%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                             | BOEING CO/THE SR UNSECURED 05/27 6.259                        | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3081974.73   | 0.22%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Boston Properties Limited Partnership                                          | BOSTON PROPERTIES LP SR UNSECURED 06/29 3.4                   | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4346462.16   | 0.31%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRF S.A                                                                        | BRF SA SR UNSECURED 144A 01/30 4.875                          | CUSIP: 10552TAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   2000000 | PA      | $1938225.20   | 0.14%             | 2030-01-24      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Global Funding                                           | BRIGHTHOUSE FINANCIAL GLOBAL F SECURED 144A 04/27 5.55        | CUSIP: 10921U2J6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2535839.28   | 0.18%             | 2027-04-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                  | BROADCOM INC SR UNSECURED 07/27 5.05                          | CUSIP: 11135FBZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5085075.60   | 0.36%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brown and Brown Inc.                                                           | BROWN + BROWN INC SR UNSECURED 03/29 4.5                      | CUSIP: 115236AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3511966.57   | 0.25%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL COMPANY GUAR 02/28 3.375                     | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977114.86    | 0.07%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                               | PARAMOUNT GLOBAL COMPANY GUAR 06/28 3.7                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3995000 | PA      | $3926076.38   | 0.28%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125  | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5836000 | PA      | $5827768.91   | 0.41%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                                    | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/28 5      | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2032880.86   | 0.14%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARS-DB5 LP CAUTO 2021 1A A3 144A                                              | CARS-DB5 LP CAUTO 2021 1A A3 144A                             | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3461515 | PA      | $3372267.12   | 0.24%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A A1 144A                                              | CARS-DB7 LP CAUTO 2023 1A A1 144A                             | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2810000 | PA      | $2828727.53   | 0.20%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP CAUTO 2023 1A B 144A                                               | CARS-DB7 LP CAUTO 2023 1A B 144A                              | CUSIP: 12510HAU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490000 | PA      | $493799.02    | 0.03%             | 2053-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                                 | CARMAX AUTO OWNER TRUST 2025-4 CARMX 2025 4 A3                | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1132000 | PA      | $1133855.23   | 0.08%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                           | CARNIVAL CORP SR SECURED 144A 08/28 4                         | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4447000 | PA      | $4370381.75   | 0.31%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                           | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                   | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1080969.42   | 0.08%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A                             | CARS NET LEASE MORTGAGE NOTES CARM 2020 1A A1 144A            | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    482917 | PA      | $456493.86    | 0.03%             | 2050-12-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                        | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5             | CUSIP: 36143L2L8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2577231.13   | 0.18%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                                        | GCI LLC COMPANY GUAR 144A 10/28 4.75                          | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4360687.20   | 0.31%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                         | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/28 4               | CUSIP: 36168QAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2941267.50   | 0.21%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                        | HARLEY-DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A3                | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003311.50   | 0.07%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR               | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4507000 | PA      | $4546404.70   | 0.32%             | 2026-06-27      | Variable      | 6.75%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR               | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2534868.95   | 0.18%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                         | MandT BANK CORP JR SUBORDINA 12/49 VAR                        | CUSIP: 55261FAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484831.75   | 0.18%             | 2026-11-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MandT Bank Corporation                                                         | MandT BANK CORP SR UNSECURED 01/29 VAR                        | CUSIP: 55261FAU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2102961.17   | 0.15%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                      | REGAL REXNORD CORP COMPANY GUAR 04/28 6.05                    | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3104979.72   | 0.22%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Repsol EandP Capital Markets US LLC                                            | REPSOL EandP CAPITAL MARKETS US COMPANY GUAR 144A 09/28 4.805 | CUSIP: 76026AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4200645.11   | 0.30%             | 2028-09-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC                                       | RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A           | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1298531.65   | 0.09%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rolls-Royce plc                                                                | ROLLS-ROYCE PLC COMPANY GUAR 144A 10/27 5.75                  | CUSIP: 77578JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4613650.65   | 0.33%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST EVGRN 2025 CRT5 B 144A                             | EVERGREEN CREDIT CARD TRUST EVGRN 2025 CRT5 B 144A            | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $1011929.80   | 0.07%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| FS COMMERCIAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A                             | FS COMMERCIAL MORTGAGE TRUST 2 FS 2023 4SZN A 144A            | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3060082.80   | 0.22%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank National Association                                          | FIFTH THIRD BANK NA SR UNSECURED 01/28 VAR                    | CUSIP: 31677QBU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5045014.70   | 0.36%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                    | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375           | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2642382.50   | 0.19%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 1 A 144A                             | FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 1 A 144A            | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5095623.00   | 0.36%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125             | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4454226.45   | 0.31%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                  | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113             | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991418.11   | 0.21%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA6                                        | FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A         | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3068195 | PA      | $3079911.85   | 0.22%             | 2041-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Mscr Trust Mn12                                                    | FREDDIE MAC MSCR TRUST MN12 MSCR 2025 MN12 M1 144A            | CUSIP: 355913AA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2999993.40   | 0.21%             | 2045-11-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fresenius Medical Care US Finance III Inc.                                     | FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 12/26 1.875  | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976607.41    | 0.07%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                           | FRONTIER COMMUNICATIONS HOLDIN SR SECURED 144A 03/31 8.625    | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3168603.00   | 0.22%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                            | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                        | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382000 | PA      | $428035.16    | 0.03%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                        | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25               | CUSIP: 36143L2G9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957953.04   | 0.14%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                            | CALPINE CORP SR SECURED 144A 02/28 4.5                        | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1995971.60   | 0.14%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 01/27 8.125                   | CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 01/27 8.125  | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $847385.91    | 0.06%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                              | CAPITAL ONE FINANCIAL CORP JR SUBORDINA 12/99 VAR             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3350871.02   | 0.24%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                              | CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/29 VAR             | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8400333.28   | 0.59%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                               | CAPITAL POWER US HOLDINGS INC COMPANY GUAR 144A 06/28 5.257   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    499000 | PA      | $508820.43    | 0.04%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                 | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025 3 A3                | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3524413.55   | 0.25%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                 | CARMAX AUTO OWNER TRUST 2025-1 CARMX 2025 1 A3                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422000 | PA      | $1440405.66   | 0.10%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc.                                                      | CONSTELLATION BRANDS INC SR UNSECURED 05/27 4.35              | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011421.81   | 0.21%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                                     | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 01/28 4.375         | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7075926.24   | 0.50%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST 2025-A XROAD 2025 A A2 144A                             | CROSSROADS ASSET TRUST 2025-A XROAD 2025 A A2 144A            | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2514949.25   | 0.18%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                                       | DARLING INGREDIENTS INC COMPANY GUAR 144A 04/27 5.25          | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500570.00   | 0.18%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 1A A2 144A                                           | DATABANK ISSUER COLO 2021 1A A2 144A                          | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2065000 | PA      | $2049422.05   | 0.14%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER COLO 2021 2A A2 144A                                           | DATABANK ISSUER COLO 2021 2A A2 144A                          | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2680195.38   | 0.19%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8                       | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8      | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238144.63   | 0.09%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 D 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2023 2 D 144A             | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2498000 | PA      | $2514953.43   | 0.18%             | 2029-07-23      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2025 2 D 144A                              | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2025 2 D 144A             | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007573.20   | 0.21%             | 2032-03-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 2 A3 144A                             | DELL EQUIPMENT FINANCE TRUST 2 DEFT 2024 2 A3 144A            | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2013904.20   | 0.14%             | 2030-08-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                           | DELTA AIR LINES INC SR UNSECURED 07/28 4.95                   | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3046020.45   | 0.21%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                               | DEUTSCHE BANK AG/NEW YORK NY 02/28 VAR                        | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8132530.96   | 0.57%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A                            | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A A 144A           | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    830000 | PA      | $802305.22    | 0.06%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc.                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/27 5.2                 | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5069371.65   | 0.36%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                   | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 01/26 0.00000    | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1283990.00   | 0.09%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                               | DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A         | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2202420 | PA      | $2187608.51   | 0.15%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding LLC                                                      | DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A                | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2160559 | PA      | $2089058.97   | 0.15%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                         | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 06/29 4.75            | CUSIP: 36168QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1498302.30   | 0.11%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFH 2025-IND MORTGAGE TRUST GFH 2025 IND A 144A                                | GFH 2025-IND MORTGAGE TRUST GFH 2025 IND A 144A               | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4044780.80   | 0.29%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. / GLP Financing II Inc.                                       | GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/29 5.3         | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4684009.80   | 0.33%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GWT 2024-WLF2 GWT 2024 WLF2 A 144A                                             | GWT 2024-WLF2 GWT 2024 WLF2 A 144A                            | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3003743.70   | 0.21%             | 2041-05-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A                             | GM FINANCIAL REVOLVING RECEIVA GMREV 2023 2 A 144A            | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4194946.40   | 0.30%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                      | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 1 A3                | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2824000 | PA      | $2852355.22   | 0.20%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 01/29 5.8         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5731641.30   | 0.40%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc.                                          | GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 4.2         | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001805.25   | 0.21%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25                         | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25        | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3133400.16   | 0.22%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE INC / GLOBAL COMPANY GUAR 144A 12/27 3.75                     | GLOBAL NET LEASE INC / GLOBAL COMPANY GUAR 144A 12/27 3.75    | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2468000 | PA      | $2395435.37   | 0.17%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-3                      | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2025 3 A3                | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2592000 | PA      | $2612479.91   | 0.18%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 05/29 VAR            | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252576.66   | 0.09%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group Inc.                                                   | GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR            | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3774451.61   | 0.27%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc.                                                  | GRAHAM PACKAGING CO INC COMPANY GUAR 144A 08/28 7.125         | CUSIP: 384701AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3990893.20   | 0.28%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding L.L.C.                                | GREATAMERICA LEASING RECEIVABL GALC 2025 1 A3 144A            | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021247.60   | 0.14%             | 2029-04-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                       | HCA INC COMPANY GUAR 03/27 3.125                              | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973738.10   | 0.14%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc.                                                                  | HSBC USA INC SR UNSECURED 06/28 4.65                          | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3388731.56   | 0.24%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HTA Group Ltd                                                                  | HTA GROUP LTD/MAURITIUS COMPANY GUAR 144A 06/29 7.5           | CUSIP: 40435WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MU        |   5000000 | PA      | $5177132.30   | 0.36%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                     | HPS CORPORATE LENDING FUND SR UNSECURED 01/28 5.45            | CUSIP: 40440VAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4534572.11   | 0.32%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                                                     | HPS CORPORATE LENDING FUND SR UNSECURED 144A 09/28 4.9        | CUSIP: 40440VAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985469.36   | 0.14%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-1 HPEFS 2025 1A A3 144A                             | HPEFS EQUIPMENT TRUST 2025-1 HPEFS 2025 1A A3 144A            | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2617511.78   | 0.18%             | 2032-09-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HTS Fund II LLC                                                                | HTS FUND II LLC HTS 2025 1 A 144A                             | CUSIP: 40456GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2105000 | PA      | $2108132.03   | 0.15%             | 2045-06-23      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                               | HESS CORP SR UNSECURED 04/27 4.3                              | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4014440.72   | 0.28%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                                  | HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A                 | CUSIP: 428357AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5167000 | PA      | $5111837.11   | 0.36%             | 2062-02-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2025-1                                            | HILTON GRAND VACATIONS TRUST 2 HGVT 2025 1A B 144A            | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2368583 | PA      | $2403741.10   | 0.17%             | 2042-05-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                            | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 3A A 144A            | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1907657 | PA      | $1932377.43   | 0.14%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-1B                                           | HILTON GRAND VACATIONS TRUST 2 HGVT 2024 1B B 144A            | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854199 | PA      | $868878.07    | 0.06%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HIPGNOSIS MUSIC ASSETS 2022-1 MUSIC 2022 1 A 144A                              | HIPGNOSIS MUSIC ASSETS 2022-1 MUSIC 2022 1 A 144A             | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1648032 | PA      | $1645767.87   | 0.12%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels and Resorts L.P.                                                   | HOST HOTELS and RESORTS LP SR UNSECURED 12/28 4.25            | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998209.58   | 0.14%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                            | HOTWIRE FUNDING LLC HWIRE 2021 1 A2 144A                      | CUSIP: 44148JAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3853000 | PA      | $3762071.90   | 0.27%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                            | HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A                       | CUSIP: 44148JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $736811.33    | 0.05%             | 2051-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025 2A D 144A                              | HPEFS EQUIPMENT TRUST 2025-2 HPEFS 2025 2A D 144A             | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000761.00   | 0.14%             | 2033-05-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                   | HUNTINGTON NATIONAL BANK/THE SR UNSECURED 05/28 VAR           | CUSIP: 44644MAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6034240.86   | 0.43%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 2 B1 144A                            | HUNTINGTON BANK AUTO CREDIT-LI HACLN 2025 2 B1 144A           | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2757432 | PA      | $2774613.75   | 0.20%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                       | HYATT HOTELS CORP SR UNSECURED 01/27 5.75                     | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2538493.05   | 0.18%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/27 5.25          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022561.12   | 0.14%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 5.3           | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027524.80   | 0.14%             | 2027-03-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                        | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 4.25          | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998345.29   | 0.21%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A                            | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A3 144A           | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1422000 | PA      | $1436023.34   | 0.10%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 11/28 6.25                  | CUSIP: 44963HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2487285.35   | 0.18%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                                            | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                 | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1716000 | PA      | $1750846.52   | 0.12%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                                  | ILIAD HOLDING SAS SR SECURED 144A 10/28 7                     | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $4056956.00   | 0.29%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                 | ING GROEP NV JR SUBORDINA 12/99 VAR                           | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3847153.20   | 0.27%             | 2027-05-16      | Variable      | 3.88%                 | No            |                  2 | On Loan: —       |
| Iron Mountain Incorporated                                                     | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3457983.90   | 0.24%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A                             | CHASE AUTO CREDIT LINKED NOTES CACLN 2025 1 B 144A            | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2073011 | PA      | $2085963.85   | 0.15%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 12/29 VAR                  | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15166535.70  | 1.07%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase and Co.                                                         | JPMORGAN CHASE and CO SR UNSECURED 07/29 VAR                  | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5155638.85   | 0.36%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| James Hardie International Finance Designated Activity Company                 | JAMES HARDIE INTERNATIONAL FIN COMPANY GUAR 144A 01/28 5      | CUSIP: 47032FAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2998467.90   | 0.21%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                                      | JERSEY MIKE'S FUNDING LLC JMIKE 2019 1A A2 144A               | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2364878 | PA      | $2359273.45   | 0.17%             | 2050-02-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C JDOT 2024 C A3                                   | JOHN DEERE OWNER TRUST 2024-C JDOT 2024 C A3                  | CUSIP: 477911AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2426000 | PA      | $2431842.54   | 0.17%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A                             | ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A            | CUSIP: 00090TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1126122 | PA      | $1114042.50   | 0.08%             | 2030-12-29      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                      | COREBRIDGE GLOBAL FUNDING SECURED 144A 08/27 4.65             | CUSIP: 00138CBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5048823.65   | 0.36%             | 2027-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ATandT Inc.                                                                    | ATandT INC SR UNSECURED 03/29 4.35                            | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017123.73   | 0.21%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust | AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/28 3           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $2904257.07   | 0.20%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGON Funding Company LLC                                                      | AEGON FUNDING CO LLC COMPANY GUAR 144A 04/27 5.5              | CUSIP: 00775VAA2<br>LEI: KEIOKM01PSK5VZ5CCI74 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4064232.64   | 0.29%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5                    | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5   | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   8534000 | PA      | $8811795.35   | 0.62%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS PASS THRU CE 144A 10/30 5.25                    | AIR CANADA 2020-2 CLASS A PASS PASS THRU CE 144A 10/30 5.25   | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2050952 | PA      | $2100072.69   | 0.15%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THRU CE 144A 02/29 4.8                     | ALASKA AIRLINES 2020-1 CLASS A PASS THRU CE 144A 02/29 4.8    | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2888278 | PA      | $2903605.60   | 0.20%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                   | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 12/27 5.5        | CUSIP: 013822AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3000000.00   | 0.21%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A                             | ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3123000 | PA      | $3057125.62   | 0.22%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A                             | ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A            | CUSIP: 01627AAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3299238.15   | 0.23%             | 2048-11-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625                     | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625    | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3435626.60   | 0.24%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST ALLCU 2025 1A A4 144A                            | ALLOYA AUTO RECEIVABLES TRUST ALLCU 2025 1A A4 144A           | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1524000 | PA      | $1530090.06   | 0.11%             | 2030-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                            | ALLY FINANCIAL INC SR UNSECURED 05/29 VAR                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   6485000 | PA      | $6631401.53   | 0.47%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2024 B C 144A                             | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2024 B C 144A            | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1402548 | PA      | $1411019.13   | 0.10%             | 2032-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                    | JOHN DEERE OWNER TRUST 2024 JDOT 2024 A A3                    | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2700000 | PA      | $2721765.51   | 0.19%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                   | KEYBANK NA/CLEVELAND OH SR UNSECURED 11/27 5.85               | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6699532.78   | 0.47%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025 KCOT 2025 2A A3 144A                            | KUBOTA CREDIT OWNER TRUST 2025 KCOT 2025 2A A3 144A           | CUSIP: 50117LAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5051759.00   | 0.36%             | 2029-09-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc.                                                          | KYNDRYL HOLDINGS INC SR UNSECURED 10/26 2.05                  | CUSIP: 50155QAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4411767.06   | 0.31%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B C 144A                             | ALLY BANK AUTO CREDIT-LINKED N ABCLN 2025 B C 144A            | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2440000 | PA      | $2444067.97   | 0.17%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.65                         | AMERICAN AIRLINES 2016-2 CLASS PASS THRU CE 12/29 3.65        | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585148 | PA      | $570373.13    | 0.04%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LG Electronics Inc.                                                            | LG ELECTRONICS INC SR UNSECURED 144A 04/27 5.625              | CUSIP: 50186QAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   2500000 | PA      | $2547956.85   | 0.18%             | 2027-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust 2025-RTL3                                                 | LHOME MORTGAGE TRUST 2025-RTL3 LHOME 2025 RTL3 A1 144A        | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3005763.90   | 0.21%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust                            | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1         | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1029851 | PA      | $1016711.79   | 0.07%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3                            | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3           | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2838564 | PA      | $2741080.63   | 0.19%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A                           | LAD AUTO RECEIVABLES TRUST 202 LADAR 2025 1A A4 144A          | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1779486.28   | 0.13%             | 2030-04-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                          | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9                   | CUSIP: 517834AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055254.72   | 0.22%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                     | AMGEN INC SR UNSECURED 03/28 5.15                             | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4094209.80   | 0.29%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                            | ANTARES HOLDINGS LP SR UNSECURED 144A 08/28 7.95              | CUSIP: 03666HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3281000 | PA      | $3475870.53   | 0.25%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR C 144A                              | LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR C 144A             | CUSIP: 53218CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214668 | PA      | $213623.13    | 0.02%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                             | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625               | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996557.20   | 0.21%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                             | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875               | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2890242.60   | 0.20%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                                       | LLOYDS BANKING GROUP PLC SR UNSECURED 06/29 VAR               | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3556037.21   | 0.25%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                      | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75             | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2486945.00   | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                        | MPLX LP SR UNSECURED 03/28 4                                  | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991504.72   | 0.21%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A                         | MandT EQUIPMENT 2025-LEAF1 NOTES MTLRF 2025 1A A3 144A        | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3053235.00   | 0.22%             | 2029-09-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                 | MVW 2020-1 LLC MVWOT 2020 1A D 144A                           | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    767759 | PA      | $769381.82    | 0.05%             | 2037-10-20      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                          | ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A            | CUSIP: 28416TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142284 | PA      | $141217.44    | 0.01%             | 2034-01-25      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 202 EHGVT 2025 A A 144A                             | ELARA HGV TIMESHARE ISSUER 202 EHGVT 2025 A A 144A            | CUSIP: 28416VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3638492 | PA      | $3645503.31   | 0.26%             | 2040-01-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MVW 2022-2 LLC                                                                 | MVW 2022-2 LLC MVWOT 2022 2A A 144A                           | CUSIP: 55400VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579029 | PA      | $591740.45    | 0.04%             | 2041-10-21      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Limited                                          | MACQUARIE AIRFINANCE HOLDINGS SR UNSECURED 144A 03/28 5.2     | CUSIP: 55609NAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3053833.77   | 0.22%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                                     | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007260.00   | 0.21%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/27 3.755             | CUSIP: 55903VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1687839.63   | 0.12%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                      | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/29 4.054             | CUSIP: 55903VBY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1939985.00   | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                                    | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25               | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1387961.06   | 0.10%             | 2028-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Emera Incorporated                                                             | EMERA INC JR SUBORDINA 06/76 VAR                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2014634.00   | 0.14%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                                            | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                    | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4192805.40   | 0.30%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MANHATTAN WEST 2020-1MW MORTGA OMW 2020 1MW A 144A                             | MANHATTAN WEST 2020-1MW MORTGA OMW 2020 1MW A 144A            | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2063000 | PA      | $1977482.87   | 0.14%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                                    | MASTEC INC COMPANY GUAR 144A 08/28 4.5                        | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6985834.31   | 0.49%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                  | ENBRIDGE INC SUBORDINATED 03/78 VAR                           | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3036411.00   | 0.21%             | 2078-03-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005553.00   | 0.21%             | 2028-02-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125  | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3600000 | PA      | $3580274.16   | 0.25%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Millicom International Cellular S.A.                                           | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25   | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   3150000 | PA      | $3159475.20   | 0.22%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                     | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3281153.04   | 0.23%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                             | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5                     | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4061238.76   | 0.29%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                                              | MOLEX ELECTRONIC TECHNOLOGIES SR UNSECURED 144A 04/28 4.75    | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3034206.60   | 0.21%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 04/28 VAR                         | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6509946.82   | 0.46%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2024 4 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2024 4 A3 144A             | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1515105.75   | 0.11%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 2 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 2 A3 144A             | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009838.20   | 0.07%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                 | MORGAN STANLEY SR UNSECURED 04/29 VAR                         | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2047606.60   | 0.14%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                               | MORGAN STANLEY PRIVATE BANK NA SR UNSECURED 11/28 VAR         | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005082.09   | 0.21%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 3 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 3 A3 144A             | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4555146.15   | 0.32%             | 2029-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 202 EFF 2025 1 A3 144A                              | ENTERPRISE FLEET FINANCING 202 EFF 2025 1 A3 144A             | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133000 | PA      | $1152096.83   | 0.08%             | 2029-02-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc.                                                      | UTAH ACQUISITION SUB INC COMPANY GUAR 06/26 3.95              | CUSIP: 62854AAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3466000 | PA      | $3453902.24   | 0.24%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                                           | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625             | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2523323.25   | 0.18%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FandG Global Funding                                                           | FandG GLOBAL FUNDING SECURED 144A 09/28 4.65                  | CUSIP: 30321L2K7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2808830.98   | 0.20%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                            | FIFTH THIRD BANCORP SR UNSECURED 07/29 VAR                    | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6321897.00   | 0.45%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                           | NCL CORP LTD SR SECURED 144A 02/27 5.875                      | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002877.94   | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2023-A LLC NMEF 2023 A B 144A                                     | NMEF FUNDING 2023-A LLC NMEF 2023 A B 144A                    | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2040073.40   | 0.14%             | 2030-06-17      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                              | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                       | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3979075.84   | 0.28%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                                            | FRONTIER ISSUER LLC FYBR 2023 1 B 144A                        | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2780000 | PA      | $2834530.81   | 0.20%             | 2053-08-20      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC SR SECURED 144A 12/27 2.45                     | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6253358.28   | 0.44%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                                | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3273984.00   | 0.23%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                      | TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR              | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3468375.90   | 0.24%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A                             | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A            | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21953 | PA      | $21611.07     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                        | NTT FINANCE CORP SR UNSECURED 144A 07/28 4.62                 | CUSIP: 62954WAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4562783.55   | 0.32%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025 NSLT 2025 DA B 144A                             | NELNET STUDENT LOAN TRUST 2025 NSLT 2025 DA B 144A            | CUSIP: 639931AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3002836.20   | 0.21%             | 2054-08-20      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                                     | NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A                    | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2865000 | PA      | $2735014.38   | 0.19%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                       | NEW ECONOMY ASSETS - PHASE 1 S USRE 2021 1 A1 144A            | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1694577.40   | 0.12%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A                             | TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A            | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77155 | PA      | $73647.36     | 0.01%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 SJ2 A1A 144A                          | TOWD POINT MORTGAGE TRUST 2021 TPMT 2021 SJ2 A1A 144A         | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452340 | PA      | $440856.65    | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2020-1                                     | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 1A A1B 144A           | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149875 | PA      | $142014.38    | 0.01%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                               | NEWS CORP SR UNSECURED 144A 05/29 3.875                       | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2412294.83   | 0.17%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-C Owner Trust                                     | TOYOTA AUTO RECEIVABLES 2025-C TAOT 2025 C A3                 | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4024272.40   | 0.28%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                              | TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A              | CUSIP: 89680HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2804167 | PA      | $2643236.02   | 0.19%             | 2045-09-20      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc.                                           | NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/27 4.685       | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5052920.50   | 0.36%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Nextgear Floorplan Master Owner Trust                                          | NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2025 1A A 144A           | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2020935.20   | 0.14%             | 2030-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Triton Container Finance VIII LLC                                              | TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A              | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    558083 | PA      | $518779.66    | 0.04%             | 2046-03-20      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                 | US BANK NA/CINCINNATI OH SR UNSECURED 05/28 VAR               | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027156.42   | 0.21%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2025-B Owner Trust                                     | NISSAN AUTO RECEIVABLES 2025-B NAROT 2025 B A3                | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    924000 | PA      | $925761.05    | 0.07%             | 2030-04-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                                 | NORDSTROM INC SR SECURED 03/27 4                              | CUSIP: 655664AS9<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2954177.40   | 0.21%             | 2027-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST 20 OCCU 2025 1A A3 144A                            | OCCU AUTO RECEIVABLES TRUST 20 OCCU 2025 1A A3 144A           | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125000 | PA      | $3150998.44   | 0.22%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Obx 2025-Nqm14 Trust                                                           | OBX 2025-NQM14 TRUST OBX 2025 NQM14 A1 144A                   | CUSIP: 673924AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1123293 | PA      | $1132352.70   | 0.08%             | 2065-07-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A                              | USB AUTO OWNER TRUST 2025-1 USCAR 2025 1A A3 144A             | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1512505.95   | 0.11%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875                        | UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875       | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4760817 | PA      | $4864853.86   | 0.34%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1                          | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.1         | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    866809 | PA      | $845814.81    | 0.06%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                              | UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45        | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865079 | PA      | $834637.69    | 0.06%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                               | OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/27 8.5              | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5762955.00   | 0.41%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                                   | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875           | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2924502.30   | 0.21%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75                         | UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75        | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1692194 | PA      | $1683494.00   | 0.12%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875                        | UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875       | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801938 | PA      | $801998.37    | 0.06%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                    | ONEMAIN FINANCE CORP COMPANY GUAR 05/29 6.625                 | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3621695.00   | 0.26%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                             | ORACLE CORP SR UNSECURED 09/29 4.2                            | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3947023.84   | 0.28%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc.                                                                   | OVINTIV INC COMPANY GUAR 05/28 5.65                           | CUSIP: 69047QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2059244.68   | 0.15%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                            | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625  | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003826.00   | 0.14%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust                              | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65        | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    203854 | PA      | $203550.88    | 0.01%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp                                                                   | US BANCORP SR UNSECURED 01/28 VAR                             | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957347.70   | 0.14%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| OXFORD FINANCE CREDIT FUND III OXFINF 2025 A A2 144A                           | OXFORD FINANCE CREDIT FUND III OXFINF 2025 A A2 144A          | CUSIP: 69145VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3043505.10   | 0.21%             | 2034-08-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                                             | PGandE CORP SR SECURED 07/28 5                                | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5956247.40   | 0.42%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 12/27 3.875                    | CUSIP: 91282CGC9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21786000 | PA      | $21950245.96  | 1.55%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 07/28 4.125                    | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15714000 | PA      | $15966283.40  | 1.13%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2023 A B 144A                        | CUSIP: 69335PEU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2010157.60   | 0.14%             | 2028-03-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2023 B A 144A                        | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4018442.00   | 0.28%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 B A 144A                        | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2031479.80   | 0.14%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                                    | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 10/27 5.5        | CUSIP: 69346VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999816.40   | 0.21%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                                          | PNC FINANCIAL SERVICES GROUP I SR UNSECURED 01/28 VAR         | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4054411.56   | 0.29%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 202 PEAC 2025 1A A3 144A                            | PEAC SOLUTIONS RECEIVABLES 202 PEAC 2025 1A A3 144A           | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2039217.60   | 0.14%             | 2032-07-20      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                               | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/27 2.1            | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2893516.20   | 0.20%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                               | PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 06/28 5              | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6097438.08   | 0.43%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 08/28 6.05                    | PENSKE TRUCK LEASING CO LP / P SR UNSECURED 144A 08/28 6.05   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3132620.79   | 0.22%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                              | PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 07/29 6.875       | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2656706.95   | 0.19%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                                   | POPULAR INC SR UNSECURED 03/28 7.25                           | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   5250000 | PA      | $5504924.25   | 0.39%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A                            | POST ROAD EQUIPMENT FINANCE 20 PREF 2025 1A A2 144A           | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1535567 | PA      | $1546223.70   | 0.11%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.                     | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375    | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3904888.40   | 0.28%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6 PRM6 2025 PRM6 A 144A                                      | PRM TRUST 2025-PRM6 PRM6 2025 PRM6 A 144A                     | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1996281.60   | 0.14%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc.                                                           | QUANTA SERVICES INC SR UNSECURED 08/27 4.75                   | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5051333.45   | 0.36%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 03/29 3.625                   | ROCKET MORTGAGE LLC / ROCKET M COMPANY GUAR 144A 03/29 3.625  | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3863524.00   | 0.27%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5                      | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5     | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2466164.50   | 0.17%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc.                                                              | RADIAN GROUP INC SR UNSECURED 05/29 6.2                       | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5760210.23   | 0.41%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                             | RAKUTEN GROUP INC SR UNSECURED 144A 04/29 9.75                | CUSIP: 75102WAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3333574.47   | 0.24%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                                              | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95           | CUSIP: 75735KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   5000000 | PA      | $4985019.50   | 0.35%             | 2028-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RB Global Holdings Inc.                                                        | RB GLOBAL HOLDINGS INC SR SECURED 144A 03/28 6.75             | CUSIP: 76774LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2559537.50   | 0.18%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                                              | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                      | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3201593.60   | 0.23%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 03/28 3.7            | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   3461000 | PA      | $3414998.60   | 0.24%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5       | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017718.35   | 0.07%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                   | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 07/27 5.375     | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2201863.09   | 0.16%             | 2027-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                           | ROYAL BANK OF CANADA SR UNSECURED 11/28 VAR                   | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2995171.17   | 0.21%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma plc                                                             | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75                    | CUSIP: 78081BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $959945.13    | 0.07%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SK hynix Inc.                                                                  | SK HYNIX INC SR UNSECURED 144A 09/28 4.25                     | CUSIP: 78392BAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   2450000 | PA      | $2454662.25   | 0.17%             | 2028-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A                           | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 2A A3 144A          | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3536774.15   | 0.25%             | 2030-12-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                 | SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875              | CUSIP: 78410GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985677.10   | 0.21%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                 | SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125              | CUSIP: 78410GAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2867486.40   | 0.20%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC SEB4P 2021 1A A2 144A                                          | SEB FUNDING LLC SEB4P 2021 1A A2 144A                         | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2992500 | PA      | $2962323.03   | 0.21%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-1 L SCFET 2025 1A A3 144A                           | SCF EQUIPMENT LEASING 2025-1 L SCFET 2025 1A A3 144A          | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2809328.23   | 0.20%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-2 L SCFET 2025 2A A3 144A                           | SCF EQUIPMENT LEASING 2025-2 L SCFET 2025 2A A3 144A          | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1562000 | PA      | $1565416.88   | 0.11%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 05/30 4                        | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27365000 | PA      | $27836404.81  | 1.96%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 06/28 8.125            | CUSIP: 92332YAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4097096.00   | 0.29%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A                           | SWCH COMMERCIAL MORTGAGE TRUST SWCH 2025 DATA A 144A          | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2972847.60   | 0.21%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                   | SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3218749.50   | 0.23%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 B C 144A                             | SANTANDER BANK AUTO CREDIT-LIN SBCLN 2024 B C 144A            | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1153401 | PA      | $1159488.34   | 0.08%             | 2033-01-18      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A                             | SECURITIZED TERM AUTO RECEIVAB SSTRT 2025 B B 144A            | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   3170013 | PA      | $3195211.81   | 0.23%             | 2032-12-29      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                                      | SERVPRO MASTER ISSUER LLC SPRO 2021 1A A2 144A                | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    920620 | PA      | $868830.43    | 0.06%             | 2051-04-25      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-2 Receivables Funding LLC                                | SIERRA TIMESHARE 2024-2 RECEIV SRFC 2024 2A C 144A            | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    904906 | PA      | $920605.20    | 0.06%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIV SRFC 2025 3A C 144A                             | SIERRA TIMESHARE 2025-3 RECEIV SRFC 2025 3A C 144A            | CUSIP: 82650FAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1285000 | PA      | $1287676.53   | 0.09%             | 2044-08-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                           | SIRIUS XM RADIO LLC COMPANY GUAR 144A 08/27 5                 | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500336.00   | 0.11%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                      | SOUTH BOW USA INFRASTRUCTURE H COMPANY GUAR 09/27 4.911       | CUSIP: 83007CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022876.20   | 0.21%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75                      | DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3377220 | PA      | $3397732.12   | 0.24%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                        | SMB PRIVATE EDUCATION LOAN TRU SMB 2017 B A2B 144A            | CUSIP: 83189DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33102 | PA      | $33098.83     | 0.00%             | 2035-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA 144A 02/27 5.25                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3033061.95   | 0.21%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                               | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR               | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5512970.00   | 0.39%             | 2028-11-14      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| Solventum Corporation                                                          | SOLVENTUM CORP COMPANY GUAR 02/27 5.45                        | CUSIP: 83444MAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1686000 | PA      | $1709071.81   | 0.12%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                              | SONIC CAPITAL LLC SONIC 2020 1A A2I 144A                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3032000 | PA      | $2992816.59   | 0.21%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                              | SONIC CAPITAL LLC SONIC 2021 1A A2I 144A                      | CUSIP: 83546DAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1449000 | PA      | $1349559.04   | 0.10%             | 2051-08-20      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                       | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    408000 | PA      | $415725.07    | 0.03%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 TRUST STAR 2025 SFR5 A 144A                                     | STAR 2025-SFR5 TRUST STAR 2025 SFR5 A 144A                    | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1817601 | PA      | $1821848.71   | 0.13%             | 2042-02-17      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/27 4.375     | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987081.80   | 0.14%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                                   | STARWOOD PROPERTY TRUST INC COMPANY GUAR 144A 10/28 5.25      | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3236974.53   | 0.23%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A                              | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 1 A1 144A             | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5311 | PA      | $5114.68      | 0.00%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| State Street Corporation                                                       | STATE STREET CORP SR UNSECURED 02/29 VAR                      | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517648.79   | 0.11%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                         | STELLANTIS FINANCIAL SERVICES SR UNSECURED 144A 09/28 4.95    | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3525333.77   | 0.25%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                      | SUNOCO LP SR UNSECURED 144A 07/27 5.875                       | CUSIP: 86765KAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5302109.98   | 0.37%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                          | TACO BELL FUNDING LLC BELL 2021 1A A2I 144A                   | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1031625 | PA      | $1000157.86   | 0.07%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                  | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/26 3.15        | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1963000 | PA      | $1937000.07   | 0.14%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                                  | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 05/29 5.125       | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3035595.00   | 0.21%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1                               | TOORAK MORTGAGE TRUST 2024-RRT TRK 2024 RRTL1 A1              | CUSIP: 89054YAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1354639.14   | 0.10%             | 2039-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Trust 2024-RRTL2                                               | TOORAK MORTGAGE TRUST 2024-RRT 09/39 VAR                      | CUSIP: 89055JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001334.80   | 0.07%             | 2039-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                 | TRANSDIGM INC COMPANY GUAR 01/29 4.625                        | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3950814.00   | 0.28%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                                                    | TRUIST BANK SR UNSECURED 07/28 VAR                            | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014470.92   | 0.21%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                 | US BANK NA USCLN 2023 1 B 144A                                | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320802 | PA      | $324218.75    | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 04/28 3.75                     | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17550000 | PA      | $17650775.43  | 1.24%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                                  | JH COLLATERAL                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1196765 | NS      | $11971361.55  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorporation National Association                                      | ZIONS BANCORP NA SR UNSECURED 08/28 VAR                       | CUSIP: 98971DAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996051.07   | 0.21%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                       | CLEARWATER ANALYTICS LLC                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    216000 | PA      | $216000.00    | 0.02%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| KASEYA INC                                                                     | KASEYA INC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1283550 | PA      | $1284795.04   | 0.09%             | 2032-03-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                   | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3    | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   3800000 | PA      | $3737087.20   | 0.26%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                     | AVIATION CAPITAL GROUP LLC SR UNSECURED 144A 04/27 4.75       | CUSIP: 05369AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014101.23   | 0.21%             | 2027-04-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                     | AVIS BUDGET CAR RENTAL LLC / A COMPANY GUAR 144A 07/27 5.75   | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2474000 | PA      | $2469895.39   | 0.17%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2023 7A C 144A           | CUSIP: 05377RHS6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2450000 | PA      | $2541901.46   | 0.18%             | 2028-08-21      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding (AESOP) LLC                                     | AVIS BUDGET RENTAL CAR FUNDING AESOP 2025 3A A 144A           | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2000561.20   | 0.14%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                   | TRUIST FINANCIAL CORP SUBORDINATED 03/29 3.875                | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483780.37   | 0.10%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                    | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3189048.00   | 0.22%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 01/29 VAR                   | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3056081.97   | 0.22%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                    | BANK OF AMERICA CORP SR UNSECURED 05/29 VAR                   | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7095515.21   | 0.50%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                        | BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR         | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1987389.80   | 0.14%             | 2026-03-20      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| The Bank of Nova Scotia                                                        | BANK OF NOVA SCOTIA/THE JR SUBORDINA 01/84 VAR                | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3300000 | PA      | $3519780.00   | 0.25%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC MMAF 2025 A A3 144A                              | BARINGS EQUIPMENT FINANCE LLC MMAF 2025 A A3 144A             | CUSIP: 06764MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2131000 | PA      | $2178035.43   | 0.15%             | 2032-08-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc.                                                      | BAXTER INTERNATIONAL INC SR UNSECURED 02/29 4.45              | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008983.88   | 0.14%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A1                               | BENCHMARK 2021-B25 MORTGAGE TR BMARK 2021 B25 A1              | CUSIP: 08163DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102836 | PA      | $102261.33    | 0.01%             | 2054-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2021- BHG 2021 A A 144A                               | BHG SECURITIZATION TRUST 2021- BHG 2021 A A 144A              | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346417 | PA      | $343517.58    | 0.02%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5              | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2636663.78   | 0.19%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2024 4 A1A                                 | VERIZON MASTER TRUST SERIES 20 VZMT 2024 4 A1A                | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3020814.90   | 0.21%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                 | BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25        | CUSIP: 09261HAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3928119.00   | 0.28%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/26 2.67                             | CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/26 2.67            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1967482.78   | 0.14%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A3                                      | CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A3                     | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2469783 | PA      | $2449854.14   | 0.17%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-1 CCG 2025 1 C 144A                                 | CCG RECEIVABLES TRUST 2025-1 CCG 2025 1 C 144A                | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2022133.20   | 0.14%             | 2032-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                           | VERIZON MASTER TRUST VZMT 2025 1 A                            | CUSIP: 92348KDR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1272087.88   | 0.09%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                           | VERIZON MASTER TRUST VZMT 2025 5 A1A                          | CUSIP: 92348KEF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4056133.20   | 0.29%             | 2031-06-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST 2025-2 CCG 2025 2 D 144A                                 | CCG RECEIVABLES TRUST 2025-2 CCG 2025 2 D 144A                | CUSIP: 12516XAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930000 | PA      | $933352.84    | 0.07%             | 2034-08-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P4                                         | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P4 A3               | CUSIP: 14689AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    691000 | PA      | $692493.11    | 0.05%             | 2030-12-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                            | CENTENE CORP SR UNSECURED 07/28 2.45                          | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4195129.50   | 0.30%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                           | CHASE ISSUANCE TRUST CHAIT 2025 A1 A                          | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4041676.40   | 0.28%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                      | CHESAPEAKE FUNDING II LLC CFII 2024 1A A1 144A                | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    671682 | PA      | $678851.56    | 0.05%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC SUBORDINATED 09/27 4.45                         | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004904.71   | 0.07%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                          | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4023752.00   | 0.28%             | 2026-08-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                 | CITIGROUP INC SR UNSECURED 01/28 VAR                          | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2493397.08   | 0.18%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                            | CITIBANK CREDIT CARD ISSUANCE CCCIT 2025 A1 A                 | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5062695.50   | 0.36%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                                  | CITIZENS FINANCIAL GROUP INC SR UNSECURED 01/30 VAR           | CUSIP: 174610BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5411000 | PA      | $5637942.32   | 0.40%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| CNO Global Funding                                                             | CNO GLOBAL FUNDING SECURED 144A 12/27 4.875                   | CUSIP: 18977W2G4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3035585.82   | 0.21%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                     | CNH EQUIPMENT TRUST 2024-C CNH 2024 C A3                      | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2004175.80   | 0.14%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                         | COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 08/28 6.042   | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6247581.66   | 0.44%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2025 1A A 144A                             | COMMERCIAL EQUIPMENT FINANCE 2 CEFI 2025 1A A 144A            | CUSIP: 20166TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005516.00   | 0.14%             | 2031-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1A1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2025 R01 1A1 144A           | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1748628 | PA      | $1750265.74   | 0.12%             | 2045-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1A1 144A                            | CONNECTICUT AVENUE SECURITIES CAS 2025 R04 1A1 144A           | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1418888 | PA      | $1420827.60   | 0.10%             | 2045-05-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                             | CREDIT AGRICOLE SA 144A 09/28 VAR                             | CUSIP: 22535WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3023458.29   | 0.21%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                   | UBS GROUP AG SR UNSECURED 144A 12/27 VAR                      | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6000000 | PA      | $6133143.96   | 0.43%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                              | CROWN CASTLE INC SR UNSECURED 03/27 2.9                       | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2948529.72   | 0.21%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc.                                                              | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125                | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4417904.34   | 0.31%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC DLLAD 2025 1A A3 144A                                         | DLLAD 2025-1 LLC DLLAD 2025 1A A3 144A                        | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3033241.50   | 0.21%             | 2030-09-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                | DANSKE BANK A/S 144A 03/28 VAR                                | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3000000 | PA      | $3048117.48   | 0.21%             | 2028-03-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A                            | ECMC GROUP STUDENT LOAN TRUST ECMC 2019 1A A1B 144A           | CUSIP: 26829XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    222231 | PA      | $222348.00    | 0.02%             | 2069-07-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                | EQT CORP SR UNSECURED 06/27 7.5                               | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   3316000 | PA      | $3368229.06   | 0.24%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                           | EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR                   | CUSIP: 281020AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2989800.90   | 0.21%             | 2026-03-09      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1 EFMT 2024 CES1 A1 144A                                          | EFMT 2024-CES1 EFMT 2024 CES1 A1 144A                         | CUSIP: 281907AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2553587 | PA      | $2569686.37   | 0.18%             | 2060-01-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                                 | VERIZON MASTER TRUST SERIES 20 VZMT 2025 9 A1A                | CUSIP: 92348KEV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    857000 | PA      | $858298.27    | 0.06%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                                       | VERTIV GROUP CORP SR SECURED 144A 11/28 4.125                 | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2974011.30   | 0.21%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                          | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/27 3.75   | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487932.71   | 0.10%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                           | VICI PROPERTIES LP SR UNSECURED 02/28 4.75                    | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4040716.20   | 0.28%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 D A 144A                        | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3030026.70   | 0.21%             | 2030-05-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                            | PFS FINANCING CORP PFSFC 2025 F A 144A                        | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3363000 | PA      | $3392064.05   | 0.24%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VICI Properties L.P.                                                           | VICI PROPERTIES LP SR UNSECURED 04/28 4.75                    | CUSIP: 925650AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032923.11   | 0.21%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                               | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5      | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2454625.25   | 0.17%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 08/28 4.375                    | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  35000000 | PA      | $35798437.50  | 2.52%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                               | UNITED STATES TREASURY NOTE/BO 06/29 4.25                     | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  47612000 | PA      | $48748364.65  | 3.44%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                           | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625               | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3895104.00   | 0.27%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                           | TRAVEL + LEISURE CO SR SECURED 144A 07/26 6.625               | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011924.68   | 0.14%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                         | XHR LP SR SECURED 144A 06/29 4.875                            | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3929192.00   | 0.28%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                                       | ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A                      | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670250 | PA      | $631263.43    | 0.04%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation National Association                                      | ZIONS BANCORP NA SUBORDINATED 10/29 3.25                      | CUSIP: 98971DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1401321.60   | 0.10%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                   | VISTRA CORP JR SUBORDINA 144A VAR                             | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3065889.00   | 0.22%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                  | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 07/27 5            | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3987727.95   | 0.28%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                                  | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/26 5.05           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3025953.00   | 0.21%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                             | VOLKSWAGEN AUTO LEASE TRUST 20 VWALT 2025 A A4                | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4296619.53   | 0.30%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2025-2                                     | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2025 2 A3                 | CUSIP: 92869QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    562000 | PA      | $563077.13    | 0.04%             | 2030-03-20      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A3 144A                             | VOLVO FINANCIAL EQUIPMENT LLC VFET 2024 1A A3 144A            | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505096.40   | 0.11%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 07/29 VAR                     | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2591019.60   | 0.18%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 01/30 VAR                     | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3507901.04   | 0.25%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                                        | WELLS FARGO and CO SR UNSECURED 04/28 VAR                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15319319.70  | 1.08%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 1A A1 144A           | CUSIP: 96328GBM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1833632 | PA      | $1854249.86   | 0.13%             | 2039-02-18      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2024 3A A1 144A           | CUSIP: 96328GBZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1128880 | PA      | $1138061.12   | 0.08%             | 2039-09-19      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2025 2A A1 144A           | CUSIP: 96328GCK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4028749.60   | 0.28%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                               | WHEELS FLEET LEASE FUNDING 1 L WFLF 2025 3A A1 144A           | CUSIP: 96328GCP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3541000 | PA      | $3537481.31   | 0.25%             | 2040-09-18      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| The Williams Companies Inc.                                                    | WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3749457.10   | 0.26%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                         | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625             | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4642947.00   | 0.33%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                               | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A B 144A            | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2798160 | PA      | $2702786.77   | 0.19%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust V                                               | WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A C 144A            | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    844676 | PA      | $832680.83    | 0.06%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust VII                                             | WILLIS ENGINE STRUCTURED TRUST WESTF 2023 A A 144A            | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1831011 | PA      | $1881496.98   | 0.13%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                           | WINGSTOP FUNDING LLC WSTOP 2020 1A A2 144A                    | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4181325 | PA      | $4039198.42   | 0.28%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                               | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $429076.99    | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                        | CF HIPPOLYTA ISSUER LLC SORT 2022 1A A1 144A                  | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4840639 | PA      | $4758322.13   | 0.34%             | 2062-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2013-III-R LTD CIFC 2013 3RA A2R 144A                             | CIFC FUNDING 2013-III-R LTD CIFC 2013 3RA A2R 144A            | CUSIP: 12552MAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996150.00   | 0.14%             | 2031-04-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank and Trust Company                                          | FIRST-CITIZENS BANK and TRUST CO SUBORDINATED 03/28 6.125     | CUSIP: 125581GX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3111284.16   | 0.22%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLI Funding VI LLC                                                             | CLI FUNDING VI LLC CLIF 2020 1A A 144A                        | CUSIP: 12563LAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2271226 | PA      | $2140382.73   | 0.15%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                      | CNA FINANCIAL CORP SR UNSECURED 05/29 3.9                     | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2971225.29   | 0.21%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc.                                                       | CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25               | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5344154.71   | 0.38%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                             | CSN INOVA VENTURES COMPANY GUAR 144A 01/28 6.75               | CUSIP: 12642KAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6000000 | PA      | $5330764.02   | 0.38%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125                     | CVR PARTNERS LP / CVR NITROGEN SR SECURED 144A 06/28 6.125    | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2493258.25   | 0.18%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                         | CVS HEALTH CORP SR UNSECURED 06/29 5.4                        | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4669373.34   | 0.33%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LTD CAI 2020 1A A 144A                                          | CAL FUNDING IV LTD CAI 2020 1A A 144A                         | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |   1673750 | PA      | $1603180.57   | 0.11%             | 2045-09-25      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                          | DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A                  | CUSIP: 233046AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2456618 | PA      | $2429677.99   | 0.17%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                               | DLLAA 2025-1 LLC DLLAA 2025 1A A3 144A                        | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020061.80   | 0.07%             | 2029-09-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer