0001145549-23-024829.txt : 20230426 0001145549-23-024829.hdr.sgml : 20230426 20230426104911 ACCESSION NUMBER: 0001145549-23-024829 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20230228 FILED AS OF DATE: 20230426 DATE AS OF CHANGE: 20230426 PERIOD START: 20230531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JOHN HANCOCK SOVEREIGN BOND FUND CENTRAL INDEX KEY: 0000045288 IRS NUMBER: 042528977 STATE OF INCORPORATION: MA FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02402 FILM NUMBER: 23847662 BUSINESS ADDRESS: STREET 1: JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-663-3000 MAIL ADDRESS: STREET 1: C/O JOHN HANCOCK FUNDS STREET 2: 200 BERKELEY STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN SOVEREIGN BOND FUND DATE OF NAME CHANGE: 19930921 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN BONDS DATE OF NAME CHANGE: 19930921 FORMER COMPANY: FORMER CONFORMED NAME: HANCOCK JOHN BOND TRUST DATE OF NAME CHANGE: 19910704 0000045288 S000000646 John Hancock Bond Fund C000001854 Class A JHNBX C000001856 Class C JHCBX C000001857 Class I JHBIX C000106442 Class R6 JHBSX C000113488 Class R2 JHRBX C000153977 Class NAV C000153978 Class R4 JBFRX NPORT-P 1 primary_doc.xml NPORT-P false 0000045288 XXXXXXXX S000000646 C000001854 C000001856 C000001857 C000153977 C000113488 C000153978 C000106442 John Hancock Sovereign Bond Fund 811-02402 0000045288 549300USMZ9ZFEUQSP11 200 Berkeley Street Boston 02116 617-543-9634 Bond Fund S000000646 WKGWVLWSOXTPDPZACG18 2023-05-31 2023-02-28 N 21974556630.270000000000 1281238127.110000000000 20693318503.160000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1192546032.140000000000 0.000000000000 0.000000000000 2741698.360000000000 USD N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR 38141GYB4 76569000 PA USD 61492696.36 0.2971620833 Long DBT CORP US N 2 2032-04-22 Variable 2.615000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR 38141GYN8 29672000 PA USD 23658516.41 0.1143292527 Long DBT CORP US N 2 2032-10-21 Variable 2.650000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A N/A GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A 38177UAA8 22181000 PA USD 20268443.28 0.0979468000 Long ABS-O CORP KY N 2 2029-01-22 Fixed 3.208000000000 N N N N N N GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A N/A GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A 38178HAA6 24582000 PA USD 22499250.72 0.1087271271 Long ABS-O CORP KY N 2 2029-04-20 Fixed 2.773000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2008 90 IO 38373M4J6 2036072 PA USD 258020 0.0012468759 Long ABS-MBS USGA US N 2 2050-12-16 Variable 2.010720000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO 38378BE47 8801345.05 PA USD 134896.46 0.0006518841 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.612230000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 120 IO 38378BM71 4057551 PA USD 64259.03 0.0003105303 Long ABS-MBS USGA US N 2 2053-02-16 Variable 0.640320000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2012 70 IO 38378BUS6 310801.14 PA USD 175.6 0.0000008486 Long ABS-MBS USGA US N 2 2052-08-16 Variable 0.093520000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2013 63 IO 38378KPD5 4930516.85 PA USD 104408.13 0.0005045500 Long ABS-MBS USGA US N 2 2051-09-16 Variable 0.736720000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO 38379R4C4 51128628.53 PA USD 2077120.99 0.0100376408 Long ABS-MBS USGA US N 2 2058-10-16 Variable 0.720270000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A 02/59 1 38379R4P5 22984630.49 PA USD 762607.06 0.0036852816 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.485950000000 N N N N N N Hillenbrand Inc. U246OE781574J2BUD366 HILLENBRAND INC COMPANY GUAR 03/31 3.75 431571AE8 7543000 PA USD 6170777.44 0.0298201443 Long DBT CORP US N 2 2031-03-01 Fixed 3.750000000000 N N N N N N Hotwire Funding LLC N/A HOTWIRE FUNDING LLC HWIRE 2021 1 C 144A 44148JAC3 4950000 PA USD 4205722.46 0.0203240600 Long ABS-O CORP US N 2 2051-11-20 Fixed 4.459000000000 N N N N N N Hudbay Minerals Inc. N/A HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5 443628AJ1 4708000 PA USD 4227030.72 0.0204270316 Long DBT CORP CA N 2 2026-04-01 Fixed 4.500000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624 556079AC5 17809000 PA USD 15045336.51 0.0727062530 Long DBT CORP AU N 2 2030-06-03 Fixed 3.624000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 MACQUARIE BANK LTD SUBORDINATED 144A 06/25 4.875 55608XAB3 18897000 PA USD 18547405.5 0.0896299233 Long DBT CORP AU N 2 2025-06-10 Fixed 4.875000000000 N N N N N N Macy's Retail Holdings LLC N/A MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875 55617LAP7 4584000 PA USD 4163922.24 0.0201220613 Long DBT CORP US N 2 2029-04-01 Fixed 5.875000000000 N N N N N Macy's Retail Holdings LLC N/A MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875 55617LAQ5 3508000 PA USD 3092196.76 0.0149429719 Long DBT CORP US N 2 2030-03-15 Fixed 5.875000000000 N N N N N N Macy's Retail Holdings LLC N/A MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125 55617LAR3 9561000 PA USD 8222460 0.0397348545 Long DBT CORP US N 2 2032-03-15 Fixed 6.125000000000 N N N N N N Warnermedia Holdings Inc. N/A MAGALLANES INC COMPANY GUAR 144A 03/52 5.141 55903VAQ6 37474000 PA USD 29376010.63 0.1419589160 Long DBT CORP US N 2 2052-03-15 Fixed 5.141000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 MAGIC MERGECO INC SR SECURED 144A 05/28 5.25 55916AAA2 22229000 PA USD 18499640.67 0.0893991008 Long DBT CORP US N 2 2028-05-01 Fixed 5.250000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA INC SR UNSECURED 06/25 3.45 80282KBB1 46840000 PA USD 44540730.73 0.2152420876 Long DBT CORP US N 2 2025-06-02 Fixed 3.450000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA INC SR UNSECURED 01/28 VAR 80282KBC9 23584000 PA USD 20541241.61 0.0992650918 Long DBT CORP US N 2 2028-01-06 Variable 2.490000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A 80286JAA3 43933000 PA USD 41607556.02 0.2010675862 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A N/A SANTANDER RETAIL AUTO LEASE TR SRT 2022 A A3 144A 80287CAC3 11616000 PA USD 11048204.11 0.0533901999 Long ABS-O CORP US N 2 2025-07-21 Fixed 1.340000000000 N N N N N N Sasol Financing USA LLC N/A SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5 80386WAD7 14257000 PA USD 11886773.75 0.0574425690 Long DBT CORP US N 2 2031-03-18 Fixed 5.500000000000 N N N N N N Service Corporation International 549300RKVM2ME20JHZ15 SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4 817565CG7 18037000 PA USD 15237837.97 0.0736365120 Long DBT CORP US N 2 2031-05-15 Fixed 4.000000000000 N N N N N N Sierra Timeshare 2021-1 Receivables Funding LLC N/A SIERRA TIMESHARE 2021-1 RECEIV SRFC 2021 1A D 144A 82652QAD3 1988444.45 PA USD 1811260.53 0.0087528761 Long ABS-O CORP US N 2 2037-11-20 Fixed 3.170000000000 N N N N N N Sierra Timeshare 2019-1 Receivables Funding LLC N/A SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A 82653EAA5 2098808.4 PA USD 2027647.88 0.0097985631 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.200000000000 N N N N N N SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A N/A SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A D 144A 82653GAD4 1215336.14 PA USD 1179296.44 0.0056989237 Long ABS-O CORP US N 2 2035-09-20 Fixed 5.200000000000 N N N N N N Simpar Europe N/A SIMPAR EUROPE SA COMPANY GUAR 144A 01/31 5.2 82883PAA2 6695000 PA USD 4678131.25 0.0226069649 Long DBT CORP LU N 2 2031-01-26 Fixed 5.200000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5 82967NBA5 26970000 PA USD 24744975 0.1195795396 Long DBT CORP US N 2 2027-08-01 Fixed 5.000000000000 N N N N N N Sirius XM Radio Inc. WP5O65E6BMU84LNO4227 SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4 82967NBJ6 15524000 PA USD 13273020 0.0641415730 Long DBT CORP US N 2 2028-07-15 Fixed 4.000000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 N/A DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/25 4.5 830867AA5 5247886 PA USD 5097438.76 0.0246332591 Long DBT CORP US N 2 2025-10-20 Fixed 4.500000000000 N N N N N N DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 N/A DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 830867AB3 20881627 PA USD 19831619.65 0.0958358595 Long DBT CORP US N 2 2028-10-20 Fixed 4.750000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A 83192CAB3 18561490.09 PA USD 17238742.62 0.0833058391 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.840000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR 83368RBL5 14339000 PA USD 13618257.33 0.0658099247 Long DBT CORP FR N 2 2033-06-15 Variable 6.221000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SA SR UNSECURED 144A 01/29 VAR 83368RBR2 41371000 PA USD 41773920.86 0.2018715406 Long DBT CORP FR N 2 2029-01-10 Variable 6.446000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR 83370RAA6 22339000 PA USD 18411803.8 0.0889746311 Long DBT CORP FR N 2 2030-11-18 Variable 5.375000000000 N N N N N Sonic Capital LLC N/A SONIC CAPITAL LLC SONIC 2020 1A A2I 144A 83546DAG3 27004574.99 PA USD 24664250.5 0.1191894403 Long ABS-O CORP US N 2 2050-01-20 Fixed 3.845000000000 N N N N N N Sonic Capital LLC N/A SONIC CAPITAL LLC SONIC 2021 1A A2I 144A 83546DAN8 22711628.34 PA USD 18533347.36 0.0895619876 Long ABS-O CORP US N 2 2051-08-20 Fixed 2.190000000000 N N N N N N ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A N/A ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A 00090TAA5 9084000 PA USD 8330645.71 0.0402576595 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.199000000000 N N N N N N AES Panama Generation Holdings S.R.L. N/A AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375 00109AAB3 16304000 PA USD 14249696 0.0688613380 Long DBT CORP PA N 2 2030-05-31 Fixed 4.375000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 06/41 3.5 00206RJZ6 36461000 PA USD 27372046.04 0.1322748018 Long DBT CORP US N 2 2041-06-01 Fixed 3.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 ATandT INC SR UNSECURED 06/51 3.65 00206RKA9 45547000 PA USD 32492640.88 0.1570199621 Long DBT CORP US N 2 2051-06-01 Fixed 3.650000000000 N N N N N N APX Group Inc. 549300OMQVKPRU98OE64 APX GROUP INC COMPANY GUAR 144A 07/29 5.75 00213MAW4 17139000 PA USD 14359396.98 0.0693914655 Long DBT CORP US N 2 2029-07-15 Fixed 5.750000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 ABBVIE INC SR UNSECURED 11/29 3.2 00287YBX6 70119000 PA USD 62017041.95 0.2996959716 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N Atlantica Transmision Sur S.A. 549300PQCSQSSZTVDH16 ABY TRANSMISION SUR SA SR SECURED 144A 04/43 6.875 00289LAA3 12508713 PA USD 11539287.74 0.0557633506 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4 361841AP4 10777000 PA USD 9438432.15 0.0456110128 Long DBT CORP US N 2 2030-01-15 Fixed 4.000000000000 N N N N N N AdaptHealth LLC N/A ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125 00653VAE1 11714000 PA USD 10132610 0.0489656118 Long DBT CORP US N 2 2030-03-01 Fixed 5.125000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 08/24 2.875 00774MAM7 28952000 PA USD 27530095.48 0.1330385722 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25 361841AR0 10853000 PA USD 8620945.97 0.0416605291 Long DBT CORP US N 2 2032-01-15 Fixed 3.250000000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A GMF FLOORPLAN OWNER REVOLVING GFORT 2019 2 A 144A 361886CD4 31317000 PA USD 30463217.16 0.1472128173 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.900000000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A GMF FLOORPLAN OWNER REVOLVING GFORT 2020 1 A 144A 361886CH5 15128000 PA USD 14809722.01 0.0715676512 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.680000000000 N N N N N N GS Mortgage Securities Trust 2011-GC5 N/A GS MORTGAGE SECURITIES TRUST 2 GSMS 2011 GC5 XA 144A 36191YAA6 3203484.88 PA USD 32.03 0.0000001548 Long ABS-MBS CORP US N 2 2044-08-10 Variable 0.000000000000 N N N N N N GINNIE MAE GN 03/33 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE GN 03/33 FIXED 6 36200MEN9 1301.39 PA USD 1331.85 0.0000064361 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.000000000000 N N N N N N GINNIE MAE GN 10/26 FIXED 8 549300M8ZYFG0OCMTT87 GINNIE MAE GN 10/26 FIXED 8 36207JJE4 171.48 PA USD 175.76 0.0000008494 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.000000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/26 1.75 00774MAS4 25521000 PA USD 22559925.46 0.1090203365 Long DBT CORP IE N 2 2026-01-30 Fixed 1.750000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/24 1.65 00774MAU9 12564000 PA USD 11655330.18 0.0563241231 Long DBT CORP IE N 2 2024-10-29 Fixed 1.650000000000 N N N N N N INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125 N/A INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125 46137NAC2 12349074.69 PA USD 5556243.13 0.0268504210 Long DBT CORP CL N 2 2033-06-15 Fixed 5.125000000000 N N N N N N GINNIE MAE GN 09/28 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 09/28 FIXED 6.5 36207KC81 64.61 PA USD 65.46 0.0000003163 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 04/29 FIXED 7 549300M8ZYFG0OCMTT87 GINNIE MAE GN 04/29 FIXED 7 36209BFB9 341.79 PA USD 350.14 0.0000016920 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.000000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/26 2.45 00774MAV7 83808000 PA USD 73882771.09 0.3570368430 Long DBT CORP IE N 2 2026-10-29 Fixed 2.450000000000 N N N N N N Advantage Sales and Marketing Inc. 549300T4O24KQDED1182 ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5 00775PAA5 21591000 PA USD 16497899.01 0.0797257289 Long DBT CORP US N 2 2028-11-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 08/31 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 08/31 FIXED 6.5 36213UMA5 95.38 PA USD 97.69 0.0000004721 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.500000000000 N N N N N N GINNIE MAE GN 09/29 FIXED 6.5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 09/29 FIXED 6.5 36225BKX5 71.75 PA USD 72.97 0.0000003526 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 6.500000000000 N N N N N N AFFINITY INTERACTIVE N/A AFFINITY GAMING SR SECURED 144A 12/27 6.875 00842XAA7 10775000 PA USD 9610761.25 0.0464437893 Long DBT CORP US N 2 2027-12-15 Fixed 6.875000000000 N N N N N N AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 N/A AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 008911BD0 5687000 PA USD 6056655 0.0292686502 Long DBT CORP CA N 2 2026-07-15 Fixed 10.500000000000 N N N N N N AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 N/A AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 009089AA1 8564118.57 PA USD 7970785.3 0.0385186421 Long DBT CORP CA N 2 2025-05-15 Fixed 4.125000000000 N N N N N N AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 N/A AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 00908PAC1 8650237.83 PA USD 8045423.58 0.0388793300 Long DBT CORP CA N 2 2026-01-15 Fixed 3.700000000000 N N N N N N GINNIE MAE GN 06/33 FIXED 6 549300M8ZYFG0OCMTT87 GINNIE MAE GN 06/33 FIXED 6 36225BZS0 446.38 PA USD 455.82 0.0000022027 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.000000000000 N N N N N N NatWest Markets Plc RR3QWICWWIPCS8A4S074 NATWEST MARKETS PLC SR UNSECURED 144A 09/26 1.6 63906YAD0 35700000 PA USD 30967898.24 0.1496516774 Long DBT CORP GB N 2 2026-09-29 Fixed 1.600000000000 N N N N N N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 12/27 3.625 00912XAY0 16742000 PA USD 15219257.17 0.0735467207 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 01/26 2.875 00914AAJ1 12330000 PA USD 11365634.82 0.0549241767 Long DBT CORP US N 2 2026-01-15 Fixed 2.875000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875 46284VAF8 9816000 PA USD 8544680.76 0.0412919791 Long DBT CORP US N 2 2029-09-15 Fixed 4.875000000000 N N N N N N Iron Mountain Incorporated SQL3F6CKNNBM3SQGHX24 IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25 46284VAJ0 11787000 PA USD 10277556.78 0.0496660638 Long DBT CORP US N 2 2030-07-15 Fixed 5.250000000000 N N N N N N Air Lease Corporation N/A AIR LEASE CORP SR UNSECURED 09/28 2.1 00914AAQ5 14336000 PA USD 11844311.88 0.0572373729 Long DBT CORP US N 2 2028-09-01 Fixed 2.100000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 AKER BP ASA SR UNSECURED 144A 01/25 3 00973RAE3 18110000 PA USD 17241964.16 0.0833214071 Long DBT CORP NO N 2 2025-01-15 Fixed 3.000000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A 63935CAB7 10255673.25 PA USD 9431973.47 0.0455798014 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 NAVIENT PRIVATE EDUCATION LOAN NAVSL 2016 AA A2A 144A 63939NAB9 3575609.3 PA USD 3457955.31 0.0167104919 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.910000000000 N N N N N N Iron Mountain information Management Services Inc. N/A IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5 46285MAA8 4858000 PA USD 4006586.92 0.0193617419 Long DBT CORP US N 2 2032-07-15 Fixed 5.000000000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A N/A IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A 46361TAC6 20104000 PA USD 19434295.55 0.0939157997 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.173100000000 N N N N N N NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A N/A NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A 63942HAA9 17180692.11 PA USD 14391425.64 0.0695462433 Long ABS-O CORP US N 2 2069-08-26 Fixed 1.320000000000 N N N N N N NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A N/A NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A 64016NAA5 42023490 PA USD 34535744.55 0.1668932150 Long ABS-O CORP US N 2 2051-04-30 Fixed 3.584000000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A N/A IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV XA 144A 46361TAE2 666612.87 PA USD 243.78 0.0000011781 Long ABS-MBS CORP US N 2 2048-05-15 Variable 1.105100000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75 N/A JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 12/31 3.75 46590XAC0 5619000 PA USD 4503628.5 0.0217636843 Long DBT CORP US N 2 2031-12-01 Fixed 3.750000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 AKER BP ASA SR UNSECURED 144A 01/30 3.75 00973RAF0 15636000 PA USD 13796424.29 0.0666709126 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 AKER BP ASA 01/31 4 00973RAJ2 37303000 PA USD 32811373.75 0.1585602316 Long DBT CORP NO N 2 2031-01-15 Fixed 4.000000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 02/28 5.125 N/A JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 02/28 5.125 46590XAG1 11250000 PA USD 10692900 0.0516732007 Long DBT CORP US N 2 2028-02-01 Fixed 5.125000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75 N/A JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75 46590XAH9 30306000 PA USD 28267012.32 0.1365997064 Long DBT CORP US N 2 2033-04-01 Fixed 5.750000000000 N N N N N N NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A N/A NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A 64016NAC1 18398160 PA USD 14861886.46 0.0718197348 Long ABS-O CORP US N 2 2052-01-30 Fixed 3.695000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 04/28 4.875 64110LAS5 40575000 PA USD 39336245.25 0.1900915276 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000 N N N N N N JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625 N/A JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 01/32 3.625 46590XAT3 17668000 PA USD 14152421.36 0.0683912605 Long DBT CORP US N 2 2032-01-15 Fixed 3.625000000000 N N N N N N JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A N/A JPMORGAN CHASE BANK NA - CACLN CACLN 2021 3 B 144A 46591HCD0 9744241.7 PA USD 9237698.01 0.0446409695 Long ABS-O CORP US N 2 2029-02-26 Fixed 0.760000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 11/28 5.875 64110LAT3 32460000 PA USD 32865750 0.1588230036 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 144A 11/29 5.375 64110LAU0 6259000 PA USD 6159735.39 0.0297667838 Long DBT CORP US N 2 2029-11-15 Fixed 5.375000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO JR SUBORDINA 01/49 VAR 46625HJQ4 37415000 PA USD 37578690.63 0.1815981841 Long DBT CORP US N 2 2024-02-01 Variable 6.750000000000 N N N N N N Jack in the Box Funding LLC N/A JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A 466365AC7 8561280 PA USD 7630189.43 0.0368727202 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.970000000000 N N N N N N Netflix Inc. 549300Y7VHGU0I7CE873 NETFLIX INC SR UNSECURED 144A 06/30 4.875 64110LAV8 18644000 PA USD 17898240 0.0864928455 Long DBT CORP US N 2 2030-06-15 Fixed 4.875000000000 N N N N N N NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A N/A NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A 643821AA9 41424000 PA USD 35474221.17 0.1714283824 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.910000000000 N N N N N N ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8 N/A ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8 01166WAA5 9854714.23 PA USD 10074218.13 0.0486834344 Long DBT CORP US N 2 2025-08-15 Fixed 8.000000000000 N N N N N N ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125 N/A ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125 013304AA8 12103000 PA USD 10822744.66 0.0523006721 Long DBT CORP LU N 2 2026-10-15 Fixed 6.125000000000 N N N N N N Jack in the Box Funding LLC N/A JACK IN THE BOX FUNDING LLC JACK 2022 1A A2I 144A 466365AD5 27628160 PA USD 24409175.45 0.1179567958 Long ABS-O CORP US N 2 2052-02-26 Fixed 3.445000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO 04/31 1 46647PBL9 37470000 PA USD 30981936.86 0.1497195187 Long DBT CORP US N 2 2031-04-22 Variable 2.522000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE and CO SUBORDINATED 05/31 VAR 46647PBP0 33681000 PA USD 28285469.51 0.1366889004 Long DBT CORP US N 2 2031-05-13 Variable 2.956000000000 N N N N N N JW Aluminum Continuous Cast Company N/A JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25 46648XAA6 6904000 PA USD 6938520 0.0335302431 Long DBT CORP US N 2 2026-06-01 Fixed 10.250000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A N/A JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A 46652BAY5 15435000 PA USD 13920190.58 0.0672690104 Long ABS-MBS CORP US N 2 2037-01-16 Fixed 2.812300000000 N N N N N N Jacobs Entertainment Inc. 5493004U9JIWY3HSUO63 JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75 469815AK0 7277000 PA USD 6623743.71 0.0320090937 Long DBT CORP US N 2 2029-02-15 Fixed 6.750000000000 N N N N N N Arconic Corporation N/A ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125 03966VAA5 10635000 PA USD 10448887.5 0.0504940157 Long DBT CORP US N 2 2028-02-15 Fixed 6.125000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 06/24 4.2 04010LAX1 7447000 PA USD 7287119.09 0.0352148404 Long DBT CORP US N 2 2024-06-10 Fixed 4.200000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 477143AH4 16553866.52 PA USD 14001477.16 0.0676618260 Long DBT CORP US N 2 2032-05-15 Fixed 2.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE + CO 12/99 1 48128BAG6 28722000 PA USD 26643963.3 0.1287563582 Long DBT CORP US N 2 2025-02-01 Variable 4.600000000000 N N N N N N Ashtead Capital Inc. N/A ASHTEAD CAPITAL INC SECURED 144A 08/27 4.375 045054AF0 15640000 PA USD 14659151.79 0.0708400240 Long DBT CORP US N 2 2027-08-15 Fixed 4.375000000000 N N N N N N SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A N/A SCF EQUIPMENT LEASING 2021-1 L SCFET 2021 1A E 144A 783897AG6 3300000 PA USD 3014598.18 0.0145679784 Long ABS-O CORP US N 2 2032-08-20 Fixed 3.560000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 KLA CORP SR UNSECURED 03/29 4.1 482480AG5 15557000 PA USD 14815955.68 0.0715977753 Long DBT CORP US N 2 2029-03-15 Fixed 4.100000000000 N N N N N N KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A N/A KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ D 144A 482598AL3 11580000 PA USD 11419617 0.0551850444 Long ABS-MBS CORP US N 2 2036-05-15 Floating 5.938000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A N/A TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A 89177BAA3 10796971.34 PA USD 10237430.18 0.0494721529 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.718427000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A N/A TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A 89178BAA2 11581697.1 PA USD 10761948.05 0.0520068739 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.900000000000 N N N N N N KB Home 549300LGUCWQURMWLG09 KB HOME COMPANY GUAR 06/31 4 48666KAZ2 15888000 PA USD 12976166.52 0.0627070352 Long DBT CORP US N 2 2031-06-15 Fixed 4.000000000000 N N N N N N KB Home 549300LGUCWQURMWLG09 KB HOME COMPANY GUAR 07/30 7.25 48666KBA6 4121000 PA USD 4035310.27 0.0195005469 Long DBT CORP US N 2 2030-07-15 Fixed 7.250000000000 N N N N N N Ken Garff Automotive LLC N/A KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875 48850PAA2 7369000 PA USD 6347561.98 0.0306744517 Long DBT CORP US N 2 2028-09-15 Fixed 4.875000000000 N N N N N N Kenbourne Invest S.A. N/A KENBOURNE INVEST SA COMPANY GUAR 144A 11/24 6.875 48855KAA8 5127000 PA USD 4633526.25 0.0223914122 Long DBT CORP LU N 2 2024-11-26 Fixed 6.875000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A N/A TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A 89179JAA4 17314680.94 PA USD 15305551.16 0.0739637345 Long ABS-MBS CORP US N 2 2060-10-25 Fixed 1.750000000000 N N N N N N Trident TPI Holdings Inc. N/A TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625 89616RAA7 5167000 PA USD 4753640 0.0229718592 Long DBT CORP US N 2 2025-11-01 Fixed 6.625000000000 N N N N N Kenbourne Invest S.A. N/A KENBOURNE INVEST SA COMPANY GUAR 144A 01/28 4.7 48855KAC4 2933000 PA USD 2026051.82 0.0097908502 Long DBT CORP LU N 2 2028-01-22 Fixed 4.700000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75 494550AL0 15840000 PA USD 17480737.14 0.0844752722 Long DBT CORP US N 2 2032-03-15 Fixed 7.750000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5 50076QAE6 12796000 PA USD 11609996.09 0.0561050471 Long DBT CORP US N 2 2042-06-04 Fixed 5.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375 50077LAB2 46450000 PA USD 37921019.15 0.1832524790 Long DBT CORP US N 2 2046-06-01 Fixed 4.375000000000 N N N N N N TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125 N/A TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125 89668QAF5 8291000 PA USD 5521241.13 0.0266812746 Long DBT CORP LU N 2 2029-04-01 Fixed 5.125000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A N/A TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A 89680HAA0 40052562.07 PA USD 34521227.15 0.1668230600 Long ABS-O CORP US N 2 2045-09-20 Fixed 2.110000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875 50077LAZ9 11914000 PA USD 10502719.39 0.0507541571 Long DBT CORP US N 2 2049-10-01 Fixed 4.875000000000 N N N N N N Lcpr Senior Secured Financing Designated Activity Company N/A LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125 50201DAD5 8324000 PA USD 7037421.75 0.0340081836 Long DBT CORP IE N 2 2029-07-15 Fixed 5.125000000000 N N N N N N TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A N/A TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A 89680HAE2 23803301.66 PA USD 20095113.83 0.0971091893 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.860000000000 N N N N N N Tutor Perini Corporation 549300FHXYVPW8LJ6D98 TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875 901109AF5 18996000 PA USD 15877458.21 0.0767274626 Long DBT CORP US N 2 2025-05-01 Fixed 6.875000000000 N N N N N N LLPL Capital Pte Ltd N/A LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875 50201PAA4 3008989.8 PA USD 2739880.14 0.0132404097 Long DBT CORP SG N 2 2039-02-04 Fixed 6.875000000000 N N N N N N LSC Communications Inc. 5493000O7BCKOMYMHF87 ESC GCB144A LSC COMMUN 20231015 00008.7500000000 N/A 19591000 PA USD 38202.45 0.0001846125 Long DBT CORP US N 3 2023-10-15 None 0 N N N N N N US Airways 2011-1 Class A Pass Through Trust N/A US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125 903436AA1 10613953.4 PA USD 10561897.27 0.0510401329 Long DBT CORP US N 2 2023-10-22 Fixed 7.125000000000 N N N N N N US Airways 2010-1 Class A Pass Through Trust N/A US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25 90345KAA8 3952910.34 PA USD 3924870.77 0.0189668504 Long DBT CORP US N 2 2023-04-22 Fixed 6.250000000000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A N/A LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A 51889RAB5 1694579.02 PA USD 1644234.6 0.0079457270 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.730000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 LAZARD GROUP LLC SR UNSECURED 03/29 4.375 52107QAK1 24053000 PA USD 22526971.37 0.1088610866 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N US Airways 2012-1 Class A Pass Through Trust N/A US AIRWAYS 2012-1 CLASS A PASS PASS THRU CE 04/26 5.9 90345WAA2 4300526.89 PA USD 4289989.74 0.0207312797 Long DBT CORP US N 2 2024-10-01 Fixed 5.900000000000 N N N N N N US Airways 2012-2 Class A Pass Through Trust N/A US AIRWAYS 2012-2 CLASS A PASS PASS THRU CE 12/26 4.625 90345WAD6 10196500.5 PA USD 9794162.9 0.0473300737 Long DBT CORP US N 2 2025-06-03 Fixed 4.625000000000 N N N N N Level 3 Financing Inc. N/A LEVEL 3 FINANCING INC SR SECURED 144A 03/27 3.4 527298BP7 25465000 PA USD 21373688.18 0.1032878713 Long DBT CORP US N 2 2027-03-01 Fixed 3.400000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR 53079EBM5 18110000 PA USD 15108629.7 0.0730121160 Long DBT CORP US N 2 2051-12-15 Variable 4.125000000000 N N N N N N LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A N/A LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR A 144A 53218CAA8 23224635.74 PA USD 22803577.74 0.1101977807 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.288000000000 N N N N N N LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A N/A LIFE 2021-BMR MORTGAGE TRUST LIFE 2021 BMR D 144A 53218CAG5 19530633.92 PA USD 18918692.29 0.0914241584 Long ABS-MBS CORP US N 2 2038-03-15 Floating 5.988000000000 N N N N N N LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A N/A LIFE MORTGAGE TRUST US LIFE 2022 BMR2 A1 144A 53218DAA6 54728000 PA USD 54522633.18 0.2634794084 Long ABS-MBS CORP US N 2 2039-05-15 Floating 5.857710000000 N N N N N N Lions Gate Capital Holdings LLC N/A LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5 53627NAE1 15853000 PA USD 11325858.79 0.0547319599 Long DBT CORP US N 2 2029-04-15 Fixed 5.500000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 90931EAA2 19738082.45 PA USD 17764274.21 0.0858454588 Long DBT CORP US N 2 2031-08-25 Fixed 4.550000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 N/A UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 90931GAA7 43020472.51 PA USD 42267614.24 0.2042573028 Long DBT CORP US N 2 2027-10-15 Fixed 5.875000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625 536797AE3 3675000 PA USD 3336826.5 0.0161251396 Long DBT CORP US N 2 2027-12-15 Fixed 4.625000000000 N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875 536797AG8 7350000 PA USD 6141219 0.0296773038 Long DBT CORP US N 2 2029-06-01 Fixed 3.875000000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45 90931MAA4 23439394.27 PA USD 20067714.75 0.0969767838 Long DBT CORP US N 2 2028-07-07 Fixed 3.450000000000 N N N N N N United Airlines Inc. N/A UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 90932LAH0 4647000 PA USD 4119732.33 0.0199085146 Long DBT CORP US N 2 2029-04-15 Fixed 4.625000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC JR SUBORDINA 04/49 VAR 539439AG4 22139000 PA USD 21892307.56 0.1057940879 Long DBT CORP GB N 2 2024-06-27 Variable 7.500000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 LLOYDS BANKING GROUP PLC SR UNSECURED 05/25 4.45 53944YAF0 64560000 PA USD 62946731.46 0.3041886754 Long DBT CORP GB N 2 2025-05-08 Fixed 4.450000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 LUNDIN ENERGY FINANCE BV COMPANY GUAR 144A 07/31 3.1 55037AAB4 23855000 PA USD 19530522.66 0.0943808150 Long DBT CORP NO N 2 2031-07-15 Fixed 3.100000000000 N N N N N N MandT Bank Corporation N/A MandT BANK CORP JR SUBORDINA 12/49 VAR 55261FAH7 10483000 PA USD 9757052.25 0.0471507373 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 N/A UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 90932NAA1 10654484.1 PA USD 10068487.47 0.0486557411 Long DBT CORP US N 2 2026-03-01 Fixed 4.600000000000 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 N/A UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 90932QAA4 27960731.37 PA USD 26249836.59 0.1268517497 Long DBT CORP US N 2 2026-09-03 Fixed 3.750000000000 N N N N N N M.D.C. Holdings Inc. N/A MDC HOLDINGS INC COMPANY GUAR 01/31 2.5 552676AU2 10454000 PA USD 7703392.03 0.0372264701 Long DBT CORP US N 2 2031-01-15 Fixed 2.500000000000 N N N N N N MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A N/A MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A 55283FAA6 7896622.78 PA USD 6981035.43 0.0337356980 Long ABS-MBS CORP US N 2 2065-04-25 Variable 1.153000000000 N N N N N N UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 N/A UNITED AIRLINES 2020-1 CLASS B PASS THRU CE 07/27 4.875 90932VAA3 10386566 PA USD 9971103.36 0.0481851345 Long DBT CORP US N 2 2026-01-15 Fixed 4.875000000000 N N N N N N United Airlines 2016-1 Class B Pass Through Trust N/A UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65 90933HAA3 19578180.41 PA USD 18062568.86 0.0872869610 Long DBT CORP US N 2 2026-01-07 Fixed 3.650000000000 N N N N N N MC Brazil Downstream Trading S.a r.l. N/A MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25 55292WAA8 18078397.49 PA USD 14825814.65 0.0716454185 Long DBT CORP LU N 2 2031-06-30 Fixed 7.250000000000 N N N N N N MGM Resorts International 54930066VBP7DZEGGJ87 MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75 552953CH2 29156000 PA USD 26135901.98 0.1263011632 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875 911365BG8 26278000 PA USD 25048189.6 0.1210448174 Long DBT CORP US N 2 2028-01-15 Fixed 4.875000000000 N N N N N N United Rentals (North America) Inc. NGIZXNT70J2LYT3FBI09 UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875 911365BM5 13783000 PA USD 12714817.5 0.0614440719 Long DBT CORP US N 2 2027-11-15 Fixed 3.875000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/27 4.125 55336VAK6 5490000 PA USD 5237499.75 0.0253101007 Long DBT CORP US N 2 2027-03-01 Fixed 4.125000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/28 4 55336VAR1 19220000 PA USD 17992547.37 0.0869485838 Long DBT CORP US N 2 2028-03-15 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/45 2.5 912810RK6 46172000 PA USD 35272882.85 0.1704554194 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/48 3.375 912810SE9 107040000 PA USD 95771530.98 0.4628137868 Long DBT UST US N 2 2048-11-15 Fixed 3.375000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 12/27 4.25 55336VBN9 15703000 PA USD 14854968.28 0.0717863028 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 09/32 4.95 55336VBU3 13328000 PA USD 12525484.07 0.0605291223 Long DBT CORP US N 2 2032-09-01 Fixed 4.950000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/51 1.875 912810TD0 107041000 PA USD 76321068.99 0.3688198632 Long DBT UST US N 2 2052-02-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/52 3 912810TJ7 1334688000 PA USD 1121972100 5.4219051421 Long DBT UST US N 2 2052-08-15 Fixed 3.000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP SR UNSECURED 03/33 5 55336VBV1 13702000 PA USD 12855610.61 0.0621244515 Long DBT CORP US N 2 2033-03-01 Fixed 5.000000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI INC COMPANY GUAR 144A 11/31 3.625 55354GAM2 15116000 PA USD 12640755 0.0610861665 Long DBT CORP US N 2 2031-11-01 Fixed 3.625000000000 N N N N N N Qorvo Inc. N/A QORVO INC COMPANY GUAR 144A 04/31 3.375 74736KAJ0 16254000 PA USD 13007588.58 0.0628588816 Long DBT CORP US N 2 2031-04-01 Fixed 3.375000000000 N N N N N N Radian Group Inc. 54930005OUP720S5U385 RADIAN GROUP INC SR UNSECURED 10/24 4.5 750236AU5 12023000 PA USD 11760887.06 0.0568342243 Long DBT CORP US N 2 2024-10-01 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 08/42 3.375 912810TK4 483509000 PA USD 435309196.56 2.1036219807 Long DBT UST US N 2 2042-08-15 Fixed 3.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/52 4 912810TL2 403202000 PA USD 410384035.63 1.9831716965 Long DBT UST US N 2 2052-11-15 Fixed 4.000000000000 N N N N N N Natwest Group plc N/A ROYAL BK SCOTLND GRP PLC 11/29 1 780097BM2 12650000 PA USD 11865622.46 0.0573403558 Long DBT CORP GB N 2 2029-11-01 Variable 3.754000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 11/42 4 912810TM0 594814000 PA USD 586356488.44 2.8335546488 Long DBT UST US N 2 2042-11-15 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/43 3.875 912810TQ1 77440000 PA USD 75128900 0.3630587331 Long DBT UST US N 2 2043-02-15 Fixed 3.875000000000 N N N N N N BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 N/A BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 11283YAG5 9654000 PA USD 7530120 0.0363891369 Long DBT CORP CA N 2 2029-06-15 Fixed 5.000000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5 12008RAN7 2354000 PA USD 2120132.85 0.0102454947 Long DBT CORP US N 2 2030-03-01 Fixed 5.000000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25 12008RAP2 19875000 PA USD 16685555.4 0.0806325742 Long DBT CORP US N 2 2032-02-01 Fixed 4.250000000000 N N N N N N Builders FirstSource Inc. 549300W0SKP6L3H7DP63 BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375 12008RAR8 12079000 PA USD 11600396.2 0.0560586558 Long DBT CORP US N 2 2032-06-15 Fixed 6.375000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 01/26 3.875 91282CGE5 5413000 PA USD 5319964.06 0.0257086076 Long DBT UST US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/33 3.5 91282CGM7 414178000 PA USD 400523069.06 1.9355187956 Long DBT UST US N 2 2033-02-15 Fixed 3.500000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A N/A BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG A 144A 12433YAA5 17089847.79 PA USD 16908128.02 0.0817081514 Long ABS-MBS CORP US N 2 2037-10-15 Floating 5.606950000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A N/A CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A 12482HAL8 6315000 PA USD 6204086.5 0.0299811096 Long ABS-MBS CORP US N 2 2037-12-15 Floating 6.338000000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A N/A CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE F 144A 12482HAQ7 12809000 PA USD 12519815.05 0.0605017269 Long ABS-MBS CORP US N 2 2037-12-15 Floating 7.138000000000 N N N N N N CCO Holdings LLC/CCO Holdings Capital Corp. N/A CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5 1248EPCL5 14410000 PA USD 11211016.03 0.0541769848 Long DBT CORP US N 2 2033-06-01 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/25 4.625 91282CGN5 156853000 PA USD 156350581.02 0.7555606946 Long DBT UST US N 2 2025-02-28 Fixed 4.625000000000 N N N N N N United States Treasury Note/Bond N/A UNITED STATES TREASURY NOTE/BO 02/28 4 91282CGP0 42023000 PA USD 41711110.34 0.2015680101 Long DBT UST US N 2 2028-02-29 Fixed 4.000000000000 N N N N N N CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 N/A CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 12513GBF5 8552000 PA USD 7205540.79 0.0348206151 Long DBT CORP US N 2 2029-02-15 Fixed 3.250000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A N/A CF HIPPOLYTA LLC SORT 2020 1 A1 144A 12530MAA3 32784001.07 PA USD 29354292.96 0.1418539658 Long ABS-O CORP US N 2 2060-07-15 Fixed 1.690000000000 N N N N N N CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A N/A CF HIPPOLYTA LLC SORT 2021 1A A1 144A 12530MAE5 31531690.23 PA USD 27384093.68 0.1323330218 Long ABS-O CORP US N 2 2061-03-15 Fixed 1.530000000000 N N N N N N CLI FUNDING VIII LLC CLIF 2021 1A A 144A N/A CLI FUNDING VIII LLC CLIF 2021 1A A 144A 12565KAA5 27970613.35 PA USD 24021310.99 0.1160824494 Long ABS-O CORP US N 2 2046-02-18 Fixed 1.640000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65 913903AW0 23046000 PA USD 18767990.61 0.0906958959 Long DBT CORP US N 2 2030-10-15 Fixed 2.650000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 UNIVERSAL HEALTH SERVICES INC SR SECURED 09/26 1.65 913903AZ3 22040000 PA USD 19137256.4 0.0924803646 Long DBT CORP US N 2 2026-09-01 Fixed 1.650000000000 N N N N N N CLI FUNDING VIII LLC CLIF 2022 1A A 144A N/A CLI FUNDING VIII LLC CLIF 2022 1A A1 144A 12565KAE7 20156229.6 PA USD 17421827.43 0.0841905924 Long ABS-O CORP US N 2 2047-01-18 Fixed 2.720000000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA N/A COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA 12591RBB5 49031459.89 PA USD 197018.21 0.0009520861 Long ABS-MBS CORP US N 2 2047-02-10 Variable 0.615365000000 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5 914906AV4 7219000 PA USD 6088775.31 0.0294238708 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N VSE 2017-A VOI Mortgage LLC N/A VSE 2017-A VOI MORTGAGE LLC VSTNA 2017 A A 144A 918288AA9 8035514.54 PA USD 7736361.17 0.0373857928 Long ABS-MBS CORP US N 2 2035-03-20 Fixed 2.330000000000 N N N N N N COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A N/A COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A 12595HAA6 7264000 PA USD 6821354.36 0.0329640428 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244000000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA 12595VAE7 222683534.82 PA USD 4138083.59 0.0199971966 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.433828000000 N N N N N N CNA Financial Corporation 549300YX2GSZD7YG1R84 CNA FINANCIAL CORP SR UNSECURED 08/30 2.05 126117AW0 10645000 PA USD 8421299.63 0.0406957426 Long DBT CORP US N 2 2030-08-15 Fixed 2.050000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 CNO FINANCIAL GROUP INC SR UNSECURED 05/25 5.25 12621EAK9 11065000 PA USD 10910511.13 0.0527248016 Long DBT CORP US N 2 2025-05-30 Fixed 5.250000000000 N N N N N N VR FUNDING LLC VINE 2020 1A A 144A N/A VR FUNDING LLC VINE 2020 1A A 144A 91835CAA1 27627249.83 PA USD 23021751.37 0.1112520999 Long ABS-O CORP US N 2 2050-11-15 Fixed 2.790000000000 N N N N N N Valvoline Inc. 549300CMHPBEY6VPOT75 VALVOLINE INC SR UNSECURED 144A 06/31 3.625 92047WAG6 21112000 PA USD 17001533.92 0.0821595334 Long DBT CORP US N 2 2031-06-15 Fixed 3.625000000000 N N N N N N CNO Financial Group Inc. 11XPYHB76MPM4Y4P2897 CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25 12621EAL7 30469000 PA USD 28871484.74 0.1395208059 Long DBT CORP US N 2 2029-05-30 Fixed 5.250000000000 N N N N N N COMM 2012-CCRE3 MORTGAGE TRUST COMM 2012 CR3 XA N/A COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA 12624PAF2 8095050.95 PA USD 802.22 0.0000038767 Long ABS-MBS CORP US N 2 2045-10-15 Variable 1.227961000000 N N N N N N Vantage Data Centers Issuer LLC N/A VANTAGE DATA CENTERS LLC VDC 2020 1A A2 144A 92212KAB2 26045000 PA USD 23210241.36 0.1121629736 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.645000000000 N N N N N N Vantage Data Centers LLC N/A VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A 92212KAC0 20898000 PA USD 17454454.73 0.0843482631 Long ABS-O CORP US N 2 2045-09-15 Fixed 1.992000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 549300NMFC2YLCA2NF13 COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 12625XAL1 18413000 PA USD 16919048.36 0.0817609237 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.393500000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 07/28 2.45 15135BAY7 6416000 PA USD 5387771.84 0.0260362872 Long DBT CORP US N 2 2028-07-15 Fixed 2.450000000000 N N N N N N Var Energi ASA N/A VAR ENERGI ASA SR UNSECURED 144A 11/32 8 92212WAE0 18688000 PA USD 19479436.8 0.0941339438 Long DBT CORP NO N 2 2032-11-15 Fixed 8.000000000000 N N N N N N Varex Imaging Corporation 549300CWYWPVCT8E9W67 VAREX IMAGING CORP 10/27 7.875 92214XAC0 9865000 PA USD 9667668.23 0.0467187910 Long DBT CORP US N 2 2027-10-15 Fixed 7.875000000000 N N N N N Century Communities Inc. N/A CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875 156504AM4 16767000 PA USD 13707022.5 0.0662388804 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SUBORDINATED 03/26 4.6 172967KJ9 43521000 PA USD 42375479.41 0.2047785589 Long DBT CORP US N 2 2026-03-09 Fixed 4.600000000000 N N N N N N PROGRESS RESIDENTIAL 2020-SFR1 PROG 2020 SFR1 A 144A N/A PROGRESS RESIDENTIAL TRUST PROG 2020 SFR1 A 144A 74331CAA6 15478746.41 PA USD 14314704.44 0.0691754898 Long ABS-O CORP US N 2 2037-04-17 Fixed 1.732000000000 N N N N N N PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A N/A PROGRESS RESIDENTIAL 2021-SFR8 PROG 2021 SFR8 B 144A 74333TAC3 13890000 PA USD 11960144.24 0.0577971302 Long ABS-O CORP US N 2 2038-10-17 Fixed 1.681000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875 92328MAA1 6386000 PA USD 5507925 0.0266169247 Long DBT CORP US N 2 2029-08-15 Fixed 3.875000000000 N N N N N N Venture Global Calcasieu Pass LLC N/A VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125 92328MAB9 10687000 PA USD 9190820 0.0444144326 Long DBT CORP US N 2 2031-08-15 Fixed 4.125000000000 N N N N N N PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A N/A PROVIDENT FUNDING MORTGAGE TR 01/36 1 74387TAB0 23083310.52 PA USD 19526747.14 0.0943625699 Long ABS-MBS CORP US N 2 2036-01-25 Variable 2.000000000000 N N N N N N VeriSign Inc. LMPL4N8ZOJRMF0KOF759 VERISIGN INC SR UNSECURED 06/31 2.7 92343EAM4 13953000 PA USD 11265868.61 0.0544420587 Long DBT CORP US N 2 2031-06-15 Fixed 2.700000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A N/A VERUS SECURITIZATION TRUST 10/63 1 92538BAA1 7177472.56 PA USD 6422330.67 0.0310357697 Long ABS-MBS CORP US N 2 2063-10-25 Variable 0.820000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A N/A VERUS SECURITIZATION TRUST 05/65 1 92538CAA9 4554368.98 PA USD 4126854.01 0.0199429299 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.218000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A 92538HAA8 9746830.16 PA USD 7744550.54 0.0374253677 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.938000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A 92538KAA1 16410846.55 PA USD 13157258.37 0.0635821575 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.013000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A N/A VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A 92539LAA8 17103442.35 PA USD 14191335 0.0685793098 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.046000000000 N N N N N N Viatris Inc N/A VIATRIS INC COMPANY GUAR 06/27 2.3 92556VAC0 8657000 PA USD 7477492.93 0.0361348178 Long DBT CORP US N 2 2027-06-22 Fixed 2.300000000000 N N N N N N Viatris Inc N/A VIATRIS INC COMPANY GUAR 06/30 2.7 92556VAD8 19825000 PA USD 15716699.55 0.0759505999 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N Viatris Inc N/A VIATRIS INC COMPANY GUAR 06/50 4 92556VAF3 22979000 PA USD 14821843.12 0.0716262262 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625 92564RAB1 24513000 PA USD 21962688.81 0.1061342037 Long DBT CORP US N 2 2029-12-01 Fixed 4.625000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125 92564RAE5 12630000 PA USD 10909585.61 0.0527203291 Long DBT CORP US N 2 2030-08-15 Fixed 4.125000000000 N N N N N N VICI Properties LP / VICI Note Co Inc N/A VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875 92564RAL9 13041000 PA USD 11339679.75 0.0547987494 Long DBT CORP US N 2 2029-02-15 Fixed 3.875000000000 N N N N N N VICI Properties L.P. N/A VICI PROPERTIES LP SR UNSECURED 05/32 5.125 925650AD5 5669000 PA USD 5259981.65 0.0254187440 Long DBT CORP US N 2 2032-05-15 Fixed 5.125000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3 92840VAE2 38331000 PA USD 34493754.89 0.1666903010 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 VISTRA OPERATIONS CO LLC SR SECURED 144A 01/27 3.7 92840VAG7 43768000 PA USD 40074492.45 0.1936590907 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N Vodafone Group Public Limited Company N/A VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR 92857WBQ2 20093000 PA USD 19697095.97 0.0951857768 Long DBT CORP GB N 2 2079-04-04 Variable 7.000000000000 N N N N N N Vodafone Group Public Limited Company N/A VODAFONE GROUP PLC SR UNSECURED 02/53 5.625 92857WBY5 12888000 PA USD 12383062.47 0.0598408731 Long DBT CORP GB N 2 2053-02-10 Fixed 5.625000000000 N N N N N N Volcan Compania Minera S.A.A. 549300XKJ91C4SZLG750 VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375 92863UAB2 4899000 PA USD 3900828.75 0.0188506679 Long DBT CORP PE N 2 2026-02-11 Fixed 4.375000000000 N N N N N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A N/A WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C10 XA 144A 92890NAA7 1623503.46 PA USD 151.47 0.0000007320 Long ABS-MBS CORP US N 2 2045-12-15 Variable 1.150590000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875 92933BAQ7 18861000 PA USD 15997900.2 0.0773094958 Long DBT CORP US N 2 2030-07-15 Fixed 3.875000000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2013 C16 XA 92938EAZ6 7528314.95 PA USD 8145.64 0.0000393636 Long ABS-MBS CORP US N 2 2046-09-15 Variable 0.564694000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO PREFERRED STOCK 7.5 949746804 2139 NS USD 2551677.27 0.0123309235 Long EP CORP US N 1 N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO JR SUBORDINA 12/49 VAR 949746RN3 66007000 PA USD 65478944 0.3164255360 Long DBT CORP US N 2 2025-06-15 Variable 5.875000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 10/30 VAR 95000U2G7 49300000 PA USD 42009178.79 0.2030084193 Long DBT CORP US N 2 2030-10-30 Variable 2.879000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY 04/41 1 95000U2Q5 32841000 PA USD 23797500.92 0.1150008923 Long DBT CORP US N 2 2041-04-30 Variable 3.068000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO and CO SR UNSECURED 06/28 VAR 95000U2S1 64609000 PA USD 57119752.14 0.2760299279 Long DBT CORP US N 2 2028-06-02 Variable 2.393000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 WELLS FARGO + COMPANY 03/33 1 95000U2U6 38224000 PA USD 32318525.02 0.1561785511 Long DBT CORP US N 2 2033-03-02 Variable 3.350000000000 N N N N N N Wendy's Funding LLC N/A WENDY'S FUNDING LLC WEN 2021 1A A2I 144A 95058XAK4 25475055 PA USD 21248157.45 0.1026812468 Long ABS-O CORP US N 2 2051-06-15 Fixed 2.370000000000 N N N N N N Western Digital Corporation 549300QQXOOYEF89IC56 WESTERN DIGITAL CORP COMPANY GUAR 02/26 4.75 958102AM7 27865000 PA USD 26308461.1 0.1271350513 Long DBT CORP US N 2 2026-02-15 Fixed 4.750000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65 969457BZ2 19032000 PA USD 17732847.7 0.0856935909 Long DBT CORP US N 2 2032-08-15 Fixed 4.650000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE SR UNSECURED 06/27 3.75 96949LAD7 22304000 PA USD 20962193.59 0.1012993329 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N Willis Engine Structured Trust V N/A WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A 97064FAA3 7101505.36 PA USD 5475056.11 0.0264580865 Long ABS-O CORP US N 2 2045-03-15 Fixed 3.228000000000 N N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35 98310WAM0 9936000 PA USD 9904589.03 0.0478637055 Long DBT CORP US N 2 2025-10-01 Fixed 6.600000000000 N N N N N N Travel + Leisure Co. T4VNTWMFQ7JQB65L7T35 WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625 98310WAQ1 9653000 PA USD 8115226.23 0.0392166497 Long DBT CORP US N 2 2030-03-01 Fixed 4.625000000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125 28035QAB8 7575000 PA USD 6460187.25 0.0312187108 Long DBT CORP US N 2 2029-04-01 Fixed 4.125000000000 N N N N N N ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A N/A ELMWOOD CLO IV LTD ELMW4 2020 1A A 144A 29002GAB7 24174000 PA USD 23958585.49 0.1157793299 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.032430000000 N N N N N N Emera US Finance LP N/A EMERA US FINANCE LP COMPANY GUAR 06/26 3.55 29103DAJ5 22002000 PA USD 20654147.58 0.0998107074 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC SUBORDINATED 07/77 VAR 29250NAS4 22814000 PA USD 21075891 0.1018487731 Long DBT CORP CA N 2 2077-07-15 Variable 5.500000000000 N N N N N N Wyndham Hotels and Resorts Inc. N/A WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375 98311AAB1 9122000 PA USD 8261923.38 0.0399255604 Long DBT CORP US N 2 2028-08-15 Fixed 4.375000000000 N N N N N N XHR LP N/A XHR LP SR SECURED 144A 06/29 4.875 98372MAC9 7368000 PA USD 6293892.96 0.0304150973 Long DBT CORP US N 2 2029-06-01 Fixed 4.875000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC SUBORDINATED 03/78 VAR 29250NAW5 22368000 PA USD 20705422.8 0.1000584937 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5 29261AAA8 9496000 PA USD 8717897.76 0.0421290464 Long DBT CORP US N 2 2028-02-01 Fixed 4.500000000000 N N N N N N Encompass Health Corporation 549300FVRPM9DRQZRG64 ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625 29261AAE0 6644000 PA USD 5680952.2 0.0274530748 Long DBT CORP US N 2 2031-04-01 Fixed 4.625000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 03/45 5.15 29273RBF5 24013000 PA USD 20151627.96 0.0973822925 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75 988498AL5 12209000 PA USD 11125451.25 0.0537634950 Long DBT CORP US N 2 2030-01-15 Fixed 4.750000000000 N N N N N N YUM! Brands Inc. 549300JE8XHZZ7OHN517 YUM! BRANDS INC SR UNSECURED 03/31 3.625 988498AN1 13902000 PA USD 11651683.26 0.0563064994 Long DBT CORP US N 2 2031-03-15 Fixed 3.625000000000 N N N N N N ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A N/A ZAXBY'S FUNDING LLC ZAXBY 2021 1A A2 144A 98920MAA0 20905640 PA USD 17299458.91 0.0835992492 Long ABS-O CORP US N 2 2051-07-30 Fixed 3.238000000000 N N N N N N US LONG BONDCBT 0623 N/A US LONG BONDCBT 0623 ADI2BCK65 353 NC USD -82645.77 -0.0003993838 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE N/A Long US 20yr 6% US 20yr 6% 2023-06-21 44351052.020000000000 USD -82645.770000000000 N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/27 4.2 29273RBK4 15075000 PA USD 14262527.15 0.0689233443 Long DBT CORP US N 2 2027-04-15 Fixed 4.200000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR 29273VAN0 30618000 PA USD 28221158.36 0.1363781182 Long DBT CORP US N 2 2026-11-15 Variable 6.500000000000 N N N N N N Leviathan Bond Ltd N/A LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5 BK6709046 29476000 PA USD 27967151.86 0.1351506374 Long DBT CORP IL N 2 2027-06-30 Fixed 6.500000000000 N N N N N N Leviathan Bond Ltd N/A LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7 BK6709079 4949000 PA USD 4618281.74 0.0223177435 Long DBT CORP IL N 2 2030-06-30 Fixed 6.750000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 04/29 5.25 29278NAG8 60712000 PA USD 59211042.12 0.2861360401 Long DBT CORP US N 2 2029-04-15 Fixed 5.250000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER OPERATING LP COMPANY GUAR 06/27 5.5 29278NAN3 23511000 PA USD 23374987.22 0.1129591042 Long DBT CORP US N 2 2027-06-01 Fixed 5.500000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5 29357KAD5 3762000 PA USD 3716780.76 0.0179612601 Long DBT CORP US N 2 2024-09-01 Fixed 8.500000000000 N N N N N N Enova International Inc. 549300O8XOCQSB49UO63 ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5 29357KAF0 17273000 PA USD 16578488.08 0.0801151738 Long DBT CORP US N 2 2025-09-15 Fixed 8.500000000000 N N N N N N Energean Israel Finance Ltd N/A ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3 BO3321904 6461000 PA USD 5802940.3 0.0280425795 Long DBT CORP IL N 2 2028-03-30 Fixed 5.375000000000 N N N N N N Energean Israel Finance Ltd N/A ENERGEAN ISRAEL FINANCE 03/31 5.875 BO3322191 11574000 PA USD 10076131.81 0.0486926822 Long DBT CORP IL N 2 2031-03-30 Fixed 5.875000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR 29379VBN2 42999000 PA USD 38393807.1 0.1855372162 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A 29429JAA8 19515000 PA USD 19214090.41 0.0928516632 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.341000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A N/A CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A 29429MAA1 10996000 PA USD 10786697.74 0.0521264762 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.149000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 EXPEDIA GROUP INC COMPANY GUAR 02/26 5 30212PAM7 28541000 PA USD 28147751.26 0.1360233800 Long DBT CORP US N 2 2026-02-15 Fixed 5.000000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 EXPEDIA GROUP INC COMPANY GUAR 03/31 2.95 30212PBH7 14198000 PA USD 11405566.32 0.0551171448 Long DBT CORP US N 2 2031-03-15 Fixed 2.950000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 EXPEDIA GROUP INC COMPANY GUAR 08/27 4.625 30212PBK0 26562000 PA USD 25350637.33 0.1225063893 Long DBT CORP US N 2 2027-08-01 Fixed 4.625000000000 N N N N N N EXTENET LLC 2019-1 EXTNT 2019 1A C 144A N/A EXTENET LLC 2019-1 EXTNT 2019 1A C 144A 30227XAC5 7100000 PA USD 6597792.86 0.0318836868 Long ABS-O CORP US N 2 2049-07-26 Fixed 5.219000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 11/39 FIXED 5.5 3128M7ZW9 2155751.64 PA USD 2214645.27 0.0107022239 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/41 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 01/41 FIXED 4 3128M9T51 5490900.85 PA USD 5310182.12 0.0256613366 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 11/43 FIXED 4 3128M9YE6 2333657.28 PA USD 2254744.66 0.0108960033 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 04/44 FIXED 3.5 3128MABR9 3599858.12 PA USD 3368807.71 0.0162796881 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 11/37 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 11/37 FIXED 4.5 3132CW2K9 20397862.78 PA USD 20127480.95 0.0972656026 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 11/37 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 11/37 FIXED 4.5 3132D6C32 243054.64 PA USD 239832.85 0.0011589869 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 12/37 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/37 FIXED 4.5 3132D6DC1 13396775.74 PA USD 13219196.12 0.0638814703 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 01/38 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/38 FIXED 4.5 3132D6DJ6 14458937.1 PA USD 14267278.11 0.0689463032 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 02/38 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 02/38 FIXED 4.5 3132D6DR8 46252773.91 PA USD 45639674.89 0.2205527107 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/49 FIXED 3 3132DMDD4 15554664.26 PA USD 13906894.9 0.0672047593 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 11/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 11/51 FIXED 2.5 3132DMZF5 48129726.16 PA USD 41087894.8 0.1985563350 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/52 FIXED 4.5 3132DN2M4 42689199.37 PA USD 41585675.03 0.2009618468 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/52 FIXED 5 3132DN3C5 41314078.79 PA USD 40773170.08 0.1970354348 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 07/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 07/52 FIXED 4.5 3132DNEX7 22203884.76 PA USD 21498074.33 0.1038889646 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/52 FIXED 4.5 3132DNT86 67279750.69 PA USD 65288256.61 0.3155040435 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/52 FIXED 4.5 3132DNTB9 55300509.1 PA USD 53646321.56 0.2592446521 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/52 FIXED 4.5 3132DNTK9 13776850.58 PA USD 13353983.93 0.0645328294 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 08/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/52 FIXED 5 3132DNUU5 43330807.03 PA USD 43102016.04 0.2082895309 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/52 FIXED 4.5 3132DNVJ9 37796902.59 PA USD 36713541.31 0.1774173693 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/49 FIXED 3 3133KHB54 14601897.78 PA USD 13018554.14 0.0629118724 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 09/50 FIXED 2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/50 FIXED 2 3133KKAQ2 126456609.6 PA USD 104325564.81 0.5041509644 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 06/51 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 06/51 FIXED 3 3133KL2B2 78747269.75 PA USD 70085337.82 0.3386858314 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/51 FIXED VAR 3140XCB72 5535726.06 PA USD 4729257.13 0.0228540296 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M1B 144A N/A FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA5 M1B 144A 35564KYP8 24401000 PA USD 25563524.64 0.1235351625 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.984130000000 N N N N N N Freedom Mortgage Corporation 549300LYRWPSYPK6S325 FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125 35640YAA5 12459000 PA USD 11960640 0.0577995260 Long DBT CORP US N 2 2024-11-15 Fixed 8.125000000000 N N N N N N Fresenius Medical Care US Finance III Inc. N/A FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375 35805BAB4 37988000 PA USD 27688349.65 0.1338033320 Long DBT CORP US N 2 2031-02-16 Fixed 2.375000000000 N N N N N N GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 N/A GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 36166LAA5 14169000 PA USD 13845624.46 0.0669086713 Long DBT CORP AE N 2 2026-07-31 Fixed 7.125000000000 N N N N N N GCI LLC N/A GCI LLC SR UNSECURED 144A 10/28 4.75 36166TAB6 12612000 PA USD 10814790 0.0522622314 Long DBT CORP US N 2 2028-10-15 Fixed 4.750000000000 N N N N N N GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A N/A GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A 36166XAA9 10217381.64 PA USD 8257109.54 0.0399022976 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.036000000000 N N N N N N GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A N/A GCAT GCAT 2021 NQM3 A1 144A 36167HAA3 16355210.63 PA USD 13325957.4 0.0643973918 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.091000000000 N N N N N N GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A N/A GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A 36167TAA7 9137290.88 PA USD 7619347.47 0.0368203267 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.874000000000 N N N N N N GFL Environmental Inc. N/A GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375 36168QAP9 8233000 PA USD 7127143.44 0.0344417617 Long DBT CORP CA N 2 2029-08-15 Fixed 4.375000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 04/26 5.375 361841AH2 20353000 PA USD 19848856.19 0.0959191547 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A N/A NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A 643821AB7 12548000 PA USD 10548123.6 0.0509735720 Long ABS-O CORP US N 2 2061-10-20 Fixed 2.410000000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/39 FIXED 4.081 6461366R7 21894000 PA USD 18835189.26 0.0910206319 Long DBT MUN US N 2 2039-06-15 Fixed 4.081000000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 NEW JERSEY TRANSPORTATION TRUS NJSTRN 06/42 FIXED 4.131 6461366S5 1745000 PA USD 1459978.85 0.0070553152 Long DBT MUN US N 2 2042-06-15 Fixed 4.131000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 03/25 6.051 65339KBP4 9179000 PA USD 9234896.44 0.0446274310 Long DBT CORP US N 2 2025-03-01 Fixed 6.051000000000 N N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25 65339KBR0 10230000 PA USD 8276044.12 0.0399937986 Long DBT CORP US N 2 2030-06-01 Fixed 2.250000000000 N N N N N N NextEra Energy Operating Partners LP N/A NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5 65342QAB8 6602000 PA USD 6057335 0.0292719362 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000 N N N N N N NextEra Energy Operating Partners LP N/A NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875 65342QAL6 16950000 PA USD 15339750 0.0741289996 Long DBT CORP US N 2 2026-10-15 Fixed 3.875000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 NIPPON LIFE INSURANCE CO SUBORDINATED 144A 01/51 VAR 654579AH4 29307000 PA USD 24031740 0.1161328474 Long DBT CORP JP N 2 2051-01-21 Variable 2.750000000000 N N N N N N Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 03/26 2 654740BS7 12989000 PA USD 11402825.01 0.0551038975 Long DBT CORP US N 2 2026-03-09 Fixed 2.000000000000 N N N N N N Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/24 1.125 65480CAB1 13599000 PA USD 12561432.47 0.0607028422 Long DBT CORP US N 2 2024-09-16 Fixed 1.125000000000 N N N N N N The Michaels Companies Inc. 549300H9LWMBP7HYLR98 MAGIC MERGECO INC SR UNSECURED 144A 05/29 7.875 55916AAB0 20540000 PA USD 15456350 0.0746924665 Long DBT CORP US N 2 2029-05-01 Fixed 7.875000000000 N N N N N N Nissan Motor Acceptance Company LLC 7D6DIU2QXTUJRFNNJA49 NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/26 1.85 65480CAC9 13377000 PA USD 11337205.21 0.0547867912 Long DBT CORP US N 2 2026-09-16 Fixed 1.850000000000 N N N N N N AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A N/A AMSR 2020-SFR4 TRUST AMSR 2020 SFR4 A 144A 66981FAA8 9927000 PA USD 8884788.09 0.0429355402 Long ABS-O CORP US N 2 2037-11-17 Fixed 1.355000000000 N N N N N N Marriott International Inc. 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD SR UNSECURED 06/30 4.625 571903BE2 23846000 PA USD 22506645.77 0.1087628636 Long DBT CORP US N 2 2030-06-15 Fixed 4.625000000000 N N N N N N MasTec Inc. 549300TMDIT8WREDOF45 MASTEC INC COMPANY GUAR 144A 08/28 4.5 576323AP4 11194000 PA USD 10185801.53 0.0492226586 Long DBT CORP US N 2 2028-08-15 Fixed 4.500000000000 N N N N N N CSMC 2020-NET CSMC 2020 NET A 144A N/A CREDIT SUISSE MORTGAGE CAPITAL CSMC 2020 NET A 144A 126438AA8 7038651.93 PA USD 6323824.04 0.0305597386 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.256900000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 N/A CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 12652HAA6 19702000 PA USD 18175505 0.0878327224 Long DBT CORP US N 2 2025-04-01 Fixed 7.500000000000 N N N N N N Match Group Holdings II LLC N/A MATCH GROUP INC SR UNSECURED 144A 08/30 4.125 57665RAL0 14047000 PA USD 11644647.36 0.0562724986 Long DBT CORP US N 2 2030-08-01 Fixed 4.125000000000 N N N N N Match Group Holdings II LLC N/A MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625 57667JAA0 5958000 PA USD 4662135 0.0225296634 Long DBT CORP US N 2 2031-10-01 Fixed 3.625000000000 N N N N N AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A N/A AMSR 2021-SFR4 TRUST AMSR 2021 SFR4 A 144A 66982FAA7 5614000 PA USD 4976503.35 0.0240488414 Long ABS-O CORP US N 2 2038-12-17 Fixed 2.117000000000 N N N N N N Natwest Group plc N/A ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR 780097BQ3 28042000 PA USD 26295287.94 0.1270713923 Long DBT CORP GB N 2 2025-12-29 Variable 6.000000000000 N N N N N N Mauser Packaging Solutions Holding Company 549300DNGHXL0OMHW304 MAUSER PACKAGING SOLUTIONS HOL SR SECURED 144A 08/26 7.875 57763RAB3 10356000 PA USD 10420725 0.0503579211 Long DBT CORP US N 2 2026-08-15 Fixed 7.875000000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3 N/A MERCEDES-BENZ AUTO RECEIVABLES MBART 2021 1 A3 58772WAC7 19123000 PA USD 18250144.05 0.0881934140 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.460000000000 N N N N N N Royalty Pharma plc N/A ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75 78081BAJ2 12150000 PA USD 10294324.3 0.0497470925 Long DBT CORP US N 2 2027-09-02 Fixed 1.750000000000 N N N N N N Sesac Finance LLC N/A SESAC FINANCE LLC SESAC 2019 1 A2 144A 78396YAA1 30206430 PA USD 28007130.04 0.1353438311 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.216000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 METLIFE INC JR SUBORDINA 12/66 6.4 59156RAP3 24309000 PA USD 24397241.67 0.1178991261 Long DBT CORP US N 2 2036-12-15 Fixed 6.400000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327 595112BN2 65097000 PA USD 63590188.02 0.3072981649 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185 595112BP7 68119000 PA USD 64480452.22 0.3116003468 Long DBT CORP US N 2 2027-02-15 Fixed 4.185000000000 N N N N N N Midas OpCo Holdings LLC N/A MIDAS OPCO HOLDINGS LLC 08/29 5.625 59565JAA9 27784000 PA USD 23894517.84 0.1154697244 Long DBT CORP US N 2 2029-08-15 Fixed 5.625000000000 N N N N N SBL Holdings LLC N/A SBL HOLDINGS INC SR UNSECURED 144A 02/31 5 78397DAB4 22901000 PA USD 18757814.29 0.0906467191 Long DBT CORP US N 2 2031-02-18 Fixed 5.000000000000 N N N N N N SBA Tower Trust N/A SBA TOWER TRUST ASSET BACKED 144A 01/25 2.836 78403DAN0 22542000 PA USD 21172118.15 0.1023137886 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO 38381D8R4 91559045.76 PA USD 5926104.3 0.0286377668 Long ABS-MBS USGA US N 2 2063-01-16 Variable 0.871470000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 N/A CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5 12652HAC2 5179000 PA USD 4777735.27 0.0230882991 Long DBT CORP US N 2 2025-04-01 Fixed 7.500000000000 N N N N N N CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10 N/A CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10 12652HAE8 16839837 PA USD 14398060.64 0.0695783068 Long DBT CORP US N 2 2026-04-01 Fixed 10.000000000000 N N Y N N N SBA Tower Trust N/A SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599 78403DAZ3 8442000 PA USD 8713748.82 0.0421089968 Long DBT CORP US N 2 2028-01-15 Fixed 6.599000000000 N N N N N N SMBC Aviation Capital Finance Designated Activity Company N/A SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3 78448TAF9 8237000 PA USD 6796440.54 0.0328436473 Long DBT CORP IE N 2 2028-06-15 Fixed 2.300000000000 N N N N N N Midwest Connector Capital Company LLC N/A MIDWEST CONNECTOR CAPITAL CO L COMPANY GUAR 144A 04/24 3.9 59833CAA0 23310000 PA USD 22725874.71 0.1098222825 Long DBT CORP US N 2 2024-04-01 Fixed 3.900000000000 N N N N N N MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 N/A MIDWEST GAMING BORROWER LLC SR SECURED 144A 05/29 4.875 59833DAB6 16228000 PA USD 13878706.19 0.0670685380 Long DBT CORP US N 2 2029-05-01 Fixed 4.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO 38381DND8 99271868.96 PA USD 6794335.47 0.0328334746 Long ABS-MBS USGA US N 2 2063-11-16 Variable 0.871890000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO 38381E3Q9 232432736.35 PA USD 12927560.15 0.0624721460 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.711970000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A 78448YAJ0 12183566.92 PA USD 10445854.01 0.0504793565 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.070000000000 N N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 01/28 5.125 600814AN7 3690000 PA USD 3248209.03 0.0156968977 Long DBT CORP LU N 2 2028-01-15 Fixed 5.125000000000 N N N N N Millicom International Cellular S.A. 549300CTHC1CP86P2G96 MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25 600814AQ0 14440500 PA USD 13140855 0.0635028886 Long DBT CORP LU N 2 2029-03-25 Fixed 6.250000000000 N N N N N N CNX Resources Corporation 549300JK3KH8PWM3B226 CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375 12653CAK4 4087000 PA USD 3893684.9 0.0188161454 Long DBT CORP US N 2 2031-01-15 Fixed 7.375000000000 N N N N N CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A N/A CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A 12653VAG1 23760885.86 PA USD 23491829.47 0.1135237418 Long ABS-MBS CORP US N 2 2036-05-15 Floating 6.188000000000 N N N N N N Mohegan Tribal Gaming Authority 549300UB083Z2NRDHC48 MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8 608328BH2 15155000 PA USD 14196749.35 0.0686054745 Long DBT CORP US N 2 2026-02-01 Fixed 8.000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 01/26 3.875 61746BDZ6 19257000 PA USD 18563915.73 0.0897097086 Long DBT CORP US N 2 2026-01-27 Fixed 3.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATL MTG ASSN 10/63 0.79718 38381ERF7 61878567.74 PA USD 3997510.17 0.0193178787 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.782910000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2022 17 IO 38381EVR6 140771617.4 PA USD 9356484.09 0.0452150006 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.801730000000 N N N N N N Newmont Corporation 549300VSP3RIX7FGDZ51 NEWMONT GOLDCORP CORP SR UNSECURED 10/29 2.8 651639AX4 10460000 PA USD 8900597.36 0.0430119382 Long DBT CORP US N 2 2029-10-01 Fixed 2.800000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 NEWS CORP SR UNSECURED 144A 05/29 3.875 65249BAA7 15978000 PA USD 13692347.1 0.0661679619 Long DBT CORP US N 2 2029-05-15 Fixed 3.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO 38381EW61 170586234.72 PA USD 10598556.88 0.0512172897 Long ABS-MBS USGA US N 2 2063-09-16 Variable 0.755850000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2022 150 IO 38381HPE5 22440793.78 PA USD 1506125.09 0.0072783159 Long ABS-MBS USGA US N 2 2064-06-16 Variable 0.823350000000 N N N N N N CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A N/A CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A 12660LAA7 11592334.56 PA USD 9405854.49 0.0454535820 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.015000000000 N N N N N N CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A N/A CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A 12662EAA1 13025874.23 PA USD 10934924.43 0.0528427784 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.179000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO 38383Y3A8 69340066.11 PA USD 5122143.75 0.0247526454 Long ABS-MBS USGA US N 2 2064-07-16 Variable 0.714910000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5 38869AAC1 17119000 PA USD 14709637.19 0.0710839935 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N News Corporation 549300ITS31QK8VRBQ14 NEWS CORP COMPANY GUAR 144A 02/32 5.125 65249BAB5 7797000 PA USD 6919499.27 0.0334383258 Long DBT CORP US N 2 2032-02-15 Fixed 5.125000000000 N N N N N N Sotheby's N/A SOTHEBY'S SR SECURED 144A 10/27 7.375 835898AH0 8763000 PA USD 8266838.94 0.0399493147 Long DBT CORP US N 2 2027-10-15 Fixed 7.375000000000 N N N N N N Group 1 Automotive Inc. 549300US8QAZJLWYAF63 GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4 398905AN9 8738000 PA USD 7503582.74 0.0362608962 Long DBT CORP US N 2 2028-08-15 Fixed 4.000000000000 N N N N N N HarborView Mortgage Loan Trust 2007-3 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A 41164UAR0 17622522.08 PA USD 185866.5 0.0008981957 Long ABS-MBS CORP US N 2 2047-05-19 Variable 0.000000000000 N N N N N N CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A N/A CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A 12662KAA7 21280227.66 PA USD 16939050.58 0.0818575840 Long ABS-MBS CORP US N 2 2066-07-25 Variable 1.174000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 07/25 3.875 126650CL2 5090000 PA USD 4931295.23 0.0238303742 Long DBT CORP US N 2 2025-07-20 Fixed 3.875000000000 N N N N N N Southwestern Energy Company EFWMP121W54QV9MGOP87 SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75 845467AT6 9065000 PA USD 7789826.45 0.0376441625 Long DBT CORP US N 2 2032-02-01 Fixed 4.750000000000 N N N N N N OneMain Finance Corporation 5493008I795YYBFWFU90 SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875 85172FAM1 6648000 PA USD 6489984.82 0.0313627069 Long DBT CORP US N 2 2025-03-15 Fixed 6.875000000000 N N N N N N HarborView Mortgage Loan Trust 2007-6 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A 41165BAS9 18582380.02 PA USD 235933.05 0.0011401412 Long ABS-MBS CORP US N 2 2037-08-19 Variable 0.000000000000 N N N N N N Hess Midstream Operations LP N/A HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25 428102AE7 5230000 PA USD 4416107.4 0.0213407405 Long DBT CORP US N 2 2030-02-15 Fixed 4.250000000000 N N N N N N Sprint LLC 549300ZTTY7CXOLJ6539 SPRINT CORP COMPANY GUAR 09/23 7.875 85207UAF2 18175000 PA USD 18344737.78 0.0886505361 Long DBT CORP US N 2 2023-09-15 Fixed 7.875000000000 N N N N N N Block Inc. 549300OHIIUWSTIZME52 BLOCK INC SR UNSECURED 06/31 3.5 852234AP8 8050000 PA USD 6503595 0.0314284777 Long DBT CORP US N 2 2031-06-01 Fixed 3.500000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 03/48 5.05 126650CZ1 23954000 PA USD 21498720.99 0.1038920895 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 CVS HEALTH CORP SR UNSECURED 04/30 3.75 126650DJ6 7194000 PA USD 6497887.05 0.0314008942 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N Hess Midstream Operations LP N/A HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5 428102AF4 2295000 PA USD 2065500 0.0099814827 Long DBT CORP US N 2 2030-10-15 Fixed 5.500000000000 N N N N N N HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A N/A HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A 428357AA5 21357000 PA USD 19337447.91 0.0934477856 Long ABS-O CORP CA N 2 2062-02-01 Fixed 3.939000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5 853496AC1 4561000 PA USD 4213593.65 0.0203620973 Long DBT CORP US N 2 2027-02-15 Fixed 5.000000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375 853496AG2 10985000 PA USD 9145012.5 0.0441930689 Long DBT CORP US N 2 2030-07-15 Fixed 4.375000000000 N N N N N N CandW Senior Financing Designated Activity Company N/A CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875 12674TAA4 18344000 PA USD 16619664 0.0803141555 Long DBT CORP IE N 2 2027-09-15 Fixed 6.875000000000 N N N N N N Caesars Entertainment Inc. N/A CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7 12769GAB6 6738000 PA USD 6788535 0.0328054439 Long DBT CORP US N 2 2030-02-15 Fixed 7.000000000000 N N N N N N Hilton Grand Vacations Trust 2017 - A N/A HILTON GRAND VACATIONS TRUST 2 HGVT 2017 AA A 144A 43283AAA3 4533761.36 PA USD 4480956.19 0.0216541208 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.660000000000 N N N N N N HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A N/A HILTON GRAND VACATIONS TRUST 2 HGVT 2022 1D B 144A 43283BAB9 2381313.68 PA USD 2255312.9 0.0108987493 Long ABS-O CORP US N 2 2034-06-20 Fixed 4.100000000000 N N N N N N Standard Industries Inc. 54930064UHXCIUWVI755 STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375 853496AH0 8626000 PA USD 6618370.96 0.0319831300 Long DBT CORP US N 2 2031-01-15 Fixed 3.375000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A N/A STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A 85573TAA2 23796605.65 PA USD 20143488.77 0.0973429601 Long ABS-MBS CORP US N 2 2066-12-25 Variable 2.447000000000 N N N N N N Hilton Grand Vacations Trust 2018 - A N/A HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A 43284BAA0 3996142.38 PA USD 3858702.26 0.0186470926 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.540000000000 N N N N N N HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 N/A HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 43284MAA6 16411000 PA USD 14402998.29 0.0696021679 Long DBT CORP US N 2 2029-06-01 Fixed 5.000000000000 N N N N N N Cantor Fitzgerald L.P. N/A CANTOR FITZGERALD LP SR UNSECURED 144A 05/24 4.875 138616AE7 29166000 PA USD 28645491.61 0.1384286991 Long DBT CORP US N 2 2024-05-01 Fixed 4.875000000000 N N N N N N CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A N/A CARLYLE US CLO 2019-2 LTD CGMS 2019 2A A1R 144A 14316EAL3 15033000 PA USD 14838698.48 0.0717076794 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 5.912430000000 N N N N N N HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 N/A HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 43284MAB4 13024000 PA USD 10949276.8 0.0529121359 Long DBT CORP US N 2 2031-07-01 Fixed 4.875000000000 N N N N N N HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A N/A HOME PARTNERS OF AMERICA 2021- HPA 2021 2 A 144A 43732VAT3 10652823.95 PA USD 9391004.41 0.0453818193 Long ABS-O CORP US N 2 2026-12-17 Fixed 1.901000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 HOST HOTELS and RESORTS LP SR UNSECURED 02/26 4.5 44107TAW6 12001000 PA USD 11568910.36 0.0559065012 Long DBT CORP US N 2 2026-02-01 Fixed 4.500000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375 44107TAY2 27488000 PA USD 23393662.4 0.1130493516 Long DBT CORP US N 2 2029-12-15 Fixed 3.375000000000 N N N N N N SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A N/A SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A 86709LAA4 8614797.95 PA USD 7005176.36 0.0338523585 Long ABS-O CORP KY N 2 2045-02-15 Fixed 3.671000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 SUNOCO LOGISTICS PARTNERS OPER COMPANY GUAR 10/47 5.4 86765BAV1 27635000 PA USD 23758820.39 0.1148139695 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N CarMax Auto Owner Trust 2022-1 N/A CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022 1 A3 14317CAC6 16354000 PA USD 15543901.34 0.0751155564 Long ABS-O CORP US N 2 2026-12-15 Fixed 1.470000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 CEMEX SAB DE CV SR SECURED 144A 09/30 5.2 151290BX0 17916000 PA USD 16375603.28 0.0791347375 Long DBT CORP MX N 2 2030-09-17 Fixed 5.200000000000 N N N N N N Host Hotels and Resorts L.P. FXB7X4WXVA8QPMNOGS12 HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5 44107TAZ9 15915000 PA USD 13229372.08 0.0639306454 Long DBT CORP US N 2 2030-09-15 Fixed 3.500000000000 N N N N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2 446413AT3 17017000 PA USD 15532683.84 0.0750613481 Long DBT CORP US N 2 2030-05-01 Fixed 4.200000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5 86765LAT4 7321000 PA USD 6425013.05 0.0310487322 Long DBT CORP US N 2 2029-05-15 Fixed 4.500000000000 N N N N N N Sunoco LP and Sunoco Finance Corp. N/A SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5 86765LAZ0 17216000 PA USD 14917664 0.0720892785 Long DBT CORP US N 2 2030-04-30 Fixed 4.500000000000 N N N N N N CEMEX S.A.B de C.V 549300RIG2CXWN6IV731 CEMEX SAB DE CV SR SECURED 144A 07/31 3.875 151290BZ5 20594000 PA USD 16578170 0.0801136367 Long DBT CORP MX N 2 2031-07-11 Fixed 3.875000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/45 6.484 161175BA1 46444000 PA USD 42020104.5 0.2030612175 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8 44891ABN6 11799000 PA USD 10691816.88 0.0516679665 Long DBT CORP US N 2 2025-10-15 Fixed 1.800000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/27 2.375 44891ABP1 10962000 PA USD 9567598.85 0.0462352080 Long DBT CORP US N 2 2027-10-15 Fixed 2.375000000000 N N N N N N TIF FUNDING II LLC TIF 2021 1A A 144A N/A TIF FUNDING II LLC TIF 2021 1A A 144A 872480AE8 18346556.43 PA USD 15383684.8 0.0743413136 Long ABS-O CORP US N 2 2046-02-20 Fixed 1.650000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC SR SECURED 04/30 3.875 87264ABF1 39657000 PA USD 35958873.31 0.1737704530 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A N/A HYUNDAI AUTO LEASE SECURITIZAT HALST 2022 A A3 144A 44891WAC3 14391000 PA USD 13954142.49 0.0674330823 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.160000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A N/A IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A 44974AAS6 7744000 PA USD 7413021.44 0.0358232607 Long ABS-MBS CORP US N 2 2034-06-15 Fixed 3.478000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2 161175BK9 40895000 PA USD 37583577.27 0.1816217987 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75 161175BN3 56688000 PA USD 47342317.68 0.2287806940 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A N/A IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A 44974ABA4 6867000 PA USD 6504320.77 0.0314319850 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.496600000000 N N N N N N IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A N/A IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A 452764AA1 9930900.85 PA USD 8177613.22 0.0395181334 Long ABS-MBS CORP US N 2 2056-06-25 Variable 1.071000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T-MOBILE USA INC COMPANY GUAR 02/31 2.875 87264ABT1 3484000 PA USD 2890319.92 0.0139674065 Long DBT CORP US N 2 2031-02-15 Fixed 2.875000000000 N N N N N N T-Mobile USA Inc. 549300V2JRLO5DIFGE82 T MOBILE USA INC 04/29 3.375 87264ABV6 29308000 PA USD 25883070.05 0.1250793586 Long DBT CORP US N 2 2029-04-15 Fixed 3.375000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/50 4.8 161175BT0 41047000 PA USD 29999681.02 0.1449727892 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/52 3.9 161175CA0 16253000 PA USD 10270758.94 0.0496332134 Long DBT CORP US N 2 2052-06-01 Fixed 3.900000000000 N N N N N N Infor Inc. N/A INFOR INC SR UNSECURED 144A 07/25 1.75 45674CAA1 7620000 PA USD 6850641.9 0.0331055741 Long DBT CORP US N 2 2025-07-15 Fixed 1.750000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 ING GROEP NV JR SUBORDINA 12/49 VAR 456837AF0 7245000 PA USD 6937812 0.0335268217 Long DBT CORP NL N 2 2025-04-16 Variable 6.500000000000 N N N N N N Taco Bell Funding LLC N/A TACO BELL FUNDING LLC BELL 2021 1A A2I 144A 87342RAG9 44735725 PA USD 38606796.47 0.1865664826 Long ABS-O CORP US N 2 2051-08-25 Fixed 1.946000000000 N N N N N N Telephone and Data Systems Inc. N/A TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625 879433787 468200 NS USD 8699156 0.0420384773 Long EP CORP US N 1 N N N Instituto Costarricense de Electricidad 5493009VA6AFUB2Q0289 INSTITUTO COSTARRICENSE DE ELE SR UNSECURED 144A 05/43 6.375 45777VAD9 7220000 PA USD 5812100 0.0280868436 Long DBT CORP CR N 2 2043-05-15 Fixed 6.375000000000 N N N N N N Intesa Sanpaolo S.p.A 2W8N8UU78PMDQKZENC08 INTESA SANPAOLO SPA SUBORDINATED 144A 06/32 4.198 46115HBQ9 12859000 PA USD 9688595.42 0.0468199212 Long DBT CORP IT N 2 2032-06-01 Variable 4.198000000000 N N N N N N TriNet Group Inc. N/A TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5 896288AA5 7774000 PA USD 6491312.62 0.0313691234 Long DBT CORP US N 2 2029-03-01 Fixed 3.500000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP FUNDING SWITZERLAND COMPANY GUAR 144A 12/99 VAR 90352JAF0 16988000 PA USD 16906170.33 0.0816986909 Long DBT CORP CH N 2 2024-01-31 Variable 7.000000000000 N N N N N N INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY A 144A N/A INTOWN 2022 STAY TOWN 2022 STAY A 46117NAA0 32450000 PA USD 32490585.22 0.1570100282 Long ABS-MBS CORP US N 2 2039-08-15 Floating 7.050600000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SR UNSECURED 07/32 VAR 61747YED3 14771000 PA USD 11489663.86 0.0555235443 Long DBT CORP US N 2 2032-07-21 Variable 2.239000000000 N N N N N N Uber Technologies Inc N/A UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5 90353TAE0 25776000 PA USD 26134544.16 0.1262946016 Long DBT CORP US N 2 2027-09-15 Fixed 7.500000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY SUBORDINATED 09/36 VAR 61747YEF8 38200000 PA USD 28497675.59 0.1377143815 Long DBT CORP US N 2 2036-09-16 Variable 2.484000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC SR UNSECURED 05/29 4.6 620076BN8 10368000 PA USD 9756985.25 0.0471504135 Long DBT CORP US N 2 2029-05-23 Fixed 4.600000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3 620076BT5 34267000 PA USD 26804076.77 0.1295301030 Long DBT CORP US N 2 2030-11-15 Fixed 2.300000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75 620076BU2 28486000 PA USD 22641216.31 0.1094131727 Long DBT CORP US N 2 2031-05-24 Fixed 2.750000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5 16411QAG6 31736000 PA USD 28800737.36 0.1391789207 Long DBT CORP US N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Cheniere Energy Partners L.P. 5493005UEC8AZ34LDV29 CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4 16411QAK7 31837000 PA USD 27432297.25 0.1325659644 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A 62848BAA9 7685186.61 PA USD 7461888.9 0.0360594116 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N NBM US Holdings Inc. N/A NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625 62877VAB7 23063000 PA USD 21123761.02 0.1020801039 Long DBT CORP US N 2 2029-08-06 Fixed 6.625000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC SR SECURED 144A 06/29 4.45 629377CL4 16431000 PA USD 14620816.45 0.0706547693 Long DBT CORP US N 2 2029-06-15 Fixed 4.450000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC SR SECURED 144A 12/27 2.45 629377CP5 22398000 PA USD 18883779.78 0.0912554445 Long DBT CORP US N 2 2027-12-02 Fixed 2.450000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7 169905AF3 16003000 PA USD 13916932.46 0.0672532656 Long DBT CORP US N 2 2029-12-01 Fixed 3.700000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 01/31 3.7 169905AG1 12352000 PA USD 10662358.68 0.0515256104 Long DBT CORP US N 2 2031-01-15 Fixed 3.700000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 12/99 1 172967MK4 36879000 PA USD 33652087.5 0.1626229621 Long DBT CORP US N 2 2025-01-30 Variable 4.700000000000 N N N N N N Citizens Financial Group Inc. N/A CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25 174610AT2 38053000 PA USD 33242476.73 0.1606435272 Long DBT CORP US N 2 2030-04-30 Fixed 3.250000000000 N N N N N N Clydesdale Acquisition Holdings Inc. N/A CLYDESDALE ACQU HLDNG INC TERM LOAN 18972FAC6 4135220 PA USD 4072860.88 0.0196820093 Long LON CORP US N 2 2029-04-13 Floating 8.893 N N N N N N COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A N/A COLT FUNDING LLC COLT 2021 2 A1 144A 19685WAA9 14283320.26 PA USD 11296196.65 0.0545886183 Long ABS-MBS CORP US N 2 2066-08-25 Variable 0.924000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC SR UNSECURED 144A 02/29 3.375 629377CQ3 5134000 PA USD 4168602.18 0.0201446770 Long DBT CORP US N 2 2029-02-15 Fixed 3.375000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC SR UNSECURED 144A 02/31 3.625 629377CR1 12916000 PA USD 10014763.91 0.0483961232 Long DBT CORP US N 2 2031-02-15 Fixed 3.625000000000 N N N N N N ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 N/A ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125 68622TAB7 20418000 PA USD 17329777.5 0.0837457631 Long DBT CORP US N 2 2031-04-30 Fixed 5.125000000000 N N N N N N Owens-Brockway Glass Container Inc. V2UQUCDZJ9WY98W8QU33 OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625 69073TAT0 9013000 PA USD 8765142.5 0.0423573556 Long DBT CORP US N 2 2027-05-13 Fixed 6.625000000000 N N N N N N COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A N/A COLT 2020 RPL1 TR 01/65 1 19687YAA3 30236616.53 PA USD 25775397.28 0.1245590323 Long ABS-MBS CORP US N 2 2065-01-25 Variable 1.389700000000 N N N N N N COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A N/A COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A 19688FAA3 21271731.41 PA USD 16751488.49 0.0809511944 Long ABS-MBS CORP US N 2 2066-09-27 Variable 0.956000000000 N N N N N N COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A N/A COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A 19688KAA2 16522941.38 PA USD 13337782.58 0.0644545368 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.110000000000 N N N N N N COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A N/A COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A 20049AAB4 14666000 PA USD 13627578.27 0.0658549680 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.896000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 OWENS CORNING SR UNSECURED 08/29 3.95 690742AJ0 25526000 PA USD 23438671.34 0.1132668563 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 OWENS CORNING SR UNSECURED 06/30 3.875 690742AK7 3327000 PA USD 3016991.07 0.0145795420 Long DBT CORP US N 2 2030-06-01 Fixed 3.875000000000 N N N N N N OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A N/A OXFORD FINANCE FUNDING 2020-1 OXFIN 2020 1A A2 144A 69144AAA7 1554392.96 PA USD 1537111.06 0.0074280549 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.101000000000 N N N N N N OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A N/A OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A 69145AAB4 4751273.56 PA USD 4718586.22 0.0228024626 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.459000000000 N N N N N N CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 N/A CONNECT FINCO SARL / CONNECT U 10/26 6.75 20752TAA2 22977000 PA USD 21254638.34 0.1027125656 Long DBT CORP LU N 2 2026-10-01 Fixed 6.750000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A N/A CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A 20753XAA2 21190644.07 PA USD 21245775.77 0.1026697374 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.584130000000 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 CROWN CASTLE INTERNATIONAL COR SR UNSECURED 02/28 3.8 22822VAK7 13032000 PA USD 12102839.12 0.0584867000 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC SUBORDINATED 07/80 VAR 29250NBC8 29961000 PA USD 28099523.07 0.1357903183 Long DBT CORP CA N 2 2080-07-15 Variable 5.750000000000 N N N N N N PFS Financing Corp. N/A PFS FINANCING CORP PFSFC 2020 E A 144A 69335PDT9 20469000 PA USD 19880718.89 0.0960731305 Long ABS-O CORP US N 2 2025-10-15 Fixed 1.000000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 07/49 VAR 693475AK1 29301000 PA USD 29532397.03 0.1427146498 Long DBT CORP US N 2 2023-05-01 Variable 8.491570000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/44 FIXED 4 3138WASP3 2972713.77 PA USD 2872221.48 0.0138799462 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/45 FIXED 3.5 3138WEHE2 5992118.5 PA USD 5587350.3 0.0270007457 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR 693475AM7 14899000 PA USD 14690963.48 0.0709937533 Long DBT CORP US N 2 2023-06-01 Variable 4.850000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR 693475BC8 37637000 PA USD 31103216.8 0.1503056013 Long DBT CORP US N 2 2026-09-15 Variable 3.400000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 PRUDENTIAL FINANCIAL INC 03/52 1 744320BJ0 14802000 PA USD 13526807.7 0.0653679964 Long DBT CORP US N 2 2052-03-01 Variable 5.125000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 N/A QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 74727PAY7 27813000 PA USD 27451127.56 0.1326569615 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR 693475BP9 19414000 PA USD 18783045 0.0907686459 Long DBT CORP US N 2 2030-03-15 Variable 6.250000000000 N N N N N N PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375 N/A PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375 69527AAA4 11571000 PA USD 9925695.33 0.0479657012 Long DBT CORP US N 2 2028-10-15 Fixed 4.375000000000 N N N N N N RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5 N/A RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5 749571AG0 15671000 PA USD 13640870.69 0.0659192033 Long DBT CORP US N 2 2029-02-15 Fixed 4.500000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 REGAL REXNORD CORP COMPANY GUAR 144A 02/26 6.05 758750AC7 15954000 PA USD 15826077.48 0.0764791663 Long DBT CORP US N 2 2026-02-15 Fixed 6.050000000000 N N N N N N Regal Rexnord Corporation QH78R09VCJGQKPBPYU33 REGAL REXNORD CORP COMPANY GUAR 144A 04/33 6.4 758750AF0 13673000 PA USD 13453839.72 0.0650153803 Long DBT CORP US N 2 2033-04-15 Fixed 6.400000000000 N N N N N N Renaissance Home Equity Loan Trust 2005-2 N/A RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4 75970NAL1 2267676.09 PA USD 2224535.59 0.0107500186 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.934000000000 N N N N N N Renesas Electronics Corporation N/A RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 75972BAA9 18559000 PA USD 17075188.09 0.0825154655 Long DBT CORP JP N 2 2024-11-26 Fixed 1.543000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 76120HAA5 19445000 PA USD 15366406.39 0.0742578161 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625 N/A RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625 76120HAC1 8500000 PA USD 6339536.98 0.0306356710 Long DBT CORP US N 2 2031-04-06 Fixed 4.625000000000 N N N N N N PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4 N/A REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4 76174LAA1 24222000 PA USD 21130061.7 0.1021105518 Long DBT CORP US N 2 2027-10-15 Fixed 4.000000000000 N N N N N N Ovintiv Inc. N/A OVINTIV INC COMPANY GUAR 11/31 7.2 698900AG2 3846000 PA USD 4039787.09 0.0195221810 Long DBT CORP US N 2 2031-11-01 Fixed 7.200000000000 N N N N N N Parkland Corporation N/A PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5 70137WAG3 12267000 PA USD 10304280 0.0497952032 Long DBT CORP CA N 2 2029-10-01 Fixed 4.500000000000 N N N N N N Parkland Corporation N/A PARKLAND CORP COMPANY GUAR 144A 05/30 4.625 70137WAL2 11791000 PA USD 9816007.5 0.0474356372 Long DBT CORP CA N 2 2030-05-01 Fixed 4.625000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75 71654QDL3 10862000 PA USD 10206418.56 0.0493222900 Long DBT CORP MX N 2 2029-06-02 Fixed 8.750000000000 N N N N N N J.B. Poindexter and Co. Inc. N/A JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125 730481AJ7 7764000 PA USD 7482477.36 0.0361589049 Long DBT CORP US N 2 2026-04-15 Fixed 7.125000000000 N N N N N N PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625 N/A PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625 74052HAA2 10140000 PA USD 7452900 0.0360159730 Long DBT CORP US N 2 2029-09-01 Fixed 5.625000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25 74166MAE6 13157000 PA USD 12204433.2 0.0589776512 Long DBT CORP US N 2 2028-01-15 Fixed 6.250000000000 N N N N N N Prime Security Services Borrrower LLC / Prime Finance Inc. N/A PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375 74166MAF3 3713000 PA USD 3211345.18 0.0155187539 Long DBT CORP US N 2 2027-08-31 Fixed 3.375000000000 N N N N N N Algonquin Power and Utilities Corp. 549300K5VIUTJXQL7X75 ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT 015857873 537950 NS USD 14664517 0.0708659512 Long EC CORP CA N 1 N N N ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A N/A ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A 01627AAA6 48454000 PA USD 42197168.9 0.2039168773 Long ABS-O CORP US N 2 2046-08-15 Fixed 1.937000000000 N N N N N N Allied Universal Holdco LLC / Allied Universal Finance Corp N/A ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6 019576AC1 6511000 PA USD 4850523.96 0.0234400488 Long DBT CORP US N 2 2029-06-01 Fixed 6.000000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 09/24 5.125 02005NAV2 36120000 PA USD 35804338.29 0.1730236660 Long DBT CORP US N 2 2024-09-30 Fixed 5.125000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC SR UNSECURED 11/27 7.1 02005NBR0 14730000 PA USD 15292522.64 0.0739007745 Long DBT CORP US N 2 2027-11-15 Fixed 7.100000000000 N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 023761AA7 14657950 PA USD 13200095.21 0.0637891656 Long DBT CORP US N 2 2029-02-15 Fixed 3.650000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 N/A AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 02376LAA3 14378480 PA USD 12563053.12 0.0607106739 Long DBT CORP US N 2 2030-07-11 Fixed 3.950000000000 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1 02376WAA9 21901918.95 PA USD 19658290.75 0.0949982515 Long DBT CORP US N 2 2028-01-15 Fixed 4.100000000000 N N N N N N AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 N/A AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 023770AA8 56540938.11 PA USD 48989330.42 0.2367398463 Long DBT CORP US N 2 2027-05-01 Fixed 3.375000000000 N N N N N American Airlines 2015-1 Class B Pass Through Trust N/A AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7 023770AB6 11387787.45 PA USD 11252407.16 0.0543770066 Long DBT CORP US N 2 2023-05-01 Fixed 3.700000000000 N N N N N N American Airlines 2016-3 Class A Pass Through Trust N/A AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25 023771S25 3142454.55 PA USD 2704088.74 0.0130674485 Long DBT CORP US N 2 2028-10-15 Fixed 3.250000000000 N N N N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 02377CAA2 13648600.45 PA USD 11476024.42 0.0554576320 Long DBT CORP US N 2 2029-10-15 Fixed 3.600000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 02377LAA2 22449300.45 PA USD 19544392.4 0.0944478402 Long DBT CORP US N 2 2032-02-15 Fixed 3.150000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4 02378AAA5 11270540 PA USD 9839868.92 0.0475509470 Long DBT CORP US N 2 2029-02-15 Fixed 4.000000000000 N N N N N N MSCI Inc. 549300HTIN2PD78UB763 MSCI INC COMPANY GUAR 144A 08/33 3.25 55354GAQ3 13634000 PA USD 10750818.02 0.0519530882 Long DBT CORP US N 2 2033-08-15 Fixed 3.250000000000 N N N N N N MTN (Mauritius) Investments Limited N/A MTN MAURITIUS INVESTMENTS LTD COMPANY GUAR 144A 11/24 4.755 55377XAA4 12421000 PA USD 11982876.05 0.0579069812 Long DBT CORP MU N 2 2024-11-11 Fixed 4.755000000000 N N N N N N Warnermedia Holdings Inc. N/A MAGALLANES INC COMPANY GUAR 144A 03/42 5.05 55903VAN3 10477000 PA USD 8487791 0.0410170606 Long DBT CORP US N 2 2042-03-15 Fixed 5.050000000000 N N N N N N MARB Bondco PLC N/A MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95 566007AC4 26902000 PA USD 19234930 0.0929523701 Long DBT CORP GB N 2 2031-01-29 Fixed 3.950000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 02378MAA9 22243326.19 PA USD 18517569.05 0.0894857393 Long DBT CORP US N 2 2032-02-15 Fixed 3.500000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 N/A AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 02379DAA8 7858218.4 PA USD 7060268.19 0.0341185885 Long DBT CORP US N 2 2028-02-15 Fixed 3.850000000000 N N N N N N Marvell Technology Inc. N/A MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45 573874AF1 31863000 PA USD 27257038.3 0.1317190295 Long DBT CORP US N 2 2028-04-15 Fixed 2.450000000000 N N N N N N AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 N/A AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 02379KAA2 13297646.31 PA USD 10892478.42 0.0526376590 Long DBT CORP US N 2 2034-07-11 Fixed 2.875000000000 N N N N N N American Homes 4 Rent L.P. N/A AMERICAN HOMES 4 RENT LP COMPANY GUAR 02/28 4.25 02666TAA5 12929000 PA USD 12073469.58 0.0583447724 Long DBT CORP US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 07/27 3.55 03027XAP5 18925000 PA USD 17492362.93 0.0845314536 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N American Tower Corporation 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 03027XAW0 38566000 PA USD 34765908.83 0.1680054788 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 AMERICAN TOWER CORP SR UNSECURED 04/26 1.6 03027XBL3 15794000 PA USD 14055905.05 0.0679248476 Long DBT CORP US N 2 2026-04-15 Fixed 1.600000000000 N N N N N N AmerisourceBergen Corporation AI8GXW8LG5WK7E9UD086 AMERISOURCEBERGEN CORP SR UNSECURED 05/30 2.8 03073EAR6 22531000 PA USD 19194747.41 0.0927581886 Long DBT CORP US N 2 2030-05-15 Fixed 2.800000000000 N N N N N N AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 N/A AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5 030981AK0 20313000 PA USD 19308639.36 0.0933085689 Long DBT CORP US N 2 2025-05-20 Fixed 5.500000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 AMGEN INC SR UNSECURED 03/30 5.25 031162DQ0 8204000 PA USD 8163983.35 0.0394522674 Long DBT CORP US N 2 2030-03-02 Fixed 5.250000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A N/A ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A 03464EAA0 17269571.48 PA USD 13754918.37 0.0664703362 Long ABS-MBS CORP US N 2 2065-01-20 Variable 1.035000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A N/A ANGEL OAK MORTGAGE TRUST 12/24 1 034651AA7 8496554.17 PA USD 7820344.86 0.0377916421 Long ABS-MBS CORP US N 2 2053-04-25 Variable 0.990000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 2 A1 144A N/A ANGEL OAK MORTGAGE TRUST 04/66 1 03465DAA1 7663812.61 PA USD 6370091.3 0.0307833241 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.985000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A N/A ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A 03465HAA2 22516153 PA USD 18364266.7 0.0887449091 Long ABS-MBS CORP US N 2 2066-07-25 Variable 0.951000000000 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 ANGLO AMERICAN CAPITAL PLC COMPANY GUAR 144A 04/27 4.75 034863AR1 14781000 PA USD 14353024.13 0.0693606689 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 N/A ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 03522AAJ9 11018000 PA USD 10106526.92 0.0488395659 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6 035240AN0 19890000 PA USD 17574438.42 0.0849280816 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N Antero Resources Corporation APVBKPOULHUX7YZLKU17 ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375 03674XAS5 5836000 PA USD 5313695.62 0.0256783155 Long DBT CORP US N 2 2030-03-01 Fixed 5.375000000000 N N N N N N ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 N/A ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 03690AAH9 16047000 PA USD 14442300 0.0697920925 Long DBT CORP US N 2 2029-06-15 Fixed 5.375000000000 N N N N N N APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A N/A APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A 03789XAD0 31476060 PA USD 30550506.46 0.1476346409 Long ABS-O CORP US N 2 2049-06-05 Fixed 4.194000000000 N N N N N N AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A N/A AQUA FINANCE TRUST 2017-A AQFIT 2021 A A 144A 03842VAA5 10355917.62 PA USD 9189830.94 0.0444096530 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.540000000000 N N N N N N Arbys Funding LLC N/A ARBYS FUNDING LLC ARBYS 2020 1A A2 144A 038779AB0 33918300 PA USD 29443356.93 0.1422843655 Long ABS-O CORP US N 2 2050-07-30 Fixed 3.237000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 07/25 3.25 04010LAY9 12452000 PA USD 11582617.67 0.0559727415 Long DBT CORP US N 2 2025-07-15 Fixed 3.250000000000 N N N N N N Ashtead Capital Inc. N/A ASHTEAD CAPITAL INC SECURED 144A 11/29 4.25 045054AL7 7666000 PA USD 6931609.31 0.0334968473 Long DBT CORP US N 2 2029-11-01 Fixed 4.250000000000 N N N N N N Ashtead Capital Inc. N/A ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45 045054AP8 14729000 PA USD 11309463.22 0.0546527287 Long DBT CORP US N 2 2031-08-12 Fixed 2.450000000000 N N N N N N Ashtead Capital Inc. N/A ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55 045054AQ6 9115000 PA USD 8734292.15 0.0422082720 Long DBT CORP US N 2 2033-05-30 Fixed 5.550000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A N/A GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A 36250WAJ9 6950000 PA USD 6183583.19 0.0298820278 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.805400000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 5493001UQE7OCP3UT106 GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 36252CAJ1 6670000 PA USD 5737242.52 0.0277250965 Long ABS-MBS CORP US N 2 2037-02-10 Variable 3.981807000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2 N/A GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2 36257HBM7 22410000 PA USD 21599717.15 0.1043801512 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.971000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A N/A GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A 36258PAA5 13326000 PA USD 12235308.21 0.0591268540 Long ABS-MBS CORP US N 2 2037-02-10 Fixed 2.751000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A N/A GS MORTGAGE BACKED SECURITIES 09/60 1 36259WAA9 3095062.76 PA USD 2810813.43 0.0135831932 Long ABS-MBS CORP US N 2 2060-09-27 Variable 1.382000000000 N N N N N N GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A N/A GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A 36262EAA4 6913162.71 PA USD 5817167.18 0.0281113306 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.017000000000 N N N N N N GINNIE MAE GN 03/35 FIXED 5.5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 03/35 FIXED 5.5 36291AJH3 879.38 PA USD 892.56 0.0000043133 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.500000000000 N N N N N N GINNIE MAE GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 04/35 FIXED 5 36291R2Z4 1461.51 PA USD 1449.2 0.0000070032 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N GINNIE MAE GN 04/35 FIXED 5 549300M8ZYFG0OCMTT87 GINNIE MAE GN 04/35 FIXED 5 36291XMY2 843.41 PA USD 835.54 0.0000040377 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.000000000000 N N N N N N Gartner Inc. PP55B5R38BFB8O8HH686 GARTNER INC COMPANY GUAR 144A 07/28 4.5 366651AC1 25252000 PA USD 23182012.25 0.1120265570 Long DBT CORP US N 2 2028-07-01 Fixed 4.500000000000 N N N N N N General Motors Company 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSECURED 04/48 5.4 37045VAQ3 11218000 PA USD 9355543.44 0.0452104550 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N General Motors Company 54930070NSV60J38I987 GENERAL MOTORS CO SR UNSECURED 10/29 5.4 37045VAY6 27779000 PA USD 26674759.75 0.1289051814 Long DBT CORP US N 2 2029-10-15 Fixed 5.400000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6 37045XCY0 68640000 PA USD 58954230.19 0.2848950021 Long DBT CORP US N 2 2030-06-21 Fixed 3.600000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4 37045XDP8 54508000 PA USD 45624474.21 0.2204792537 Long DBT CORP US N 2 2028-10-15 Fixed 2.400000000000 N N N N N N Globo Comunicacao e Participacoes S/A N/A GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 37959DAB0 25650000 PA USD 20734662.54 0.1001997941 Long DBT CORP BR N 2 2030-01-22 Fixed 4.875000000000 N N N N N N Global Infrastructure Solutions Inc. N/A GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 37960XAA5 17739000 PA USD 14803463 0.0715374047 Long DBT CORP US N 2 2029-06-01 Fixed 5.625000000000 N N N N N N Golden State Tobacco Securitization Corporation N/A GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214 38122ND66 16097000 PA USD 12829700.16 0.0619992398 Long DBT MUN US N 2 2050-06-01 Fixed 4.214000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC SR SECURED 04/25 5.25 404119BQ1 21962000 PA USD 21745967.05 0.1050869006 Long DBT CORP US N 2 2025-04-15 Fixed 5.250000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 HCA INC SR SECURED 06/26 5.25 404119BT5 17933000 PA USD 17652261.93 0.0853041620 Long DBT CORP US N 2 2026-06-15 Fixed 5.250000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC JR SUBORDINA 12/49 VAR 404280AT6 7004000 PA USD 6846410 0.0330851236 Long DBT CORP GB N 2 2025-03-30 Variable 6.375000000000 N N N N N N HarborView Mortgage Loan Trust 2007-4 N/A HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES 41164YAQ4 18160793.75 PA USD 241667.5 0.0011678528 Long ABS-MBS CORP US N 2 2047-07-19 Variable 0.000000000000 N N N N N N Take-Two Interactive Software Inc. BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 04/25 3.55 874054AF6 13699000 PA USD 13153163.76 0.0635623704 Long DBT CORP US N 2 2025-04-14 Fixed 3.550000000000 N N N N N N Targa Resources Partners LP / Targa Resources Partners Finance Corp N/A TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4 87612BBU5 24529000 PA USD 20790780.4 0.1004709824 Long DBT CORP US N 2 2032-01-15 Fixed 4.000000000000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95 87612GAB7 29927000 PA USD 23938103.93 0.1156803532 Long DBT CORP US N 2 2052-04-15 Fixed 4.950000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 878091BF3 27751000 PA USD 23758732.54 0.1148135449 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N Altera Infrastructure L.P../Teekay Offshore Finance Corp. N/A TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5 87901BAB8 16547000 PA USD 413675 0.0019990752 Long DBT CORP BM N 2 2023-07-15 None 0 Y N N N N N TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 N/A TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625 87952VAR7 8065000 PA USD 4213962.5 0.0203638798 Long DBT CORP CA N 2 2026-12-06 Fixed 5.625000000000 N N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5 89157FAA8 34312000 PA USD 30541111.2 0.1475892385 Long DBT CORP MX N 2 2025-11-12 Fixed 7.500000000000 N N N N N N Total Play Telecomunicaciones S.A. de C.V. N/A TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375 89157FAC4 17481000 PA USD 13589729.4 0.0656720641 Long DBT CORP MX N 2 2028-09-20 Fixed 6.375000000000 N N N N N N TOWD POINT MORTGAGE TRUST TPMT 2015 1 A5 144A N/A TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A 89171DAE7 7568000 PA USD 7346184.19 0.0355002712 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.796359000000 N N N N N N TransDigm Inc. 88Q84GB3X55CF5OC7582 TRANSDIGM INC COMPANY GUAR 11/27 5.5 893647BL0 13817000 PA USD 12722549.21 0.0614814352 Long DBT CORP US N 2 2027-11-15 Fixed 5.500000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 01/26 3.875 04010LAZ6 20967000 PA USD 19452011.17 0.0940014100 Long DBT CORP US N 2 2026-01-15 Fixed 3.875000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 07/26 2.15 04010LBA0 27532000 PA USD 23720063.27 0.1146266766 Long DBT CORP US N 2 2026-07-15 Fixed 2.150000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 ARES CAPITAL CORP SR UNSECURED 06/28 2.875 04010LBB8 20575000 PA USD 16900094.11 0.0816693277 Long DBT CORP US N 2 2028-06-15 Fixed 2.875000000000 N N N N N N Argentine Republic Government International Bond N/A ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR 040114HV5 43522000 PA USD 13666841.11 0.0660447048 Long DBT NUSS AR N 2 2041-07-09 Variable 3.500000000000 N N N N N N ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A N/A ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A 042853AA9 13418289.8 PA USD 11156973.85 0.0539158272 Long ABS-MBS CORP US N 2 2048-10-25 Variable 1.175000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75 043436AV6 14462000 PA USD 12529153.7 0.0605468557 Long DBT CORP US N 2 2030-03-01 Fixed 4.750000000000 N N N N N N Asbury Automotive Group Inc. 549300JH4DTA7U42GL91 ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625 043436AW4 3401000 PA USD 2957407.57 0.0142916061 Long DBT CORP US N 2 2029-11-15 Fixed 4.625000000000 N N N N N N ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 N/A ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 04364VAU7 20673000 PA USD 17985510 0.0869145758 Long DBT CORP US N 2 2029-06-30 Fixed 5.875000000000 N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 ATHENE HOLDING LTD SR UNSECURED 01/31 3.5 04686JAC5 13118000 PA USD 11012700.58 0.0532186299 Long DBT CORP BM N 2 2031-01-15 Fixed 3.500000000000 N N N N N N Autodesk Inc. FRKKVKAIQEF3FCSTPG55 AUTODESK INC SR UNSECURED 01/30 2.85 052769AG1 10308000 PA USD 8851345.08 0.0427739276 Long DBT CORP US N 2 2030-01-15 Fixed 2.850000000000 N N N N N N AutoNation Inc. N/A AUTONATION INC SR UNSECURED 06/30 4.75 05329WAQ5 22078000 PA USD 20509177.06 0.0991101406 Long DBT CORP US N 2 2030-06-01 Fixed 4.750000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP 2019 3A A 144A 05377RDQ4 30746000 PA USD 28922860.59 0.1397690785 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP 2020 1A A 144A 05377RDU5 23406000 PA USD 21732632.5 0.1050224617 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.330000000000 N N N N N N BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 N/A BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 05492JAT9 15513000 PA USD 14806219.96 0.0715507276 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.043000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A N/A BAMLL COMMERCIAL MORTGAGE SECU 11/32 1 05492PAL2 11565000 PA USD 8522071.56 0.0411827207 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.718550000000 N N N N N N BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 N/A BARCLAYS COMMERCIAL MORTGAGE 02/53 2.69 05492TAB6 10908000 PA USD 10295370.72 0.0497521493 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.690000000000 N N N N N N BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A N/A BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A 05547HAN1 15436000 PA USD 13284973.33 0.0641993372 Long ABS-MBS CORP US N 2 2035-08-10 Variable 4.956550000000 N N N N N N BNP Paribas R0MUWSFPU8MPRO8K5P83 BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR 05565AS20 10002000 PA USD 10677135 0.0515970167 Long DBT CORP FR N 2 2027-11-17 Variable 9.250000000000 N N N N N N BPCE N/A BPCE SA SUBORDINATED 144A 03/25 4.5 05578QAD5 20953000 PA USD 20249976.56 0.0978575600 Long DBT CORP FR N 2 2025-03-15 Fixed 4.500000000000 N N N N N N BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A N/A BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A 05588UAA0 7812848.83 PA USD 7372951.06 0.0356296215 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.280000000000 N N N N N N BPR TRUST 2022-OANA BPR 2022 OANA A 144A N/A BPR TRUST 04/24 1 05592DAA2 55353000 PA USD 54349046.03 0.2626405524 Long ABS-MBS CORP US N 2 2037-04-15 Floating 6.460470000000 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A N/A BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA A 144A 05592LAA4 19350000 PA USD 19259236.89 0.0930698326 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.332070000000 N N N N N N BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA B 144A N/A BOCA COMMERCIAL MORTGAGE 05/39 1 05592LAC0 7240000 PA USD 7112976.37 0.0343732996 Long ABS-MBS CORP US N 2 2039-05-15 Floating 6.881570000000 N N N N N N BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3 N/A BMW VEHICLE LEASE TRUST 2022-1 BMWLT 2022 1 A3 05601XAC3 11956000 PA USD 11628765.48 0.0561957497 Long ABS-O CORP US N 2 2025-03-25 Fixed 1.100000000000 N N N N N N BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A N/A BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A 05604LAC6 123773000 PA USD 15471.63 0.0000747663 Long ABS-MBS CORP US N 2 2035-01-10 Variable 0.179113000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A N/A BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 ACNT A 144A 05609QAA4 17129000 PA USD 16839459.95 0.0813763145 Long ABS-MBS CORP US N 2 2038-11-15 Floating 5.438000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A N/A BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT C 144A 05609VAJ4 23449000 PA USD 22626329.35 0.1093412318 Long ABS-MBS CORP US N 2 2036-09-15 Floating 5.687870000000 N N N N N N BX TRUST 2022-CLS BX 2022 CLS A 144A N/A BX TRUST 2022-CLS BX 2022 CLS A 144A 05609XAA9 19433000 PA USD 18887535.12 0.0912735921 Long ABS-MBS CORP US N 2 2027-10-13 Fixed 5.760000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A N/A BX COMMERCIAL MORTGAGE TRUST 2 BX 2022 AHP A 144A 05610FAA5 41470000 PA USD 40730718.46 0.1968302883 Long ABS-MBS CORP US N 2 2039-01-17 Floating 5.552470000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA SR UNSECURED 04/28 4.379 05964HAJ4 25889000 PA USD 24332614.16 0.1175868151 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR 060505EU4 45620000 PA USD 45905125 0.2218354924 Long DBT CORP US N 2 2026-03-10 Variable 6.300000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SUBORDINATED 04/25 3.95 06051GFP9 32386000 PA USD 31392698.39 0.1517045146 Long DBT CORP US N 2 2025-04-21 Fixed 3.950000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 10/27 3.248 06051GGA1 27044000 PA USD 24901786.34 0.1203373269 Long DBT CORP US N 2 2027-10-21 Fixed 3.248000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/31 VAR 06051GJB6 41379000 PA USD 34171323.99 0.1651321608 Long DBT CORP US N 2 2031-04-29 Variable 2.592000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 04/32 VAR 06051GJT7 65065000 PA USD 52769957.14 0.2550096406 Long DBT CORP US N 2 2032-04-22 Variable 2.687000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP SR UNSECURED 06/29 VAR 06051GJZ3 34490000 PA USD 28999041.62 0.1401372217 Long DBT CORP US N 2 2029-06-14 Variable 2.087000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 03/37 1 06051GKL2 30104000 PA USD 25402256.73 0.1227558389 Long DBT CORP US N 2 2037-03-08 Variable 3.846000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC JR SUBORDINA 12/99 VAR 06738EBT1 25632000 PA USD 20130603.84 0.0972806939 Long DBT CORP GB N 2 2028-03-15 Variable 4.375000000000 N N N N N N Barclays PLC N/A BARCLAYS PLC JR SUBORDINA 12/99 8 06738EBX2 12203000 PA USD 11961380.6 0.0578031049 Long DBT CORP GB N 2 2029-03-15 Variable 8.000000000000 N N N N N N Beacon Roofing Supply Inc. 549300HDXQWWCBOYXP31 BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125 073685AH2 13448000 PA USD 11514850 0.0556452557 Long DBT CORP US N 2 2029-05-15 Fixed 4.125000000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust 2005-PWR8 N/A BEAR STEARNS COMMERCIAL MORTGA BSCMS 2005 PWR8 X1 144A 07383F6S2 6955.53 PA USD 7.47 0.0000000361 Long ABS-MBS CORP US N 2 2041-06-11 Variable 0.716050000000 N N N N N N BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 N/A BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 08162DAB4 20055000 PA USD 19030596.62 0.0919649336 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.889000000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 08162FAB9 20287948.65 PA USD 19500595.68 0.0942361936 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N Blackstone Private Credit Fund N/A BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 11/24 2.35 09261HAH0 24290000 PA USD 22649391.22 0.1094526778 Long DBT CORP US N 2 2024-11-22 Fixed 2.350000000000 N N N N N N Blackstone Private Credit Fund N/A BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 03/27 3.25 09261HAK3 5483000 PA USD 4721434.38 0.0228162263 Long DBT CORP US N 2 2027-03-15 Fixed 3.250000000000 N N N N N N Blackstone Private Credit Fund N/A BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/25 2.7 09261HAP2 18807000 PA USD 17526637.31 0.0846970838 Long DBT CORP US N 2 2025-01-15 Fixed 2.700000000000 N N N N N N Blackstone Private Credit Fund N/A BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4 09261HAR8 27133000 PA USD 23019414.98 0.1112408093 Long DBT CORP US N 2 2029-01-15 Fixed 4.000000000000 N N N N N N JH COLLATERAL N/A JH COLLATERAL N/A 74786825.91 NS USD 747531718.36 3.6124303516 Long STIV RF US N 1 N N BlueLinx Holdings Inc. N/A BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6 09624HAA7 18852000 PA USD 16099782 0.0778018373 Long DBT CORP US N 2 2029-11-15 Fixed 6.000000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 03/29 3.2 097023CD5 13975000 PA USD 12292001.93 0.0594008251 Long DBT CORP US N 2 2029-03-01 Fixed 3.200000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 BOEING CO/THE SR UNSECURED 05/27 5.04 097023CU7 43185000 PA USD 42535321.84 0.2055509938 Long DBT CORP US N 2 2027-05-01 Fixed 5.040000000000 N N N N N N BOEING CO/THE SR UNSECURED 05/30 5.15 N/A BOEING CO/THE SR UNSECURED 05/30 5.15 097023CY9 57564000 PA USD 55702737.71 0.2691822373 Long DBT CORP US N 2 2030-05-01 Fixed 5.150000000000 N N N N N N Booking Holdings Inc. FXM8FAOHMYDIPD38UZ17 BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625 09857LAR9 29538000 PA USD 28700096.14 0.1386925743 Long DBT CORP US N 2 2030-04-13 Fixed 4.625000000000 N N N N N N Braskem Idesa S.A.P.I. N/A BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99 10554NAB4 13611000 PA USD 9475978.2 0.0457924532 Long DBT CORP MX N 2 2032-02-20 Fixed 6.990000000000 N N N N N N Braskem Netherlands Finance B.V. N/A BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875 10554TAE5 24630000 PA USD 18803182.38 0.0908659594 Long DBT CORP NL N 2 2050-01-31 Fixed 5.875000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A N/A BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A 10569TAA6 10000452.09 PA USD 8748358.49 0.0422762472 Long ABS-MBS CORP US N 2 2049-02-25 Variable 0.941000000000 N N N N N N BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625 N/A BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625 11042AAA2 7209120.95 PA USD 7055999.22 0.0340979588 Long DBT CORP GB N 2 2024-06-20 Fixed 4.625000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 N/A BRITISH AIRWAYS 2020-1 CLASS B SECURED 144A 11/28 8.375 11042WAA4 4854325.93 PA USD 4790602.71 0.0231504807 Long DBT CORP GB N 2 2028-11-15 Fixed 8.375000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 11043HAA6 6890101.1 PA USD 5994924.7 0.0289703399 Long DBT CORP GB N 2 2031-09-20 Fixed 4.125000000000 N N N N N N CCM Merger Inc. N/A CCM MERGER INC SR UNSECURED 144A 05/26 6.375 14985VAE1 8345000 PA USD 8008165.92 0.0386992831 Long DBT CORP US N 2 2026-05-01 Fixed 6.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 02/30 3.375 15135BAV3 12115000 PA USD 10222386.83 0.0493994563 Long DBT CORP US N 2 2030-02-15 Fixed 3.375000000000 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 CENTENE CORP SR UNSECURED 10/30 3 15135BAW1 20848000 PA USD 17031356.64 0.0823036510 Long DBT CORP US N 2 2030-10-15 Fixed 3.000000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC JR SUBORDINA 12/49 VAR 172967KM2 27864000 PA USD 27760624.56 0.1341525988 Long DBT CORP US N 2 2026-08-15 Variable 6.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC SR UNSECURED 10/26 3.2 172967KY6 39653000 PA USD 36888779.06 0.1782642018 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A N/A SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A 78449RAJ4 22906000 PA USD 17190197.1 0.0830712440 Long ABS-MBS CORP US N 2 2041-07-15 Fixed 2.850610000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A N/A SMB PRIVATE EDUCATION LOAN TRU SMB 2020 PTA A2A 144A 78449VAB2 17847948.21 PA USD 15852104.97 0.0766049436 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.600000000000 N N N N N N SMRT 2022-MINI SMRT 2022 MINI A 144A N/A SMRT 2022-MINI SMRT 2022 MINI A 144A 78457JAA0 55385000 PA USD 54240579.75 0.2621163915 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.563000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION LLC SR SECURED 03/27 5 785592AS5 12815000 PA USD 12508131.11 0.0604452645 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION LLC SR SECURED 03/28 4.2 785592AU0 13496000 PA USD 12669002.1 0.0612226700 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION LLC SR SECURED 06/26 5.875 785592AV8 15848000 PA USD 15941674.36 0.0770377857 Long DBT CORP US N 2 2026-06-30 Fixed 5.875000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5 785592AX4 28938000 PA USD 27107475.3 0.1309962696 Long DBT CORP US N 2 2030-05-15 Fixed 4.500000000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 SABRE GLBL INC SR SECURED 144A 09/25 7.375 78573NAF9 14309000 PA USD 13393467.97 0.0647236352 Long DBT CORP US N 2 2025-09-01 Fixed 7.375000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA INC SR UNSECURED 07/27 4.4 80282KAP1 11424000 PA USD 10851706.27 0.0524406284 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA INC SR UNSECURED 10/26 3.244 80282KAZ9 53984000 PA USD 49763106.03 0.2404790997 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875 629377CS9 25570000 PA USD 19830557.8 0.0958307282 Long DBT CORP US N 2 2032-02-15 Fixed 3.875000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 N/A NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 62954HAZ1 32848000 PA USD 31200155.44 0.1507740551 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A N/A NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A 62955MAB2 5894455.74 PA USD 5209784.05 0.0251761652 Long ABS-O CORP US N 2 2026-07-25 Fixed 3.104000000000 N N N N N N NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A N/A NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A 62955VAA4 10673770.62 PA USD 9520322.41 0.0460067456 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.042400000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6 63861CAA7 6021000 PA USD 5539320 0.0267686403 Long DBT CORP US N 2 2027-01-15 Fixed 6.000000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5 63861CAC3 11236000 PA USD 9543633.68 0.0461193968 Long DBT CORP US N 2 2028-08-15 Fixed 5.500000000000 N N N N N N Nationstar Mortgage Holdings Inc. N/A NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125 63861CAD1 6356000 PA USD 4924501.68 0.0237975445 Long DBT CORP US N 2 2030-12-15 Fixed 5.125000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A N/A NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M D 144A 63874FAJ6 9223000 PA USD 7961189.38 0.0384722701 Long ABS-MBS CORP US N 2 2032-11-15 Variable 3.790400000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A 63874GAG0 7402000 PA USD 6335742.64 0.0306173350 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.315902000000 N N N N N N Natura Cosmeticos S.A. N/A NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125 63883KAB1 11873000 PA USD 9222987.96 0.0445698836 Long DBT CORP BR N 2 2028-05-03 Fixed 4.125000000000 N N N N N Novelis Corporation 549300G5F3W3B52WYL23 NOVELIS CORP COMPANY GUAR 144A 01/30 4.75 670001AE6 28979000 PA USD 25458341.29 0.1230268663 Long DBT CORP US N 2 2030-01-30 Fixed 4.750000000000 N N N N N N OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A N/A ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021 NQM2 A1 144A 670857AA9 14855953.53 PA USD 11499285 0.0555700382 Long ABS-MBS CORP US N 2 2061-05-25 Variable 1.101000000000 N N N N N N OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A N/A OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A 67114JAA8 22877097.4 PA USD 17643368.85 0.0852611863 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.054000000000 N N N N N N OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A N/A ONSLOW BAY MORTGAGE LOAN TRUST 05/60 1 67448VAM2 5970782.01 PA USD 4949363.32 0.0239176878 Long ABS-MBS CORP US N 2 2060-05-25 Variable 2.500000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45 674599DF9 13404000 PA USD 13471020 0.0650984036 Long DBT CORP US N 2 2036-09-15 Fixed 6.450000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6 674599DL6 11040000 PA USD 11234635.2 0.0542911240 Long DBT CORP US N 2 2046-03-15 Fixed 6.600000000000 N N N N N N ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A N/A ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A 68245HAG9 5035000 PA USD 4481516.55 0.0216568287 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 4.145500000000 N N N N N N 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. N/A 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4 68245XAM1 36442000 PA USD 30098176.64 0.1454487671 Long DBT CORP CA N 2 2030-10-15 Fixed 4.000000000000 N N N N N N Oriflame Investment Holding PLC N/A ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125 68621CAA7 17182000 PA USD 10652840 0.0514796116 Long DBT CORP CH N 2 2026-05-04 Fixed 5.125000000000 N N N N N N BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 N/A BRITISH AIRWAYS 2020-1 CLASS A SR SECURED 144A 05/34 4.25 11044MAA4 6803757.88 PA USD 6327750.65 0.0305787138 Long DBT CORP GB N 2 2032-11-15 Fixed 4.250000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC COMPANY GUAR 04/29 4.75 11135FBA8 85868000 PA USD 82130043.17 0.3968916013 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 144A 04/33 3.419 11135FBK6 35997000 PA USD 28981092.19 0.1400504814 Long DBT CORP US N 2 2033-04-15 Fixed 3.419000000000 N N N N N N Broadcom Inc. N/A BROADCOM INC SR UNSECURED 144A 05/37 4.926 11135FBV2 15585000 PA USD 13556282.78 0.0655104341 Long DBT CORP US N 2 2037-05-15 Fixed 4.926000000000 N N N N N N CARS-DB4 L.P. N/A CARS-DB4 LP CAUTO 2020 1A B1 144A 12510HAG5 21876000 PA USD 20328887.72 0.0982388964 Long ABS-O CORP US N 2 2050-02-15 Fixed 4.170000000000 N N N N N N CGI Inc. 549300WSRCZY73ZG3090 CGI INC SR UNSECURED 09/26 1.45 12532HAC8 24919000 PA USD 21966561 0.1061529160 Long DBT CORP CA N 2 2026-09-14 Fixed 1.450000000000 N N N N N N CLI Funding VI LLC N/A CLI FUNDING VI LLC CLIF 2020 1A A 144A 12563LAN7 36836717.35 PA USD 32045630.75 0.1548597957 Long ABS-O CORP US N 2 2045-09-18 Fixed 2.080000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 4.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/52 FIXED 4.5 3132DNYB3 33697831.59 PA USD 32584532.74 0.1574640275 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 11/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 11/52 FIXED 5.5 3132DPB49 47427857.67 PA USD 47515115.44 0.2296157353 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/52 FIXED 5 3132DPER5 20460355.17 PA USD 20224445.23 0.0977341804 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/52 FIXED 5 3132DPGD4 33928984.46 PA USD 33749836.03 0.1630953297 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/52 FIXED 5 3132DPGG7 5017406.24 PA USD 4951715.35 0.0239290540 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 12/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/52 FIXED 5 3132DPHH4 40469987.43 PA USD 40091892.53 0.1937431762 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 01/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/53 FIXED 5 3132DPL89 66718002.67 PA USD 65740243.67 0.3176882609 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 08/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 08/51 FIXED 2.5 3132DVLY9 64652659.51 PA USD 55233775.6 0.2669159883 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/42 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/42 FIXED 4 3132GRZB0 2879684.83 PA USD 2783653.1 0.0134519415 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/42 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 06/42 FIXED 3.5 3132GUKJ2 2415955.22 PA USD 2266255.39 0.0109516286 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/43 FIXED 3 3132J7YK2 3382165.66 PA USD 3089907.31 0.0149319081 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 09/46 FIXED 3.5 3132L74A4 7294554.54 PA USD 6785334.82 0.0327899791 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 12/46 FIXED 3 3132L8EV5 8520058.83 PA USD 7706613.88 0.0372420396 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/47 FIXED 4 3132L8J24 16902392.31 PA USD 16198171.04 0.0782773002 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/45 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 05/45 FIXED 3.5 3132QQAG7 5680188.8 PA USD 5301415.63 0.0256189728 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 11/46 FIXED 3.5 3132WH3H6 4311472.53 PA USD 4006454.39 0.0193611015 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 01/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/50 FIXED 3 3133A1CC4 12863350 PA USD 11492643 0.0555379409 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 05/52 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 05/52 FIXED 4 3133BAUW9 2671643.69 PA USD 2538749.72 0.0122684514 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 09/49 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/49 FIXED 3 3133KGP44 12538242.8 PA USD 11186506.13 0.0540585413 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A N/A CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A 20753YCH3 9115778.51 PA USD 9147969.97 0.0442073608 Long ABS-MBS USGSE US N 2 2042-03-25 Floating 6.484130000000 N N N N N N Consensus Cloud Solutions Inc. N/A CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5 20848VAB1 15072000 PA USD 13150320 0.0635486280 Long DBT CORP US N 2 2028-10-15 Fixed 6.500000000000 N N N N N N ContiMortgage Home Equity Loan Trust 1995-2 N/A CONTIMORTGAGE HOME EQUITY LOAN CONHE 1995 2 A5 21075WBF1 69188.16 PA USD 67346 0.0003254480 Long ABS-MBS CORP US N 2 2025-08-15 Fixed 8.100000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9 212015AQ4 13606000 PA USD 10181953.91 0.0492040651 Long DBT CORP US N 2 2044-06-01 Fixed 4.900000000000 N N N N N N CoreLogic Inc. 54930086CD8K2UIL0516 CORELOGIC INC TERM LOAN 21870FBA6 18501175 PA USD 15813879.33 0.0764202191 Long LON CORP US N 2 2028-06-02 Floating 8.188 N N N N N N Coruripe Netherlands B.V. N/A CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10 22088DAA8 19985000 PA USD 13795645.5 0.0666671491 Long DBT CORP NL N 2 2027-02-10 Fixed 10.000000000000 N N N N N N CoStar Group Inc. N/A COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 22160NAA7 29716000 PA USD 24492108.17 0.1183575663 Long DBT CORP US N 2 2030-07-15 Fixed 2.800000000000 N N N N N N Credit Agricole S.A. N/A CREDIT AGRICOLE SA JR SUBORDINA 144A 01/49 VAR 225313AD7 18505000 PA USD 18466139.5 0.0892372072 Long DBT CORP FR N 2 2024-01-23 Variable 7.875000000000 N N N N N N Credit Agricole S.A. N/A CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25 225313AM7 38501000 PA USD 32627439.52 0.1576713736 Long DBT CORP FR N 2 2030-01-14 Fixed 3.250000000000 N N N N N N Credit Agricole S.A. N/A CREDIT AGRICOLE SA SUBORDINATED 144A 01/41 2.811 225313AN5 16269000 PA USD 10696910.78 0.0516925827 Long DBT CORP FR N 2 2041-01-11 Fixed 2.811000000000 N N N N N N CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A N/A CREDIT SUISSE MORTGAGE CAPITAL CSMC 2021 NQM5 A1 144A 22946DAA0 8383774.96 PA USD 6552565.68 0.0316651275 Long ABS-MBS CORP US N 2 2066-05-25 Variable 0.938000000000 N N N N N N DB Master Finance LLC N/A DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A 233046AF8 11765750 PA USD 10926393.16 0.0528015512 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N DB Master Finance LLC N/A DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A 233046AN1 51624525 PA USD 45063564.12 0.2177686682 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.045000000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR 23311RAH9 14289000 PA USD 14140394.4 0.0683331405 Long DBT CORP US N 2 2043-05-21 Variable 5.850000000000 N N N N N N DPL Inc. N/A DPL INC 233293AR0 14640000 PA USD 13751748.6 0.0664550183 Long DBT CORP US N 2 2025-07-01 Fixed 4.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/29 FIXED VAR 31384VL75 31.93 PA USD 33.28 0.0000001608 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/31 FIXED VAR 31384WB66 13.41 PA USD 14.01 0.0000000677 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/31 FIXED VAR 31385HNT5 95.24 PA USD 99.99 0.0000004832 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/31 FIXED 7 31386XBH8 100.88 PA USD 105.76 0.0000005111 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/31 FIXED 7.5 31387QYP9 28.54 PA USD 28.73 0.0000001388 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/31 FIXED 7 31387XQ24 30.49 PA USD 31.9 0.0000001542 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/31 FIXED 7 31387XXY6 1250.11 PA USD 1310.4 0.0000063325 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/32 FIXED 7 31389GSH4 47.97 PA USD 50.3 0.0000002431 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/41 FIXED 4 3138A4GE9 2448417.02 PA USD 2365441.88 0.0114309451 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/41 FIXED 4 3138ALM38 1365491.4 PA USD 1319158.23 0.0063748027 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/41 FIXED 4 3138ARZ23 3215661.12 PA USD 3105057.17 0.0150051195 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/42 FIXED 4 3138E2LN3 1526822.68 PA USD 1474608.86 0.0071260144 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/43 FIXED VAR 3138ELB44 9134114.94 PA USD 8528522.21 0.0412138933 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/43 FIXED VAR 3138ELJT1 2887122.3 PA USD 2695705.8 0.0130269381 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/47 FIXED VAR 3138ER6T2 20518330.9 PA USD 19113079.66 0.0923635310 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/46 FIXED VAR 3138ETSE7 10975270.68 PA USD 10227030.5 0.0494218967 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/42 FIXED 3.5 3138LVDR1 1011533.36 PA USD 946654.32 0.0045746859 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/42 FIXED 3 3138MDS52 1854227.2 PA USD 1682667.42 0.0081314528 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/43 FIXED 4 3138W92M1 4029638 PA USD 3893416.49 0.0188148483 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/45 FIXED 3.5 3138WEKG3 1528729.49 PA USD 1425463.66 0.0068885213 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/45 FIXED 3.5 3138WEKH1 7058518.8 PA USD 6581715.15 0.0318059916 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/45 FIXED 4 3138WF6X9 7562007.72 PA USD 7266201.64 0.0351137573 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/46 FIXED 3.5 3138WGFR0 17120816.21 PA USD 16012455.66 0.0773798347 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/46 FIXED 3.5 3138WHL34 7266363.41 PA USD 6755083.19 0.0326437888 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/46 FIXED 3.5 3138WHNL2 3841545.51 PA USD 3571244.38 0.0172579588 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/46 FIXED 3 3138WHST0 18204847.77 PA USD 16439893.24 0.0794454173 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/46 FIXED 3 3138WHVP4 23696723.43 PA USD 21399333.2 0.1034118003 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/47 FIXED 3 3138WJTD0 16694560.9 PA USD 15086462.33 0.0729049926 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/45 FIXED 3.5 3138YH3S7 1894372.2 PA USD 1772327.08 0.0085647311 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/32 FIXED 7 31390BKV9 19.8 PA USD 20.49 0.0000000990 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.000000000000 N N N N N N FANNIE MAE REMICS FNR 2001 50 BA B1V7KEBTPIMZEU4LTD58 FANNIE MAE REMICS FNR 2001 50 BA 31392AJW9 85.17 PA USD 87 0.0000004204 Long ABS-MBS USGSE US N 2 2041-10-25 Fixed 7.000000000000 N N N N N N FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A S6XOOCT0IEG5ABCC6L87 FREDDIE MAC STRUCTURED PASS-TH FSPC T 41 3A 31392MEN8 789.74 PA USD 751.47 0.0000036315 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 4.369439000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/33 FLOATING VAR 31402DSC5 271.53 PA USD 275.35 0.0000013306 Long ABS-MBS USGSE US N 2 2033-07-01 Floating 4.372000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/46 FIXED 3.5 3140EVUV7 18360884.76 PA USD 17114867.38 0.0827072148 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/46 FIXED 3 3140F0HF4 13569142.5 PA USD 12202733.92 0.0589694394 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/46 FIXED 3 3140FECE2 2333723.1 PA USD 2111845.08 0.0102054442 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/46 FIXED 3 3140FEEM2 1723628.85 PA USD 1559755.35 0.0075374829 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/47 FIXED 4 3140FEZH0 7643297.2 PA USD 7318037.45 0.0353642527 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/47 FIXED 4 3140FNJU9 6801482.18 PA USD 6571558.76 0.0317569111 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/47 FIXED 4 3140GPG69 8160658.13 PA USD 7882237.69 0.0380907378 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/48 FIXED 3.5 3140H1WJ5 9696971.06 PA USD 8966182.11 0.0433288750 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/47 FIXED 4 3140H2ZP6 2242961.4 PA USD 2153820.73 0.0104082906 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/49 FIXED 4 3140HDKU7 6004817.2 PA USD 5719258.72 0.0276381902 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/49 FIXED 4 3140HDKZ6 6108983.37 PA USD 5816562.22 0.0281084072 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 11/46 FIXED 3.5 3132WH5R2 4659152.41 PA USD 4345553.25 0.0209997891 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/46 FIXED 3 3132WHBN4 3539806.36 PA USD 3206271.29 0.0154942345 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/46 FIXED 3.5 3132WHBR5 1436554.23 PA USD 1344351.58 0.0064965490 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/46 FIXED 3 3132WHMA0 4696256.97 PA USD 4249353.64 0.0205349067 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 01/47 FIXED 3.5 3132WKLX4 4177201.11 PA USD 3899957.35 0.0188464569 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 02/47 FIXED 3.5 3132WKML9 5826044.69 PA USD 5450289.86 0.0263384042 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 04/47 FIXED 4 3132WMPF5 6523709.39 PA USD 6294717.4 0.0304190814 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 05/47 FIXED 4 3132WNF23 5524617.56 PA USD 5330695.2 0.0257604656 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 08/46 FIXED 3.5 3132XCRV9 34712603.74 PA USD 32430399.31 0.1567191811 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/46 FIXED 3 3132XCRW7 47644625.16 PA USD 43155353.23 0.2085472817 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 01/47 FIXED 4 3132XCRX5 5816562.15 PA USD 5603303.72 0.0270778402 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 04/47 FIXED 3.5 3132XCRY3 7669011.83 PA USD 7162410.71 0.0346121900 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/47 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/47 FIXED 4 3132XTHV3 8485410.79 PA USD 8174301.69 0.0395021305 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 03/48 FIXED 4 3132XXQK8 2174545.76 PA USD 2087343.21 0.0100870395 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 07/48 FIXED 4 3132Y4BK7 17484745.81 PA USD 16756261.36 0.0809742592 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 12/46 FIXED 3.5 31335A2V9 6117562.44 PA USD 5707712.06 0.0275823912 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 12/45 FIXED 3 31335AMG0 11680465.49 PA USD 10590834.58 0.0511799718 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 05/46 FIXED 3 31335AUC0 1984560.42 PA USD 1797567 0.0086867024 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/46 FIXED 3 31335AYT9 6356382.62 PA USD 5745539.97 0.0277651937 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 10/46 FIXED 3.5 31335AZ84 13585921.03 PA USD 12607793.14 0.0609268791 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/47 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 09/47 FIXED 3.5 31335B2H8 20217495.41 PA USD 18837738.28 0.0910329500 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 12/46 FIXED 3 31335BC20 35879277.54 PA USD 32330400.79 0.1562359405 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 04/47 FIXED 3 31335BD45 23587040.8 PA USD 21312976.46 0.1029944833 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC FG 08/48 FIXED 4 31335BXJ0 8232825.83 PA USD 7876949.58 0.0380651831 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 09/50 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/50 FIXED 2.5 3133AAU34 28289478.53 PA USD 24214554.54 0.1170162946 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 02/50 FIXED 3 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 02/50 FIXED 3 3133KHK54 8111779.74 PA USD 7247395.79 0.0350228785 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 04/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 04/52 FIXED 3.5 3133KN7G2 88502088.95 PA USD 81134006.84 0.3920782780 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 12/51 FIXED 2.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 12/51 FIXED 2.5 3133KNED1 15964393.94 PA USD 13537606.51 0.0654201814 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 2 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/52 FIXED 2 3133KNW41 66708173.85 PA USD 54637563.27 0.2640348055 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.000000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/52 FIXED 3.5 3133KNWD1 44817714.87 PA USD 40862408.12 0.1974666756 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 03/52 FIXED 3.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 03/52 FIXED 3.5 3133KNWL3 27262717.09 PA USD 25001528.25 0.1208193275 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 10/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 10/52 FIXED 5 3133KP6V5 54547833.9 PA USD 54038215.31 0.2611384699 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 09/52 FIXED 5.5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 09/52 FIXED 5.5 3133KPZF8 45879335.62 PA USD 46256225.19 0.2235321763 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.500000000000 N N N N N N FREDDIE MAC POOL FR 11/52 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 11/52 FIXED 5 3133KQEV4 43218745.03 PA USD 42571864.14 0.2057275837 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC POOL FR 01/53 FIXED 5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL FR 01/53 FIXED 5 3133KQKQ8 40337567.91 PA USD 39973315.64 0.1931701560 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/29 FIXED 7.5 31371HVJ4 27.02 PA USD 28.14 0.0000001360 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 3137BBBE9 167228927.23 PA USD 1354119.52 0.0065437524 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 1.075124000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X S6XOOCT0IEG5ABCC6L87 FREDDIE MAC MULTIFAMILY STRUCT FHMS KS03 X 3137BLME5 17356537.23 PA USD 82299.49 0.0003977104 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 0.199110000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/43 FIXED 4 3138W9MK3 4084026.66 PA USD 3954900.36 0.0191119678 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/43 FIXED 4 3138W9VF4 1454908.4 PA USD 1400269.46 0.0067667709 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO 38379RG98 42852579.94 PA USD 814537.55 0.0039362345 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.230140000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO 38379RJU8 26536618.53 PA USD 1081338.01 0.0052255418 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.876250000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO 38379RNC3 10469696.41 PA USD 387524.3 0.0018727025 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.758860000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO 38379RPH0 32108581.67 PA USD 901859.42 0.0043582155 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.595450000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO 38379RSQ7 19608295.9 PA USD 733797.34 0.0035460593 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.745910000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO 38379RW58 39644184.13 PA USD 1198665.69 0.0057925252 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.619670000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 74 IO 38379RZB2 43308834.77 PA USD 1021412.88 0.0049359550 Long ABS-MBS USGA US N 2 2058-09-16 Variable 0.449020000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 89 IO 38379RZH9 36929920.63 PA USD 1183171.88 0.0057176517 Long ABS-MBS USGA US N 2 2059-07-16 Variable 0.501890000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO 38379U6A9 79816819.19 PA USD 2058491.73 0.0099476154 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.531440000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO 38379U7Q3 54744666.15 PA USD 2043355.61 0.0098744704 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.696250000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MTG 01/60 0.448 38380J2B3 20844744.57 PA USD 826606.68 0.0039945583 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.474850000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 99 IO 38380J7L6 50376637.52 PA USD 1835533.24 0.0088701734 Long ABS-MBS USGA US N 2 2060-06-16 Variable 0.471610000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO 38380JAH1 34336216.58 PA USD 1105554.07 0.0053425654 Long ABS-MBS USGA US N 2 2059-06-16 Variable 0.433960000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO 38380JFE3 86344867.53 PA USD 2901938.75 0.0140235543 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.587720000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO 38380JJ90 12908167.04 PA USD 429950.39 0.0020777257 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.423180000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO 38380JMW5 57317579.91 PA USD 1764825.48 0.0085284798 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.443170000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO 38380JQ50 33396773.77 PA USD 1530928.15 0.0073981761 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.610760000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO 38380JUL0 74902661.87 PA USD 2756080.89 0.0133186994 Long ABS-MBS USGA US N 2 2060-03-16 Variable 0.529090000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO 38380JWY0 94336114.22 PA USD 3141543.54 0.0151814391 Long ABS-MBS USGA US N 2 2060-05-16 Variable 0.438380000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 114 IO 38380MFV8 38339558.38 PA USD 1547610.78 0.0074787946 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.710200000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO 38380MUV1 78389941.27 PA USD 3907558.28 0.0188831882 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.772190000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO 38380NPW3 64217798.25 PA USD 3533809.11 0.0170770537 Long ABS-MBS USGA US N 2 2061-07-16 Variable 0.801860000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO 38380P2F0 153115768.66 PA USD 9488936.35 0.0458550732 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.881100000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO 38380P4X9 257731078.66 PA USD 14657630.36 0.0708326717 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.794400000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATL MTG ASSN 09/62 1 38380PT20 182545753.83 PA USD 11122823.11 0.0537507945 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.799680000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO 38380PTT1 31398952.18 PA USD 2050398.68 0.0099085059 Long ABS-MBS USGA US N 2 2062-02-16 Variable 0.877280000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO 38380PV76 42688797.03 PA USD 2496317.05 0.0120633965 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.760550000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO 38380PWY6 189922977.11 PA USD 11308469.87 0.0546479284 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.846850000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A 05/62 0.89522 38380PXL3 76148312.35 PA USD 4487351.51 0.0216850261 Long ABS-MBS USGA US N 2 2062-05-16 Variable 0.782250000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO 38380PY57 76686110.76 PA USD 3867809.7 0.0186911041 Long ABS-MBS USGA US N 2 2062-08-16 Variable 0.601650000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE 12/62 1 38380RBL3 125033282.19 PA USD 8822448.42 0.0426342852 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.960940000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO 38380RE71 57539768.25 PA USD 3670668.96 0.0177384259 Long ABS-MBS USGA US N 2 2063-02-16 Variable 0.824240000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO 38380RGN4 168231065.23 PA USD 10702120.15 0.0517177569 Long ABS-MBS USGA US N 2 2062-11-16 Variable 0.832950000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO 38380RQC7 215374666.6 PA USD 13900496.36 0.0671738385 Long ABS-MBS USGA US N 2 2062-09-16 Variable 0.867030000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO 38381D2H2 120448878.05 PA USD 7646672.93 0.0369523763 Long ABS-MBS USGA US N 2 2064-03-16 Variable 0.800040000000 N N N N N N Hyatt Hotels Corporation T27JQIMTYSH41TCD5186 HYATT HOTELS CORP SR UNSECURED 04/30 5.75 448579AJ1 12540000 PA USD 12585645.6 0.0608198516 Long DBT CORP US N 2 2030-04-23 Fixed 6.000000000000 N N N N N N Lithia Motors Inc. SE8N1EZEHPZQBCBVKD53 LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375 536797AF0 7350000 PA USD 6118875 0.0295693269 Long DBT CORP US N 2 2031-01-15 Fixed 4.375000000000 N N N N N N NiSource Inc. N/A NISOURCE INC PREFERRED STOCK 03/24 7.75 65473P121 111900 NS USD 11529057 0.0557139107 Long EP CORP US N 1 N N N NiSource Inc. N/A NISOURCE INC SR UNSECURED 05/30 3.6 65473PAJ4 15381000 PA USD 13730112.51 0.0663504624 Long DBT CORP US N 2 2030-05-01 Fixed 3.600000000000 N N N N N N OCP CLO 2020-19 LTD OCP 2020 19A AR 144A N/A OCP CLO 2020-19 LTD OCP 2020 19A AR 144A 670881AM3 14541000 PA USD 14301160.75 0.0691100403 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.957710000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP SR UNSECURED 04/30 2.95 68389XBV6 51015000 PA USD 43532812.58 0.2103713456 Long DBT CORP US N 2 2030-04-01 Fixed 2.950000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJYB3 28738738.53 PA USD 29181381.2 0.1410183736 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJYD9 27483121.7 PA USD 27657359.19 0.1336535713 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJYF4 1851683.06 PA USD 1861107.76 0.0089937617 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/53 FIXED VAR 3140XJYK3 35203474.39 PA USD 34755770.68 0.1679564864 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJYP2 40183802.65 PA USD 39720479.39 0.1919483305 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/53 FIXED VAR 3140XKDN7 83819841.84 PA USD 82565259.98 0.3989947768 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XKGV6 44160660.11 PA USD 42743094.09 0.2065550486 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/40 FIXED 4 31416WU34 3653207.42 PA USD 3530080.81 0.0170590368 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/40 FIXED 4 31416XAJ9 1234309.11 PA USD 1192679.81 0.0057635986 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/41 FIXED 4 31417ACZ0 1015558.72 PA USD 980628.88 0.0047388672 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/42 FIXED 4 31417BZ91 2027345.91 PA USD 1957204.2 0.0094581456 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/42 FIXED 3 31417CH57 1962424.95 PA USD 1786241.77 0.0086319735 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/42 FIXED 3.5 31417CNF8 2142471.41 PA USD 2006077.61 0.0096943253 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/42 FIXED 3 31417DKF9 3196363.12 PA USD 2902947.53 0.0140284292 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/43 FIXED 3 31417GBE5 1514593.14 PA USD 1377693.31 0.0066576722 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/43 FIXED 3.5 31417HBT0 2803465.63 PA USD 2617595.58 0.0126494722 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/46 FIXED 4 31418B3D6 4750340.75 PA USD 4554128.4 0.0220077239 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/46 FIXED 4 31418B5P7 2897929.19 PA USD 2778230.51 0.0134257370 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/46 FIXED 4 31418B6V3 5372424.92 PA USD 5150517.45 0.0248897607 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/46 FIXED 4 31418BZD1 3655957.39 PA USD 3508375.9 0.0169541483 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/46 FIXED 4 31418CCW2 1761737.77 PA USD 1687868.28 0.0081565858 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED 4.5 31418EL73 25394252.8 PA USD 25057641.82 0.1210904951 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/49 FIXED 3 3140HDQ56 19293655.5 PA USD 17207594.6 0.0831553170 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/47 FIXED VAR 3140J5DT3 23922267.05 PA USD 22313791.23 0.1078308983 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/47 FIXED VAR 3140J5XB0 27223236.61 PA USD 25392811.52 0.1227101952 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/47 FIXED VAR 3140J6GP6 2847447.48 PA USD 2725384.81 0.0131703613 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/47 FIXED VAR 3140J7LP8 20129460.69 PA USD 18171625.06 0.0878139727 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/47 FIXED VAR 3140J7M36 21216723.44 PA USD 19159768.47 0.0925891537 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/47 FIXED VAR 3140J7PF6 5248649.44 PA USD 5040055.51 0.0243559558 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/47 FIXED VAR 3140J7TQ8 9615109.8 PA USD 8691941.95 0.0420036156 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/48 FIXED VAR 3140J7V28 17595806.49 PA USD 16291735.52 0.0787294484 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/48 FIXED VAR 3140J8A60 4486727.71 PA USD 4186453.01 0.0202309408 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 05/47 FIXED VAR 3140J9C90 14446998.09 PA USD 13489160.67 0.0651860680 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/47 FIXED VAR 3140J9CU3 18584501.16 PA USD 17329116.25 0.0837425677 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/49 FIXED VAR 3140JAJ41 2854435.9 PA USD 2642886.23 0.0127716887 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/48 FIXED VAR 3140JAPG7 36863041.88 PA USD 33104865.82 0.1599785255 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED VAR 3140JAT57 17697464.42 PA USD 16381711.03 0.0791642531 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/48 FIXED VAR 3140JATG3 12591292.97 PA USD 11354831.78 0.0548719713 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/48 FIXED 4 3140JHYR8 7291364.52 PA USD 6969688.47 0.0336808640 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/49 FIXED 3 3140JVS52 7589069.19 PA USD 6766155.3 0.0326972945 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/49 FIXED 3.5 3140JWNV8 5226510.76 PA USD 4818335.95 0.0232845010 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/50 FIXED 3 3140K3KS0 17315367.02 PA USD 15437790.78 0.0746027795 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED 2.5 3140KMU57 12141638.2 PA USD 10415476.07 0.0503325557 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/52 FIXED 5 3140MYAF9 32674897.37 PA USD 32366054.24 0.1564082350 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/47 FIXED 3.5 3140Q7WR4 22637819.05 PA USD 21059111.88 0.1017676883 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/47 FIXED 3.5 3140Q8AT2 10993332.55 PA USD 10178588.09 0.0491877999 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/48 FIXED 4 3140Q9WT6 9144272.16 PA USD 8755138.57 0.0423090118 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/49 FIXED 4 3140QBHE1 10828426.52 PA USD 10350704.5 0.0500195486 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/49 FIXED 3 3140QBSZ2 17105380.25 PA USD 15261264.6 0.0737497207 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/49 FIXED 3 3140QBTF5 30976661.46 PA USD 27453171.54 0.1326668390 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/49 FIXED 3.5 3140QCKX3 24122128.92 PA USD 22230724.85 0.1074294819 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED 2.5 3140QEVB5 121623497.32 PA USD 104218408.63 0.5036331346 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED 2.5 3140QNE81 135000069.44 PA USD 115111184.21 0.5562722296 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/52 FIXED 2.5 3140QNQL9 1116390.58 PA USD 951220.59 0.0045967523 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/52 FIXED 4.5 3140QP3D7 78113687.42 PA USD 75240064.52 0.3635959332 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/52 FIXED 4.5 3140QPJK4 41980381.46 PA USD 40737753.77 0.1968642862 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/52 FIXED 4.5 3140QPPN1 78696077.47 PA USD 76219102.69 0.3683271133 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/52 FIXED 4 3140QPRJ8 38474709.51 PA USD 36389553.39 0.1758517049 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/52 FIXED 5 3140QPSZ1 70491132.4 PA USD 69436049.33 0.3355481593 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/52 FIXED 4.5 3140QPYA9 47766008.55 PA USD 46008806.96 0.2223365332 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/52 FIXED 4.5 3140QQDS1 173744644.89 PA USD 167461569.42 0.8092542982 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED 5 3140QQLU7 44343183.09 PA USD 43693329.31 0.2111470391 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED 5.5 3140QQN27 48689847.83 PA USD 48998531.73 0.2367843114 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/53 FIXED 5 3140QRBC6 7981035.61 PA USD 7938894.94 0.0383645327 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/45 FIXED VAR 3140X43Z7 15928394.96 PA USD 14384141.85 0.0695110446 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/49 FIXED VAR 3140X47C4 21535842.77 PA USD 19066024.02 0.0921361357 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/49 FIXED VAR 3140X4XS0 32278374.91 PA USD 28949777.24 0.1398991526 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/48 FIXED VAR 3140X53F8 2515455.06 PA USD 2408410.12 0.0116385882 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/49 FIXED VAR 3140X5B93 21319385.3 PA USD 19060935.41 0.0921115451 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/49 FIXED VAR 3140X5CA9 16791881.15 PA USD 14976316.09 0.0723727134 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/49 FIXED VAR 3140X5FK4 18449818.3 PA USD 16449228.86 0.0794905315 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/49 FIXED VAR 3140X5Q48 30819576.31 PA USD 29459896.73 0.1423642937 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/50 FIXED VAR 3140X5ZD8 25841485.68 PA USD 23807192.24 0.1150477254 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/50 FIXED VAR 3140X7QX0 27004648.47 PA USD 23156991.05 0.1119056426 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/50 FIXED VAR 3140X7S59 30174380.11 PA USD 25875095.21 0.1250408203 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED VAR 3140X7S67 65912708.3 PA USD 56521379.93 0.2731383075 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/50 FIXED VAR 3140X7TK5 20133800.13 PA USD 16610203.9 0.0802684398 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.000000000000 N N N N N N FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A N/A FLAGSTAR MORTGAGE TRUST 2021-2 FSMT 2021 1 A2 144A 33852DAB7 27263499.75 PA USD 21996109.81 0.1062957099 Long ABS-MBS CORP US N 2 2051-02-01 Variable 2.500000000000 N N N N N N State Board of Administration Finance Corporation 549300S34SOJ0RULXM35 STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705 341271AE4 13918000 PA USD 12209202.24 0.0590006974 Long DBT MUN US N 2 2027-07-01 Fixed 1.705000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 FORD CREDIT FLOORPLAN MASTER O FORDF 2019 2 A 34528QGW8 44953000 PA USD 43822512.97 0.2117713163 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.060000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 FORD MOTOR CO SR UNSECURED 02/32 3.25 345370DA5 12651000 PA USD 9590816.72 0.0463474078 Long DBT CORP US N 2 2032-02-12 Fixed 3.250000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125 345397A86 27831000 PA USD 24796268.52 0.1198274144 Long DBT CORP US N 2 2027-08-17 Fixed 4.125000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4 345397B36 13199000 PA USD 11000706.55 0.0531606690 Long DBT CORP US N 2 2030-11-13 Fixed 4.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9 345397B51 4515000 PA USD 3772147.05 0.0182288165 Long DBT CORP US N 2 2028-02-16 Fixed 2.900000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134 345397XL2 66909000 PA USD 62984787.15 0.3043725787 Long DBT CORP US N 2 2025-08-04 Fixed 4.134000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113 345397ZR7 38435000 PA USD 35133433.5 0.1697815336 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A N/A FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 M1A 144A 35564KPU7 25378042.16 PA USD 24966801.14 0.1206515095 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 5.484130000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1A 144A N/A FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1A 144A 35564KRE1 16606692.37 PA USD 16494940.96 0.0797114342 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 5.784130000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA2 M1B 144A N/A FREDDIE MAC STRUCTURED AGENCY STACR 2022 DNA2 M1B 144A 35564KRF8 24949000 PA USD 24385848.68 0.1178440697 Long ABS-MBS USGSE US N 2 2042-02-25 Floating 6.884130000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A N/A FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A 35564KUW7 22822387.93 PA USD 22923664.56 0.1107780976 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 6.484130000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A N/A FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1B 144A 35564KUX5 15070000 PA USD 15088936.96 0.0729169512 Long ABS-MBS USGSE US N 2 2042-04-25 Floating 7.384130000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A N/A FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A 35564KWS4 17509757.73 PA USD 17675303.73 0.0854155109 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 6.684130000000 N N N N N N FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A N/A FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A 35564KWT2 22588000 PA USD 22984229.66 0.1110707771 Long ABS-MBS USGSE US N 2 2042-05-25 Floating 7.834130000000 N N N N N N Freeport-McMoRan Inc. N/A FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45 35671DBC8 30200000 PA USD 27265586.8 0.1317603399 Long DBT CORP US N 2 2043-03-15 Fixed 5.450000000000 N N N N N N Freeport-McMoRan Inc. N/A FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25 35671DCF0 25953000 PA USD 23503815.39 0.1135816635 Long DBT CORP US N 2 2030-03-01 Fixed 4.250000000000 N N N N N N Freeport-McMoRan Inc. N/A FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625 35671DCH6 18994000 PA USD 17528549.27 0.0847063233 Long DBT CORP US N 2 2030-08-01 Fixed 4.625000000000 N N N N N N Full House Resorts Inc. N/A FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25 359678AC3 9403000 PA USD 9026191.79 0.0436188705 Long DBT CORP US N 2 2028-02-15 Fixed 8.250000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A N/A TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A 89171YAF8 8627244.63 PA USD 8426898.44 0.0407227987 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.497049000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A 89173HAA4 296094.24 PA USD 292624.93 0.0014141034 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A N/A TOWD POINT MORTGAGE TRUST 06/58 3 89175TAA6 12703949.34 PA USD 11686378.24 0.0564741621 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 1 A1 144A N/A TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A 89176EAA8 2081606.97 PA USD 2017234.52 0.0097482408 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A N/A TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A 89176LAA2 8784217.65 PA USD 8539300.49 0.0412659791 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 5 A1A 144A N/A TOWD POINT MORTGAGE TRUST 08/58 1 89176VAK8 1375315.62 PA USD 1321411.22 0.0063856902 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.250000000000 N N N N N N Uber Technologies Inc N/A UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5 90353TAF7 16481000 PA USD 16648067.9 0.0804514167 Long DBT CORP US N 2 2025-05-15 Fixed 7.500000000000 N N N N N N Uber Technologies Inc N/A UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 90353TAK6 28116000 PA USD 24856793.28 0.1201198990 Long DBT CORP US N 2 2029-08-15 Fixed 4.500000000000 N N N N N N United Airlines Inc. N/A UNITED AIRLINES INC SR SECURED 144A 04/26 4.375 90932LAG2 1856000 PA USD 1746829.17 0.0084415130 Long DBT CORP US N 2 2026-04-15 Fixed 4.375000000000 N N N N N N DAE Funding LLC N/A DAE FUNDING LLC COMPANY GUAR 144A 03/25 2.625 23371DAF1 24111000 PA USD 22557142.49 0.1090068878 Long DBT CORP AE N 2 2025-03-20 Fixed 2.625000000000 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 DAIMLER FINANCE NORTH AMERICA COMPANY GUAR 144A 08/25 3.5 233851CB8 10505000 PA USD 10096614.03 0.0487916620 Long DBT CORP US N 2 2025-08-03 Fixed 3.500000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S SR UNSECURED 144A 01/26 VAR 23636ABF7 9107000 PA USD 9162975.36 0.0442798740 Long DBT CORP DK N 2 2026-01-09 Variable 6.466000000000 N N N N N N DATABANK ISSUER COLO 2021 1A A2 144A N/A DATABANK ISSUER COLO 2021 1A A2 144A 23802WAA9 16189140 PA USD 14377724.17 0.0694800313 Long ABS-O CORP US N 2 2051-02-27 Fixed 2.060000000000 N N N N N N DATABANK ISSUER COLO 2021 1A C 144A N/A DATABANK ISSUER COLO 2021 1A C 144A 23802WAE1 3400000 PA USD 2917515.18 0.0140988270 Long ABS-O CORP US N 2 2051-02-27 Fixed 4.430000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 DAVITA INC SR UNSECURED 144A 06/30 4.625 23918KAS7 25304000 PA USD 20854797.68 0.1007803445 Long DBT CORP US N 2 2030-06-01 Fixed 4.625000000000 N N N N N N DaVita Inc. M2XHYMU3TZNEZURC6H66 DAVITA INC COMPANY GUAR 144A 02/31 3.75 23918KAT5 25782000 PA USD 19468016.56 0.0940787557 Long DBT CORP US N 2 2031-02-15 Fixed 3.750000000000 N N N N N N DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 N/A DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 24229JAA1 7968000 PA USD 7234625.28 0.0349611653 Long DBT CORP US N 2 2028-02-01 Fixed 8.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/25 5.85 N/A DELL INTERNATIONAL LLC / EMC C SR SECURED 07/25 5.85 24703TAC0 12962000 PA USD 13040579.14 0.0630183078 Long DBT CORP US N 2 2025-07-15 Fixed 5.850000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/26 4.9 N/A DELL INTERNATIONAL LLC / EMC C SR SECURED 10/26 4.9 24703TAE6 41783000 PA USD 40863041.96 0.1974697386 Long DBT CORP US N 2 2026-10-01 Fixed 4.900000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 N/A DELL INTERNATIONAL LLC / EMC C SR SECURED 10/29 5.3 24703TAG1 20296000 PA USD 19610071.92 0.0947652351 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 DELTA AIR LINES INC SR UNSECURED 04/28 4.375 247361ZN1 26290000 PA USD 23992254 0.1159420322 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AG/NEW YORK NY SR UNSECURED 11/27 VAR 251526CP2 22438000 PA USD 19481840.62 0.0941455602 Long DBT CORP US N 2 2027-11-16 Variable 2.311000000000 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 DEUTSCHE BANK NY 01/33 1 25160PAG2 29929000 PA USD 22930793.21 0.1108125466 Long DBT CORP US N 2 2033-01-07 Variable 3.742000000000 N N N N N N DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A N/A DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A 25265LAE0 6825000 PA USD 5302631.88 0.0256248503 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.475000000000 N N N N N N Diamondback Energy Inc. 549300R22LSX6OHWEN64 DIAMONDBACK ENERGY INC COMPANY GUAR 03/31 3.125 25278XAR0 17121000 PA USD 14358934.64 0.0693892313 Long DBT CORP US N 2 2031-03-24 Fixed 3.125000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 DISCOVER FINANCIAL SERVICES SR UNSECURED 02/27 4.1 254709AM0 8970000 PA USD 8499588.17 0.0410740702 Long DBT CORP US N 2 2027-02-09 Fixed 4.100000000000 N N N N N N Dollar Tree Inc. 549300PMSTQITB1WHR43 DOLLAR TREE INC SR UNSECURED 05/28 4.2 256746AH1 42492000 PA USD 40405755.4 0.1952599115 Long DBT CORP US N 2 2028-05-15 Fixed 4.200000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 DOMINION ENERGY INC SR UNSECURED 04/30 3.375 25746UDG1 14886000 PA USD 13021816.99 0.0629276401 Long DBT CORP US N 2 2030-04-01 Fixed 3.375000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A 25755TAH3 35218400 PA USD 32986891.74 0.1594084184 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A 25755TAN0 24270697.5 PA USD 20783410.87 0.1004353694 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.662000000000 N N N N N N Driven Brands Funding LLC N/A DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A 26209XAC5 21895160 PA USD 18634204.35 0.0900493768 Long ABS-O CORP US N 2 2051-01-20 Fixed 3.237000000000 N N N N N N Driven Brands Funding LLC N/A DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A 26209XAD3 30534487.5 PA USD 24896813.47 0.1203132956 Long ABS-O CORP US N 2 2051-10-20 Fixed 2.791000000000 N N N N N N EQT Corporation 4NT01YGM4X7ZX86ISY52 EQT CORP SR UNSECURED 10/25 5.678 26884LAP4 5369000 PA USD 5298747.44 0.0256060788 Long DBT CORP US N 2 2025-10-01 Fixed 5.678000000000 N N N N N N EQM Midstream Partners LP N/A EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5 26885BAM2 2859000 PA USD 2801820 0.0135397326 Long DBT CORP US N 2 2027-06-01 Fixed 7.500000000000 N N N N N N EQM Midstream Partners LP N/A EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5 26885BAN0 1610000 PA USD 1533880.95 0.0074124455 Long DBT CORP US N 2 2030-06-01 Fixed 7.500000000000 N N N N N N eBay Inc. OML71K8X303XQONU6T67 EBAY INC SR UNSECURED 03/30 2.7 278642AW3 33149000 PA USD 28172233.23 0.1361416886 Long DBT CORP US N 2 2030-03-11 Fixed 2.700000000000 N N N N N N Edgewell Personal Care Company 549300CY8QZDL4Z3RU59 EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5 28035QAA0 12267000 PA USD 11455047.27 0.0553562604 Long DBT CORP US N 2 2028-06-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/38 FIXED 4.5 31418EN89 39445782.54 PA USD 38922912.91 0.1880941083 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/40 FIXED VAR 31419ANB9 2588283.72 PA USD 2500863.92 0.0120853691 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/40 FIXED 3.5 31419L3D3 885011.46 PA USD 830250.49 0.0040121670 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/40 FIXED 4 31419LZZ9 1514364.85 PA USD 1463167.35 0.0070707236 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 FANNIE MAE INTEREST STRIP FNS 427 C20 31423XMW8 144689575.56 PA USD 19323271.11 0.0933792765 Long ABS-MBS USGSE US N 2 2051-02-25 Fixed 2.000000000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 FANNIE MAE INTEREST STRIP FNS 427 C77 31423XQF1 68332971.16 PA USD 10120540.79 0.0489072876 Long ABS-MBS USGSE US N 2 2051-09-25 Fixed 2.500000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A N/A ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A 31572LAA4 13950301.89 PA USD 11205508.85 0.0541503715 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.931000000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A N/A ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A 31574XAA6 5652051.79 PA USD 4595807.66 0.0222091380 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.797000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR 316773CM0 19543000 PA USD 19044832.51 0.0920337282 Long DBT CORP US N 2 2023-06-30 Variable 5.100000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 04/25 7.5 335934AL9 11526000 PA USD 11180285.93 0.0540284823 Long DBT CORP CA N 2 2025-04-01 Fixed 7.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/24 6.5 335934AP0 3794000 PA USD 3757919.06 0.0181600600 Long DBT CORP CA N 2 2024-03-01 Fixed 6.500000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875 335934AR6 9628000 PA USD 9185737.82 0.0443898731 Long DBT CORP CA N 2 2026-03-01 Fixed 6.875000000000 N N N N N N First Quantum Minerals Ltd. 549300I7UVBGWRYMYZ18 FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875 335934AT2 15023000 PA USD 14094578.6 0.0681117366 Long DBT CORP CA N 2 2027-10-15 Fixed 6.875000000000 N N N N N N FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A N/A FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A 33767JAA0 25604024.45 PA USD 22838413.43 0.1103661234 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.266000000000 N N N N N N FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A N/A FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020 SFR1 A 144A 33767MAA3 39075227.15 PA USD 35274051.57 0.1704610673 Long ABS-O CORP US N 2 2037-08-17 Fixed 1.339000000000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A N/A FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 A 144A 33767WAA1 18565371.8 PA USD 16217763.83 0.0783719819 Long ABS-O CORP US N 2 2038-08-17 Fixed 1.538000000000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A N/A FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A 33767WAG8 23526000 PA USD 20115880.42 0.0972095433 Long ABS-O CORP US N 2 2038-08-17 Fixed 2.189000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 03/30 2.65 337932AL1 15065000 PA USD 12492801.9 0.0603711865 Long DBT CORP US N 2 2030-03-01 Fixed 2.650000000000 N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FIRSTENERGY CORP SR UNSECURED 03/50 3.4 337932AM9 5998000 PA USD 4052791.98 0.0195850268 Long DBT CORP US N 2 2050-03-01 Fixed 3.400000000000 N N N N N N Five Guys Funding LLC N/A FIVE GUYS FUNDING LLC GUYS 2017 1A A2 144A 33830JAA3 16942985 PA USD 16350726.02 0.0790145187 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.600000000000 N N N N N N Flowserve Corporation 6Y0GK87T6V7NJKZJVM41 FLOWSERVE CORP SR UNSECURED 10/30 3.5 34354PAF2 12864000 PA USD 10851018.77 0.0524373061 Long DBT CORP US N 2 2030-10-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/51 FIXED VAR 3140XCL97 44029708.55 PA USD 37615266.88 0.1817749380 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/51 FIXED VAR 3140XD2N5 46032605.92 PA USD 39207696.68 0.1894703195 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/49 FIXED VAR 3140XDXC5 53220913.15 PA USD 49309835.97 0.2382886822 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/51 FIXED VAR 3140XDYY6 48112731.35 PA USD 41193668.32 0.1990674831 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/50 FIXED VAR 3140XECP7 24079317.69 PA USD 22949277.72 0.1109018726 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/52 FIXED VAR 3140XFGC9 53434614.76 PA USD 45562360.14 0.2201790889 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED VAR 3140XFWE7 17586150.24 PA USD 15556933.61 0.0751785346 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED VAR 3140XFWF4 38462966.68 PA USD 34012812.97 0.1643661599 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/49 FIXED VAR 3140XFX97 4899373.43 PA USD 4661791.05 0.0225280012 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED VAR 3140XFY39 36025781.06 PA USD 32815430.04 0.1585798336 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 01/52 FIXED VAR 3140XFYM7 40897404.87 PA USD 36255050.47 0.1752017225 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/51 FIXED VAR 3140XGHK8 109959675.55 PA USD 104558742.18 0.5052777889 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/52 FIXED VAR 3140XGKT5 34143125.1 PA USD 31247252.04 0.1510016484 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/52 FIXED VAR 3140XGKU2 22885355.46 PA USD 20987228.06 0.1014203114 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 02/52 FIXED VAR 3140XGNB1 25274083.76 PA USD 23355540.7 0.1128651294 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 07/49 FIXED VAR 3140XGX87 15383091.46 PA USD 14709236.68 0.0710820581 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/51 FIXED VAR 3140XGYW3 22712225.52 PA USD 19396311 0.0937322402 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 04/52 FIXED VAR 3140XGZB8 10441494.75 PA USD 9866639.3 0.0476803143 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/51 FIXED VAR 3140XHFS1 54064124.82 PA USD 51695851.24 0.2498190478 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/52 FIXED VAR 3140XHMR5 96400421.75 PA USD 93336074.06 0.4510444956 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 03/51 FIXED VAR 3140XHPY7 99143940.07 PA USD 94522107.36 0.4567759750 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 06/52 FIXED VAR 3140XHTL1 2855347.75 PA USD 2707962.12 0.0130861665 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 08/52 FIXED VAR 3140XHVH7 10668322.32 PA USD 10340868.83 0.0499720179 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 09/52 FIXED VAR 3140XJGE7 64910278.47 PA USD 63232334.79 0.3055688472 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED VAR 3140XJJP9 16589766.27 PA USD 16160917.49 0.0780972732 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 10/52 FIXED VAR 3140XJL35 45695288.02 PA USD 45168416.78 0.2182753664 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJU92 29276114.26 PA USD 29351933.54 0.1418425640 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJUU5 40564870.44 PA USD 40898102.74 0.1976391691 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/37 FIXED VAR 3140XJVB6 38638340.95 PA USD 38162397.73 0.1844189356 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 11/52 FIXED VAR 3140XJWE9 42647259.72 PA USD 42248823.43 0.2041664967 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJWV1 74684859.91 PA USD 75298381.1 0.3638777468 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJY72 2091191.51 PA USD 2108370.23 0.0101886521 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL FN 12/52 FIXED VAR 3140XJY80 48978617.75 PA USD 49273826.57 0.2381146676 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.500000000000 N N N N N N 2023-03-30 John Hancock Sovereign Bond Fund /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX GRAPHIC 2 imge05fc5c81.gif begin 644 imge05fc5c81.gif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edgar.htm
John Hancock
Bond Fund
Quarterly portfolio holdings 2/28/2023

Fund’s investments  
As of 2-28-23 (unaudited)
  Rate (%) Maturity date   Par value^ Value
U.S. Government and Agency obligations 41.6%       $8,632,226,475
(Cost $9,054,042,394)          
U.S. Government 16.9%       3,500,616,221
U.S. Treasury          
Bond 2.250 02-15-52   107,041,000 76,321,069
Bond 2.500 02-15-45   46,172,000 35,272,883
Bond 3.000 08-15-52   1,334,688,000 1,121,972,108
Bond 3.375 08-15-42   483,509,000 435,309,197
Bond 3.375 11-15-48   107,040,000 95,771,531
Bond 3.875 02-15-43   139,487,000 135,324,185
Bond 4.000 11-15-42   594,814,000 586,356,488
Bond 4.000 11-15-52   403,202,000 410,384,036
Note 3.500 02-15-33   414,178,000 400,523,069
Note 3.875 01-15-26   5,413,000 5,319,964
Note 4.000 02-29-28   42,023,000 41,711,110
Note 4.625 02-28-25   156,853,000 156,350,581
U.S. Government Agency 24.7%       5,131,610,254
Federal Home Loan Mortgage Corp.          
15 Yr Pass Thru 4.500 11-01-37   20,397,863 20,127,481
15 Yr Pass Thru 4.500 11-01-37   243,055 239,833
15 Yr Pass Thru 4.500 12-01-37   13,396,776 13,219,196
15 Yr Pass Thru 4.500 01-01-38   14,458,937 14,267,278
15 Yr Pass Thru 4.500 02-01-38   46,252,774 45,639,675
30 Yr Pass Thru 2.000 09-01-50   126,456,610 104,325,565
30 Yr Pass Thru 2.000 03-01-52   66,708,174 54,637,563
30 Yr Pass Thru 2.500 09-01-50   28,289,479 24,214,555
30 Yr Pass Thru 2.500 08-01-51   64,652,660 55,233,776
30 Yr Pass Thru 2.500 11-01-51   48,129,726 41,087,895
30 Yr Pass Thru 2.500 12-01-51   15,964,394 13,537,607
30 Yr Pass Thru 3.000 03-01-43   3,382,166 3,089,907
30 Yr Pass Thru 3.000 12-01-45   11,680,465 10,590,835
30 Yr Pass Thru 3.000 05-01-46   1,984,560 1,797,567
30 Yr Pass Thru 3.000 10-01-46   4,696,257 4,249,354
30 Yr Pass Thru 3.000 10-01-46   3,539,806 3,206,271
30 Yr Pass Thru 3.000 10-01-46   6,356,383 5,745,540
30 Yr Pass Thru 3.000 10-01-46   47,644,625 43,155,353
30 Yr Pass Thru 3.000 12-01-46   35,879,278 32,330,401
30 Yr Pass Thru 3.000 12-01-46   8,520,059 7,706,614
30 Yr Pass Thru 3.000 04-01-47   23,587,041 21,312,976
30 Yr Pass Thru 3.000 09-01-49   12,538,243 11,186,506
30 Yr Pass Thru 3.000 10-01-49   15,554,664 13,906,895
30 Yr Pass Thru 3.000 12-01-49   14,601,898 13,018,554
30 Yr Pass Thru 3.000 01-01-50   12,863,350 11,492,643
30 Yr Pass Thru 3.000 02-01-50   8,111,780 7,247,396
30 Yr Pass Thru 3.000 06-01-51   78,747,270 70,085,338
30 Yr Pass Thru 3.500 06-01-42   2,415,955 2,266,255
30 Yr Pass Thru 3.500 04-01-44   3,599,858 3,368,808
30 Yr Pass Thru 3.500 05-01-45   5,680,189 5,301,416
30 Yr Pass Thru 3.500 08-01-46   34,712,604 32,430,399
30 Yr Pass Thru 3.500 09-01-46   7,294,555 6,785,335
30 Yr Pass Thru 3.500 10-01-46   1,436,554 1,344,352
30 Yr Pass Thru 3.500 10-01-46   13,585,921 12,607,793
30 Yr Pass Thru 3.500 11-01-46   4,311,473 4,006,454
30 Yr Pass Thru 3.500 11-01-46   4,659,152 4,345,553
2 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 3.500 12-01-46   6,117,562 $5,707,712
30 Yr Pass Thru 3.500 01-01-47   4,177,201 3,899,957
30 Yr Pass Thru 3.500 02-01-47   5,826,045 5,450,290
30 Yr Pass Thru 3.500 04-01-47   7,669,012 7,162,411
30 Yr Pass Thru 3.500 09-01-47   20,217,495 18,837,738
30 Yr Pass Thru 3.500 03-01-52   27,262,717 25,001,528
30 Yr Pass Thru 3.500 03-01-52   44,817,715 40,862,408
30 Yr Pass Thru 3.500 04-01-52   88,502,089 81,134,007
30 Yr Pass Thru 4.000 01-01-41   5,490,901 5,310,182
30 Yr Pass Thru 4.000 03-01-42   2,879,685 2,783,653
30 Yr Pass Thru 4.000 11-01-43   2,333,657 2,254,745
30 Yr Pass Thru 4.000 01-01-47   5,816,562 5,603,304
30 Yr Pass Thru 4.000 03-01-47   16,902,392 16,198,171
30 Yr Pass Thru 4.000 04-01-47   6,523,709 6,294,717
30 Yr Pass Thru 4.000 05-01-47   5,524,618 5,330,695
30 Yr Pass Thru 4.000 10-01-47   8,485,411 8,174,302
30 Yr Pass Thru 4.000 03-01-48   2,174,546 2,087,343
30 Yr Pass Thru 4.000 07-01-48   17,484,746 16,756,261
30 Yr Pass Thru 4.000 08-01-48   8,232,826 7,876,950
30 Yr Pass Thru 4.000 05-01-52   2,671,644 2,538,750
30 Yr Pass Thru 4.500 07-01-52   22,203,885 21,498,074
30 Yr Pass Thru 4.500 08-01-52   13,776,851 13,353,984
30 Yr Pass Thru 4.500 08-01-52   67,279,751 65,288,257
30 Yr Pass Thru 4.500 08-01-52   55,300,509 53,646,322
30 Yr Pass Thru 4.500 09-01-52   33,697,832 32,584,533
30 Yr Pass Thru 4.500 09-01-52   37,796,903 36,713,541
30 Yr Pass Thru 4.500 10-01-52   42,689,199 41,585,675
30 Yr Pass Thru 5.000 08-01-52   43,330,807 43,102,016
30 Yr Pass Thru 5.000 10-01-52   54,547,834 54,038,215
30 Yr Pass Thru 5.000 10-01-52   41,314,079 40,773,170
30 Yr Pass Thru 5.000 11-01-52   43,218,745 42,571,864
30 Yr Pass Thru 5.000 12-01-52   20,460,355 20,224,445
30 Yr Pass Thru 5.000 12-01-52   40,469,987 40,091,893
30 Yr Pass Thru (A) 5.000 12-01-52   5,017,406 4,951,715
30 Yr Pass Thru (A) 5.000 12-01-52   33,928,984 33,749,836
30 Yr Pass Thru (A) 5.000 01-01-53   66,718,003 65,740,244
30 Yr Pass Thru (A) 5.000 01-01-53   40,337,568 39,973,316
30 Yr Pass Thru 5.500 11-01-39   2,155,752 2,214,645
30 Yr Pass Thru 5.500 09-01-52   45,879,336 46,256,225
30 Yr Pass Thru 5.500 11-01-52   47,427,858 47,515,115
Federal National Mortgage Association          
15 Yr Pass Thru 4.500 11-01-37   38,638,341 38,162,398
15 Yr Pass Thru 4.500 11-01-37   25,394,253 25,057,642
15 Yr Pass Thru 4.500 02-01-38   39,445,783 38,922,913
30 Yr Pass Thru 2.000 09-01-50   20,133,800 16,610,204
30 Yr Pass Thru 2.500 08-01-50   27,004,648 23,156,991
30 Yr Pass Thru 2.500 08-01-50   30,174,380 25,875,095
30 Yr Pass Thru 2.500 09-01-50   121,623,497 104,218,409
30 Yr Pass Thru 2.500 09-01-50   12,141,638 10,415,476
30 Yr Pass Thru 2.500 09-01-50   65,912,708 56,521,380
30 Yr Pass Thru 2.500 08-01-51   5,535,726 4,729,257
30 Yr Pass Thru 2.500 08-01-51   44,029,709 37,615,267
30 Yr Pass Thru 2.500 10-01-51   22,712,226 19,396,311
30 Yr Pass Thru 2.500 11-01-51   48,112,731 41,193,668
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 3

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 2.500 11-01-51   46,032,606 $39,207,697
30 Yr Pass Thru 2.500 01-01-52   53,434,615 45,562,360
30 Yr Pass Thru 2.500 02-01-52   135,000,069 115,111,184
30 Yr Pass Thru 2.500 03-01-52   1,116,391 951,221
30 Yr Pass Thru 3.000 07-01-42   1,962,425 1,786,242
30 Yr Pass Thru 3.000 10-01-42   3,196,363 2,902,948
30 Yr Pass Thru 3.000 10-01-42   1,854,227 1,682,667
30 Yr Pass Thru 3.000 04-01-43   1,514,593 1,377,693
30 Yr Pass Thru 3.000 12-01-45   15,928,395 14,384,142
30 Yr Pass Thru 3.000 08-01-46   23,696,723 21,399,333
30 Yr Pass Thru 3.000 08-01-46   18,204,848 16,439,893
30 Yr Pass Thru 3.000 09-01-46   2,333,723 2,111,845
30 Yr Pass Thru 3.000 10-01-46   1,723,629 1,559,755
30 Yr Pass Thru 3.000 10-01-46   13,569,143 12,202,734
30 Yr Pass Thru 3.000 01-01-47   16,694,561 15,086,462
30 Yr Pass Thru 3.000 02-01-47   9,615,110 8,691,942
30 Yr Pass Thru 3.000 10-01-47   20,129,461 18,171,625
30 Yr Pass Thru 3.000 11-01-47   21,216,723 19,159,768
30 Yr Pass Thru 3.000 11-01-48   36,863,042 33,104,866
30 Yr Pass Thru 3.000 11-01-48   12,591,293 11,354,832
30 Yr Pass Thru 3.000 09-01-49   17,105,380 15,261,265
30 Yr Pass Thru 3.000 09-01-49   30,976,661 27,453,172
30 Yr Pass Thru 3.000 10-01-49   7,589,069 6,766,155
30 Yr Pass Thru 3.000 10-01-49   32,278,375 28,949,777
30 Yr Pass Thru 3.000 11-01-49   21,535,843 19,066,024
30 Yr Pass Thru 3.000 11-01-49   21,319,385 19,060,935
30 Yr Pass Thru 3.000 11-01-49   16,791,881 14,976,316
30 Yr Pass Thru 3.000 11-01-49   18,449,818 16,449,229
30 Yr Pass Thru 3.000 12-01-49   19,293,656 17,207,595
30 Yr Pass Thru 3.000 01-01-50   17,315,367 15,437,791
30 Yr Pass Thru 3.000 01-01-52   40,897,405 36,255,050
30 Yr Pass Thru 3.000 02-01-52   17,586,150 15,556,934
30 Yr Pass Thru 3.000 02-01-52   38,462,967 34,012,813
30 Yr Pass Thru 3.500 11-01-40   885,011 830,250
30 Yr Pass Thru 3.500 06-01-42   1,011,533 946,654
30 Yr Pass Thru 3.500 08-01-42   2,142,471 2,006,078
30 Yr Pass Thru 3.500 06-01-43   9,134,115 8,528,522
30 Yr Pass Thru 3.500 07-01-43   2,803,466 2,617,596
30 Yr Pass Thru 3.500 07-01-43   2,887,122 2,695,706
30 Yr Pass Thru 3.500 01-01-45   1,894,372 1,772,327
30 Yr Pass Thru 3.500 04-01-45   5,992,119 5,587,350
30 Yr Pass Thru 3.500 04-01-45   1,528,729 1,425,464
30 Yr Pass Thru 3.500 04-01-45   7,058,519 6,581,715
30 Yr Pass Thru 3.500 01-01-46   17,120,816 16,012,456
30 Yr Pass Thru 3.500 02-01-46   10,975,271 10,227,031
30 Yr Pass Thru 3.500 07-01-46   7,266,363 6,755,083
30 Yr Pass Thru 3.500 07-01-46   3,841,546 3,571,244
30 Yr Pass Thru 3.500 08-01-46   18,360,885 17,114,867
30 Yr Pass Thru 3.500 02-01-47   20,518,331 19,113,080
30 Yr Pass Thru 3.500 03-01-47   23,922,267 22,313,791
30 Yr Pass Thru 3.500 05-01-47   14,446,998 13,489,161
30 Yr Pass Thru 3.500 07-01-47   27,223,237 25,392,812
30 Yr Pass Thru 3.500 08-01-47   18,584,501 17,329,116
30 Yr Pass Thru 3.500 11-01-47   22,637,819 21,059,112
4 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 3.500 12-01-47   10,993,333 $10,178,588
30 Yr Pass Thru 3.500 01-01-48   17,595,806 16,291,736
30 Yr Pass Thru 3.500 03-01-48   4,486,728 4,186,453
30 Yr Pass Thru 3.500 03-01-48   9,696,971 8,966,182
30 Yr Pass Thru 3.500 03-01-49   2,854,436 2,642,886
30 Yr Pass Thru 3.500 06-01-49   17,697,464 16,381,711
30 Yr Pass Thru 3.500 06-01-49   53,220,913 49,309,836
30 Yr Pass Thru 3.500 09-01-49   5,226,511 4,818,336
30 Yr Pass Thru 3.500 12-01-49   24,122,129 22,230,725
30 Yr Pass Thru 3.500 02-01-50   25,841,486 23,807,192
30 Yr Pass Thru 3.500 02-01-52   25,274,084 23,355,541
30 Yr Pass Thru 3.500 02-01-52   36,025,781 32,815,430
30 Yr Pass Thru 3.500 04-01-52   34,143,125 31,247,252
30 Yr Pass Thru 3.500 04-01-52   22,885,355 20,987,228
30 Yr Pass Thru 4.000 09-01-40   2,588,284 2,500,864
30 Yr Pass Thru 4.000 09-01-40   3,653,207 3,530,081
30 Yr Pass Thru 4.000 11-01-40   1,234,309 1,192,680
30 Yr Pass Thru 4.000 12-01-40   1,514,365 1,463,167
30 Yr Pass Thru 4.000 01-01-41   2,448,417 2,365,442
30 Yr Pass Thru 4.000 09-01-41   3,215,661 3,105,057
30 Yr Pass Thru 4.000 09-01-41   1,365,491 1,319,158
30 Yr Pass Thru 4.000 10-01-41   1,015,559 980,629
30 Yr Pass Thru 4.000 01-01-42   1,526,823 1,474,609
30 Yr Pass Thru 4.000 05-01-42   2,027,346 1,957,204
30 Yr Pass Thru 4.000 09-01-43   4,084,027 3,954,900
30 Yr Pass Thru 4.000 10-01-43   4,029,638 3,893,416
30 Yr Pass Thru 4.000 10-01-43   1,454,908 1,400,269
30 Yr Pass Thru 4.000 01-01-44   2,972,714 2,872,221
30 Yr Pass Thru 4.000 12-01-45   7,562,008 7,266,202
30 Yr Pass Thru 4.000 02-01-46   3,655,957 3,508,376
30 Yr Pass Thru 4.000 04-01-46   4,750,341 4,554,128
30 Yr Pass Thru 4.000 06-01-46   2,897,929 2,778,231
30 Yr Pass Thru 4.000 07-01-46   5,372,425 5,150,517
30 Yr Pass Thru 4.000 10-01-46   1,761,738 1,687,868
30 Yr Pass Thru 4.000 01-01-47   6,801,482 6,571,559
30 Yr Pass Thru 4.000 03-01-47   7,643,297 7,318,037
30 Yr Pass Thru 4.000 04-01-47   8,160,658 7,882,238
30 Yr Pass Thru 4.000 11-01-47   2,242,961 2,153,821
30 Yr Pass Thru 4.000 12-01-47   5,248,649 5,040,056
30 Yr Pass Thru 4.000 12-01-47   2,847,447 2,725,385
30 Yr Pass Thru 4.000 09-01-48   2,515,455 2,408,410
30 Yr Pass Thru 4.000 10-01-48   7,291,365 6,969,688
30 Yr Pass Thru 4.000 10-01-48   9,144,272 8,755,139
30 Yr Pass Thru 4.000 01-01-49   6,004,817 5,719,259
30 Yr Pass Thru 4.000 01-01-49   4,899,373 4,661,791
30 Yr Pass Thru 4.000 02-01-49   6,108,983 5,816,562
30 Yr Pass Thru 4.000 07-01-49   10,828,427 10,350,705
30 Yr Pass Thru 4.000 07-01-49   15,383,091 14,709,237
30 Yr Pass Thru 4.000 08-01-49   30,819,576 29,459,897
30 Yr Pass Thru 4.000 02-01-50   24,079,318 22,949,278
30 Yr Pass Thru 4.000 03-01-51   99,143,940 94,522,107
30 Yr Pass Thru 4.000 08-01-51   54,064,125 51,695,851
30 Yr Pass Thru 4.000 10-01-51   109,959,676 104,558,742
30 Yr Pass Thru 4.000 04-01-52   10,441,495 9,866,639
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 5

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)        
30 Yr Pass Thru 4.000 06-01-52   2,855,348 $2,707,962
30 Yr Pass Thru 4.000 07-01-52   38,474,710 36,389,553
30 Yr Pass Thru (6 month LIBOR + 2.122%) (B) 4.372 07-01-33   272 275
30 Yr Pass Thru 4.500 06-01-52   41,980,381 40,737,754
30 Yr Pass Thru 4.500 06-01-52   96,400,422 93,336,074
30 Yr Pass Thru 4.500 07-01-52   78,696,077 76,219,103
30 Yr Pass Thru 4.500 08-01-52   47,766,009 46,008,807
30 Yr Pass Thru 4.500 08-01-52   10,668,322 10,340,869
30 Yr Pass Thru 4.500 08-01-52   78,113,687 75,240,065
30 Yr Pass Thru 4.500 09-01-52   64,910,278 63,232,335
30 Yr Pass Thru (A) 4.500 09-01-52   173,744,645 167,461,569
30 Yr Pass Thru 4.500 10-01-52   16,589,766 16,160,917
30 Yr Pass Thru (A) 4.500 12-01-52   44,160,660 42,743,094
30 Yr Pass Thru (A) 5.000 07-01-52   70,491,132 69,436,049
30 Yr Pass Thru (A) 5.000 08-01-52   32,674,897 32,366,054
30 Yr Pass Thru 5.000 10-01-52   45,695,288 45,168,417
30 Yr Pass Thru 5.000 10-01-52   44,343,183 43,693,329
30 Yr Pass Thru (A) 5.000 11-01-52   42,647,260 42,248,823
30 Yr Pass Thru 5.000 12-01-52   40,183,803 39,720,479
30 Yr Pass Thru (A) 5.000 01-01-53   7,981,036 7,938,895
30 Yr Pass Thru 5.000 01-01-53   35,203,474 34,755,771
30 Yr Pass Thru (A) 5.000 01-01-53   83,819,842 82,565,260
30 Yr Pass Thru 5.500 10-01-52   48,689,848 48,998,532
30 Yr Pass Thru 5.500 12-01-52   40,564,870 40,898,103
30 Yr Pass Thru 5.500 12-01-52   74,684,860 75,298,381
30 Yr Pass Thru 5.500 12-01-52   2,091,192 2,108,370
30 Yr Pass Thru 5.500 12-01-52   48,978,618 49,273,827
30 Yr Pass Thru 5.500 12-01-52   28,738,739 29,181,381
30 Yr Pass Thru 5.500 12-01-52   27,483,122 27,657,359
30 Yr Pass Thru 5.500 12-01-52   1,851,683 1,861,108
30 Yr Pass Thru 5.500 12-01-52   29,276,114 29,351,934
30 Yr Pass Thru 7.000 09-01-31   101 106
30 Yr Pass Thru 7.000 09-01-31   30 32
30 Yr Pass Thru 7.000 09-01-31   1,250 1,310
30 Yr Pass Thru 7.000 01-01-32   48 50
30 Yr Pass Thru 7.000 06-01-32   20 20
30 Yr Pass Thru 7.500 09-01-29   27 28
30 Yr Pass Thru 7.500 12-01-29   32 33
30 Yr Pass Thru 7.500 01-01-31   13 14
30 Yr Pass Thru 7.500 05-01-31   95 100
30 Yr Pass Thru 7.500 08-01-31   29 29
Government National Mortgage Association          
30 Yr Pass Thru 5.000 04-15-35   1,462 1,449
30 Yr Pass Thru 5.000 04-15-35   843 836
30 Yr Pass Thru 5.500 03-15-35   879 893
30 Yr Pass Thru 6.000 03-15-33   1,301 1,332
30 Yr Pass Thru 6.000 06-15-33   446 456
30 Yr Pass Thru 6.500 09-15-28   65 65
30 Yr Pass Thru 6.500 09-15-29   72 73
30 Yr Pass Thru 6.500 08-15-31   95 98
30 Yr Pass Thru 7.000 04-15-29   342 350
30 Yr Pass Thru 8.000 10-15-26   171 176
6 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Foreign government obligations 0.2%       $41,117,969
(Cost $47,509,535)          
Argentina 0.1%         13,666,841
Republic of Argentina
Bond (3.500% to 7-9-29, then 4.875% thereafter)
3.500 07-09-41   43,522,000 13,666,841
Qatar 0.1%         27,451,128
State of Qatar
Bond (C)
5.103 04-23-48   27,813,000 27,451,128
Corporate bonds 41.1%     $8,527,483,512
(Cost $9,647,346,559)          
Communication services 3.9%     812,656,505
Diversified telecommunication services 0.9%      
AT&T, Inc. 3.500 06-01-41   36,461,000 27,372,046
AT&T, Inc. 3.650 06-01-51   45,547,000 32,492,641
C&W Senior Financing DAC (C) 6.875 09-15-27   18,344,000 16,619,664
Connect Finco SARL (C) 6.750 10-01-26   22,977,000 21,254,638
GCI LLC (C) 4.750 10-15-28   12,612,000 10,814,790
Kenbourne Invest SA (C) 4.700 01-22-28   2,933,000 2,026,052
Kenbourne Invest SA (C) 6.875 11-26-24   5,127,000 4,633,526
Level 3 Financing, Inc. (C) 3.400 03-01-27   25,465,000 21,373,688
Telesat Canada (C) 5.625 12-06-26   8,065,000 4,213,963
Total Play Telecomunicaciones SA de CV (C) 6.375 09-20-28   17,481,000 13,589,729
Total Play Telecomunicaciones SA de CV (C) 7.500 11-12-25   34,312,000 30,541,111
Entertainment 0.8%      
Lions Gate Capital Holdings LLC (C) 5.500 04-15-29   13,719,000 9,801,265
Netflix, Inc. 4.875 04-15-28   40,575,000 39,336,245
Netflix, Inc. (C) 4.875 06-15-30   18,644,000 17,898,240
Netflix, Inc. (C) 5.375 11-15-29   6,259,000 6,159,735
Netflix, Inc. 5.875 11-15-28   32,460,000 32,865,750
Take-Two Interactive Software, Inc. 3.550 04-14-25   13,699,000 13,153,164
WarnerMedia Holdings, Inc. (C) 5.050 03-15-42   10,477,000 8,487,791
WarnerMedia Holdings, Inc. (C) 5.141 03-15-52   37,474,000 29,376,011
WMG Acquisition Corp. (C) 3.875 07-15-30   18,861,000 15,997,900
Interactive media and services 0.1%      
Match Group Holdings II LLC (C)(D) 3.625 10-01-31   5,958,000 4,662,135
Match Group Holdings II LLC (C)(D) 4.125 08-01-30   14,047,000 11,644,647
Media 1.4%      
CCO Holdings LLC (C) 4.500 06-01-33   14,410,000 11,211,016
Charter Communications Operating LLC 3.900 06-01-52   16,253,000 10,270,759
Charter Communications Operating LLC 4.200 03-15-28   40,895,000 37,583,577
Charter Communications Operating LLC 4.800 03-01-50   41,047,000 29,999,681
Charter Communications Operating LLC 5.750 04-01-48   56,688,000 47,342,318
Charter Communications Operating LLC 6.484 10-23-45   46,444,000 42,020,105
Globo Comunicacao e Participacoes SA (C) 4.875 01-22-30   25,650,000 20,734,663
LCPR Senior Secured Financing DAC (C) 5.125 07-15-29   8,324,000 7,037,422
News Corp. (C) 3.875 05-15-29   15,978,000 13,692,347
News Corp. (C) 5.125 02-15-32   7,797,000 6,919,499
Sirius XM Radio, Inc. (C) 4.000 07-15-28   15,524,000 13,273,020
Sirius XM Radio, Inc. (C) 5.000 08-01-27   26,970,000 24,744,975
Stagwell Global LLC (C)(D) 5.625 08-15-29   27,784,000 23,894,518
Univision Communications, Inc. (C) 4.500 05-01-29   7,219,000 6,088,775
Wireless telecommunication services 0.7%      
Millicom International Cellular SA (C)(D) 5.125 01-15-28   3,690,000 3,248,209
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 7

  Rate (%) Maturity date   Par value^ Value
Communication services (continued)      
Wireless telecommunication services (continued)      
Millicom International Cellular SA (C) 6.250 03-25-29   14,440,500 $13,140,855
MTN Mauritius Investments, Ltd. (C) 4.755 11-11-24   12,421,000 11,982,876
Sprint LLC 7.875 09-15-23   18,175,000 18,344,738
T-Mobile USA, Inc. 2.875 02-15-31   3,484,000 2,890,320
T-Mobile USA, Inc. 3.375 04-15-29   29,308,000 25,883,070
T-Mobile USA, Inc. 3.875 04-15-30   39,657,000 35,958,873
Vodafone Group PLC 5.625 02-10-53   12,888,000 12,383,062
Vodafone Group PLC (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%) 7.000 04-04-79   20,093,000 19,697,096
Consumer discretionary 4.9%     1,006,438,315
Auto components 0.0%      
Dealer Tire LLC (C) 8.000 02-01-28   7,968,000 7,234,625
Automobiles 1.7%      
Ford Motor Company 3.250 02-12-32   12,651,000 9,590,817
Ford Motor Credit Company LLC 2.900 02-16-28   4,515,000 3,772,147
Ford Motor Credit Company LLC 4.000 11-13-30   13,199,000 11,000,707
Ford Motor Credit Company LLC 4.125 08-17-27   27,831,000 24,796,269
Ford Motor Credit Company LLC 4.134 08-04-25   66,909,000 62,984,787
Ford Motor Credit Company LLC 5.113 05-03-29   38,435,000 35,133,434
General Motors Company 5.400 10-15-29   27,779,000 26,674,760
General Motors Company 5.400 04-01-48   11,218,000 9,355,543
General Motors Financial Company, Inc. 2.400 10-15-28   54,508,000 45,624,474
General Motors Financial Company, Inc. 3.600 06-21-30   68,640,000 58,954,230
Hyundai Capital America (C) 1.800 10-15-25   11,799,000 10,691,817
Hyundai Capital America (C) 2.375 10-15-27   10,962,000 9,567,599
Mercedes-Benz Finance North America LLC (C) 3.500 08-03-25   10,505,000 10,096,614
Nissan Motor Acceptance Company LLC (C) 1.125 09-16-24   13,599,000 12,561,432
Nissan Motor Acceptance Company LLC (C) 1.850 09-16-26   13,377,000 11,337,205
Nissan Motor Acceptance Company LLC (C) 2.000 03-09-26   12,989,000 11,402,825
Diversified consumer services 0.2%      
GEMS MENASA Cayman, Ltd. (C) 7.125 07-31-26   12,655,000 12,366,178
Service Corp. International 4.000 05-15-31   18,037,000 15,237,838
Sotheby’s (C) 7.375 10-15-27   8,763,000 8,266,839
Hotels, restaurants and leisure 1.8%      
Affinity Interactive (C) 6.875 12-15-27   10,775,000 9,610,761
Booking Holdings, Inc. 4.625 04-13-30   29,538,000 28,700,096
Caesars Entertainment, Inc. (C) 7.000 02-15-30   6,738,000 6,788,535
CCM Merger, Inc. (C) 6.375 05-01-26   8,345,000 8,008,166
Choice Hotels International, Inc. 3.700 12-01-29   16,003,000 13,916,932
Choice Hotels International, Inc. 3.700 01-15-31   12,352,000 10,662,359
Expedia Group, Inc. 2.950 03-15-31   14,198,000 11,405,566
Expedia Group, Inc. 4.625 08-01-27   26,562,000 25,350,637
Expedia Group, Inc. 5.000 02-15-26   28,541,000 28,147,751
Full House Resorts, Inc. (C) 8.250 02-15-28   9,403,000 9,026,192
Hilton Grand Vacations Borrower Escrow LLC (C) 4.875 07-01-31   13,024,000 10,949,277
Hilton Grand Vacations Borrower Escrow LLC (C) 5.000 06-01-29   16,411,000 14,402,998
Hyatt Hotels Corp. 6.000 04-23-30   12,540,000 12,585,646
Jacobs Entertainment, Inc. (C) 6.750 02-15-29   7,277,000 6,623,744
Marriott International, Inc. 4.625 06-15-30   23,846,000 22,506,646
MGM Resorts International 4.750 10-15-28   29,156,000 26,135,902
Midwest Gaming Borrower LLC (C) 4.875 05-01-29   16,228,000 13,878,706
Mohegan Tribal Gaming Authority (C) 8.000 02-01-26   15,155,000 14,196,749
New Red Finance, Inc. (C) 4.000 10-15-30   36,442,000 30,098,177
8 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Consumer discretionary (continued)      
Hotels, restaurants and leisure (continued)      
Premier Entertainment Sub LLC (C) 5.625 09-01-29   9,007,000 $6,620,145
Resorts World Las Vegas LLC (C) 4.625 04-16-29   19,445,000 15,366,406
Resorts World Las Vegas LLC (C) 4.625 04-06-31   8,500,000 6,339,537
Travel + Leisure Company (C) 4.625 03-01-30   9,653,000 8,115,226
Travel + Leisure Company 6.600 10-01-25   9,936,000 9,904,589
Wyndham Hotels & Resorts, Inc. (C) 4.375 08-15-28   9,122,000 8,261,923
Yum! Brands, Inc. 3.625 03-15-31   13,902,000 11,651,683
Yum! Brands, Inc. (C) 4.750 01-15-30   12,209,000 11,125,451
Household durables 0.2%      
Brookfield Residential Properties, Inc. (C) 5.000 06-15-29   9,654,000 7,530,120
Century Communities, Inc. (C) 3.875 08-15-29   16,767,000 13,707,023
KB Home 4.000 06-15-31   15,888,000 12,976,167
KB Home 7.250 07-15-30   4,121,000 4,035,310
MDC Holdings, Inc. 2.500 01-15-31   10,454,000 7,703,392
Internet and direct marketing retail 0.2%      
eBay, Inc. 2.700 03-11-30   33,149,000 28,172,233
Multiline retail 0.3%      
Dollar Tree, Inc. 4.200 05-15-28   42,492,000 40,405,755
Macy’s Retail Holdings LLC (C)(D) 5.875 04-01-29   4,584,000 4,163,922
Macy’s Retail Holdings LLC (C) 5.875 03-15-30   3,508,000 3,092,197
Macy’s Retail Holdings LLC (C) 6.125 03-15-32   9,561,000 8,222,460
Specialty retail 0.5%      
Asbury Automotive Group, Inc. (C) 4.625 11-15-29   3,401,000 2,957,408
Asbury Automotive Group, Inc. 4.750 03-01-30   14,462,000 12,529,154
AutoNation, Inc. 4.750 06-01-30   22,078,000 20,509,177
Group 1 Automotive, Inc. (C) 4.000 08-15-28   8,738,000 7,503,583
Ken Garff Automotive LLC (C) 4.875 09-15-28   7,369,000 6,347,562
Lithia Motors, Inc. (C) 3.875 06-01-29   7,350,000 6,141,219
Lithia Motors, Inc. (C) 4.375 01-15-31   7,350,000 6,118,875
Lithia Motors, Inc. (C)(D) 4.625 12-15-27   3,675,000 3,336,827
The Michaels Companies, Inc. (C) 5.250 05-01-28   22,229,000 18,499,641
The Michaels Companies, Inc. (C) 7.875 05-01-29   20,540,000 15,456,350
Consumer staples 1.2%     253,773,959
Beverages 0.1%      
Anheuser-Busch Companies LLC 4.900 02-01-46   11,018,000 10,106,527
Anheuser-Busch InBev Worldwide, Inc. 4.600 04-15-48   19,890,000 17,574,438
Food and staples retailing 0.1%      
Advantage Sales & Marketing, Inc. (C) 6.500 11-15-28   21,591,000 16,497,899
Food products 0.8%      
Coruripe Netherlands BV (C) 10.000 02-10-27   19,985,000 13,795,646
JBS USA LUX SA (C) 3.625 01-15-32   17,668,000 14,152,421
JBS USA LUX SA (C) 3.750 12-01-31   5,619,000 4,503,629
JBS USA LUX SA (C) 5.125 02-01-28   11,250,000 10,692,900
JBS USA LUX SA (C) 5.750 04-01-33   30,306,000 28,267,012
Kraft Heinz Foods Company 4.375 06-01-46   46,450,000 37,921,019
Kraft Heinz Foods Company 4.875 10-01-49   11,914,000 10,502,719
Kraft Heinz Foods Company 5.000 06-04-42   12,796,000 11,609,996
MARB BondCo PLC (C) 3.950 01-29-31   26,902,000 19,234,930
NBM US Holdings, Inc. (C) 6.625 08-06-29   23,063,000 21,123,761
Household products 0.1%      
Edgewell Personal Care Company (C) 4.125 04-01-29   7,575,000 6,460,187
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 9

  Rate (%) Maturity date   Par value^ Value
Consumer staples (continued)      
Household products (continued)      
Edgewell Personal Care Company (C) 5.500 06-01-28   12,267,000 $11,455,047
Personal products 0.1%      
Natura Cosmeticos SA (C)(D) 4.125 05-03-28   11,873,000 9,222,988
Oriflame Investment Holding PLC (C) 5.125 05-04-26   17,182,000 10,652,840
Energy 4.8%     997,617,958
Energy equipment and services 0.2%      
CSI Compressco LP (C) 7.500 04-01-25   19,702,000 18,175,505
CSI Compressco LP (C) 7.500 04-01-25   5,179,000 4,777,735
CSI Compressco LP (10.000% Cash or 7.250% Cash and 3.500% PIK) (C) 10.000 04-01-26   16,839,837 14,398,061
Oil, gas and consumable fuels 4.6%      
Aker BP ASA (C) 3.000 01-15-25   18,110,000 17,241,964
Aker BP ASA (C) 3.100 07-15-31   23,855,000 19,530,523
Aker BP ASA (C) 3.750 01-15-30   15,636,000 13,796,424
Aker BP ASA (C) 4.000 01-15-31   37,303,000 32,811,374
Altera Infrastructure LP (C)(E) 8.500 07-15-23   16,547,000 413,675
Antero Midstream Partners LP (C) 5.375 06-15-29   16,047,000 14,442,300
Antero Resources Corp. (C) 5.375 03-01-30   5,836,000 5,313,696
Ascent Resources Utica Holdings LLC (C)(D) 5.875 06-30-29   20,673,000 17,985,510
Cheniere Energy Partners LP 4.000 03-01-31   31,837,000 27,432,297
Cheniere Energy Partners LP 4.500 10-01-29   31,736,000 28,800,737
CNX Resources Corp. (C) 7.375 01-15-31   4,087,000 3,893,685
Continental Resources, Inc. 4.900 06-01-44   13,606,000 10,181,954
DCP Midstream Operating LP (5.850% to 5-21-23, then 3 month LIBOR + 3.850%) (C) 5.850 05-21-43   14,289,000 14,140,394
Diamondback Energy, Inc. (D) 3.125 03-24-31   17,121,000 14,358,935
Enbridge, Inc. (5.500% to 7-15-27, then 3 month LIBOR + 3.418%) 5.500 07-15-77   22,814,000 21,075,891
Enbridge, Inc. (5.750% to 4-15-30, then 5 Year CMT + 5.314%) 5.750 07-15-80   29,961,000 28,099,523
Enbridge, Inc. (6.250% to 3-1-28, then 3 month LIBOR + 3.641%) 6.250 03-01-78   22,368,000 20,705,423
Energean Israel Finance, Ltd. (C) 5.375 03-30-28   6,461,000 5,802,940
Energean Israel Finance, Ltd. (C) 5.875 03-30-31   11,574,000 10,076,132
Energy Transfer LP 4.200 04-15-27   15,075,000 14,262,527
Energy Transfer LP 5.150 03-15-45   24,013,000 20,151,628
Energy Transfer LP 5.250 04-15-29   60,712,000 59,211,042
Energy Transfer LP 5.400 10-01-47   27,635,000 23,758,820
Energy Transfer LP 5.500 06-01-27   23,511,000 23,374,987
Energy Transfer LP (6.500% to 11-15-26, then 5 Year CMT + 5.694%) (F) 6.500 11-15-26   30,618,000 28,221,158
Enterprise Products Operating LLC (5.250% to 8-16-27, then 3 month LIBOR + 3.033%) 5.250 08-16-77   42,999,000 38,393,807
EQM Midstream Partners LP (C) 7.500 06-01-27   2,859,000 2,801,820
EQM Midstream Partners LP (C) 7.500 06-01-30   1,610,000 1,533,881
EQT Corp. 5.678 10-01-25   5,369,000 5,298,747
Hess Midstream Operations LP (C) 4.250 02-15-30   5,230,000 4,416,107
Hess Midstream Operations LP (C) 5.500 10-15-30   2,295,000 2,065,500
Inversiones Latin America Power, Ltda. (C) 5.125 06-15-33   12,349,075 5,556,243
Kinder Morgan Energy Partners LP 7.750 03-15-32   15,840,000 17,480,737
Leviathan Bond, Ltd. (C) 6.500 06-30-27   29,476,000 27,967,152
Leviathan Bond, Ltd. (C) 6.750 06-30-30   4,949,000 4,618,282
MC Brazil Downstream Trading SARL (C) 7.250 06-30-31   18,078,397 14,825,815
Midwest Connector Capital Company LLC (C) 3.900 04-01-24   23,310,000 22,725,875
MPLX LP 4.000 03-15-28   19,220,000 17,992,547
MPLX LP 4.125 03-01-27   5,490,000 5,237,500
MPLX LP 4.250 12-01-27   15,703,000 14,854,968
10 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Energy (continued)      
Oil, gas and consumable fuels (continued)      
MPLX LP 4.950 09-01-32   13,328,000 $12,525,484
MPLX LP 5.000 03-01-33   13,702,000 12,855,611
Occidental Petroleum Corp. 6.450 09-15-36   13,404,000 13,471,020
Occidental Petroleum Corp. 6.600 03-15-46   11,040,000 11,234,635
Ovintiv, Inc. 7.200 11-01-31   3,846,000 4,039,787
Parkland Corp. (C) 4.500 10-01-29   12,267,000 10,304,280
Parkland Corp. (C) 4.625 05-01-30   11,791,000 9,816,008
Petroleos Mexicanos 8.750 06-02-29   10,862,000 10,206,419
Sabine Pass Liquefaction LLC 4.200 03-15-28   13,496,000 12,669,002
Sabine Pass Liquefaction LLC 4.500 05-15-30   28,938,000 27,107,475
Sabine Pass Liquefaction LLC 5.000 03-15-27   12,815,000 12,508,131
Sabine Pass Liquefaction LLC 5.875 06-30-26   15,848,000 15,941,674
Southwestern Energy Company 4.750 02-01-32   9,065,000 7,789,826
Sunoco LP 4.500 05-15-29   7,321,000 6,425,013
Sunoco LP 4.500 04-30-30   17,216,000 14,917,664
Targa Resources Corp. 4.950 04-15-52   29,927,000 23,938,104
Targa Resources Partners LP 4.000 01-15-32   24,529,000 20,790,780
The Williams Companies, Inc. 3.750 06-15-27   22,304,000 20,962,194
The Williams Companies, Inc. 4.650 08-15-32   19,032,000 17,732,848
Var Energi ASA (C) 8.000 11-15-32   18,688,000 19,479,437
Venture Global Calcasieu Pass LLC (C) 3.875 08-15-29   6,386,000 5,507,925
Venture Global Calcasieu Pass LLC (C) 4.125 08-15-31   10,687,000 9,190,820
Financials 10.5%     2,182,462,984
Banks 6.9%      
Banco Santander SA 4.379 04-12-28   25,889,000 24,332,614
Bank of America Corp. (2.087% to 6-14-28, then SOFR + 1.060%) 2.087 06-14-29   34,490,000 28,999,042
Bank of America Corp. (2.592% to 4-29-30, then SOFR + 2.150%) 2.592 04-29-31   41,379,000 34,171,324
Bank of America Corp. (2.687% to 4-22-31, then SOFR + 1.320%) 2.687 04-22-32   65,065,000 52,769,957
Bank of America Corp. 3.248 10-21-27   27,044,000 24,901,786
Bank of America Corp. (3.846% to 3-8-32, then 5 Year CMT + 2.000%) 3.846 03-08-37   30,104,000 25,402,257
Bank of America Corp. 3.950 04-21-25   32,386,000 31,392,698
Bank of America Corp. (6.300% to 3-10-26, then 3 month LIBOR + 4.553%) (F) 6.300 03-10-26   45,620,000 45,905,125
Barclays PLC (4.375% to 3-15-28, then 5 Year CMT + 3.410%) (F) 4.375 03-15-28   25,632,000 20,130,604
Barclays PLC (8.000% to 3-15-29, then 5 Year CMT + 5.431%) (F) 8.000 03-15-29   12,203,000 11,961,381
BNP Paribas SA (9.250% to 11-17-27, then 5 Year CMT + 4.969%) (C)(F) 9.250 11-17-27   10,002,000 10,677,135
BPCE SA (C) 4.500 03-15-25   20,953,000 20,249,977
Citigroup, Inc. 3.200 10-21-26   39,653,000 36,888,779
Citigroup, Inc. 4.600 03-09-26   43,521,000 42,375,479
Citigroup, Inc. (4.700% to 1-30-25, then SOFR + 3.234%) (F) 4.700 01-30-25   32,150,000 29,336,875
Citigroup, Inc. (6.250% to 8-15-26, then 3 month LIBOR + 4.517%) (F) 6.250 08-15-26   27,864,000 27,760,625
Citizens Financial Group, Inc. 3.250 04-30-30   38,053,000 33,242,477
Credit Agricole SA (C) 2.811 01-11-41   16,269,000 10,696,911
Credit Agricole SA (C) 3.250 01-14-30   38,501,000 32,627,440
Credit Agricole SA (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%) (C)(F) 7.875 01-23-24   18,505,000 18,466,140
Danske Bank A/S (6.466% to 1-9-25, then 1 Year CMT + 2.100%) (C) 6.466 01-09-26   9,107,000 9,162,975
Fifth Third Bancorp (5.100% to 6-30-23, then 3 month LIBOR + 3.033%) (F) 5.100 06-30-23   19,543,000 19,044,833
Freedom Mortgage Corp. (C) 8.125 11-15-24   12,459,000 11,960,640
HSBC Holdings PLC (6.375% to 3-30-25, then 5 Year ICE Swap Rate + 4.368%) (F) 6.375 03-30-25   7,004,000 6,846,410
ING Groep NV (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%) (F) 6.500 04-16-25   7,245,000 6,937,812
Intesa Sanpaolo SpA (4.198% to 6-1-31, then 1 Year CMT + 2.600%) (C) 4.198 06-01-32   12,859,000 9,688,595
JPMorgan Chase & Co. (2.522% to 4-22-30, then SOFR + 2.040%) 2.522 04-22-31   37,470,000 30,981,937
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 11

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Banks (continued)      
JPMorgan Chase & Co. (2.956% to 5-13-30, then SOFR + 2.515%) 2.956 05-13-31   33,681,000 $28,285,470
JPMorgan Chase & Co. (4.600% to 2-1-25, then 3 month CME Term SOFR + 3.125%) (F) 4.600 02-01-25   28,722,000 26,643,963
JPMorgan Chase & Co. (6.750% to 2-1-24, then 3 month LIBOR + 3.780%) (F) 6.750 02-01-24   37,415,000 37,578,691
Lloyds Banking Group PLC 4.450 05-08-25   64,560,000 62,946,731
Lloyds Banking Group PLC (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%) (F) 7.500 06-27-24   22,139,000 21,892,308
M&T Bank Corp. (5.125% to 11-1-26, then 3 month LIBOR + 3.520%) (F) 5.125 11-01-26   10,483,000 9,757,052
NatWest Group PLC (3.754% to 11-1-24, then 5 Year CMT + 2.100%) 3.754 11-01-29   12,650,000 11,865,622
NatWest Group PLC (6.000% to 12-29-25, then 5 Year CMT + 5.625%) (F) 6.000 12-29-25   28,042,000 26,295,288
NatWest Markets PLC (C) 1.600 09-29-26   35,700,000 30,967,898
Santander Holdings USA, Inc. (2.490% to 1-6-27, then SOFR + 1.249%) 2.490 01-06-28   23,584,000 20,541,242
Santander Holdings USA, Inc. 3.244 10-05-26   53,984,000 49,763,106
Santander Holdings USA, Inc. 3.450 06-02-25   46,840,000 44,540,731
Santander Holdings USA, Inc. 4.400 07-13-27   11,424,000 10,851,706
Societe Generale SA (5.375% to 11-18-30, then 5 Year CMT + 4.514%) (C)(D)(F) 5.375 11-18-30   22,339,000 18,411,804
Societe Generale SA (6.221% to 6-15-32, then 1 Year CMT + 3.200%) (C) 6.221 06-15-33   14,339,000 13,618,257
Societe Generale SA (6.446% to 1-10-28, then 1 Year CMT + 2.550%) (C) 6.446 01-10-29   41,371,000 41,773,921
The PNC Financial Services Group, Inc. (3.400% to 9-15-26, then 5 Year CMT + 2.595%) (F) 3.400 09-15-26   37,637,000 31,103,217
The PNC Financial Services Group, Inc. (4.850% to 6-1-23, then 3 month LIBOR + 3.040%) (F) 4.850 06-01-23   14,899,000 14,690,963
The PNC Financial Services Group, Inc. (6.250% to 3-15-30, then 7 Year CMT + 2.808%) (F) 6.250 03-15-30   19,414,000 18,783,045
The PNC Financial Services Group, Inc. (3 month LIBOR + 3.678%) (B)(F) 8.492 05-01-23   29,301,000 29,532,397
Wells Fargo & Company (2.393% to 6-2-27, then SOFR + 2.100%) 2.393 06-02-28   64,609,000 57,119,752
Wells Fargo & Company (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%) 2.879 10-30-30   49,300,000 42,009,179
Wells Fargo & Company (3.068% to 4-30-40, then SOFR + 2.530%) 3.068 04-30-41   32,841,000 23,797,501
Wells Fargo & Company (3.350% to 3-2-32, then SOFR + 1.500%) 3.350 03-02-33   38,224,000 32,318,525
Wells Fargo & Company (5.875% to 6-15-25, then 3 month LIBOR + 3.990%) (F) 5.875 06-15-25   66,007,000 65,478,944
Capital markets 2.2%      
Ares Capital Corp. 2.150 07-15-26   27,532,000 23,720,063
Ares Capital Corp. 2.875 06-15-28   20,575,000 16,900,094
Ares Capital Corp. 3.250 07-15-25   12,452,000 11,582,618
Ares Capital Corp. 3.875 01-15-26   20,967,000 19,452,011
Ares Capital Corp. 4.200 06-10-24   7,447,000 7,287,119
Blackstone Private Credit Fund 2.350 11-22-24   24,290,000 22,649,391
Blackstone Private Credit Fund 2.700 01-15-25   18,807,000 17,526,637
Blackstone Private Credit Fund 3.250 03-15-27   5,483,000 4,721,434
Blackstone Private Credit Fund 4.000 01-15-29   27,133,000 23,019,415
Cantor Fitzgerald LP (C) 4.875 05-01-24   29,166,000 28,645,492
Deutsche Bank AG (2.311% to 11-16-26, then SOFR + 1.219%) 2.311 11-16-27   22,438,000 19,481,841
Deutsche Bank AG (3.742% to 10-7-31, then SOFR + 2.257%) 3.742 01-07-33   29,929,000 22,930,793
Lazard Group LLC 4.375 03-11-29   24,053,000 22,526,971
Macquarie Bank, Ltd. (C) 3.624 06-03-30   17,809,000 15,045,337
Macquarie Bank, Ltd. (C) 4.875 06-10-25   18,897,000 18,547,406
Morgan Stanley (2.239% to 7-21-31, then SOFR + 1.178%) 2.239 07-21-32   14,771,000 11,489,664
Morgan Stanley (2.484% to 9-16-31, then SOFR + 1.360%) 2.484 09-16-36   38,200,000 28,497,676
Morgan Stanley 3.875 01-27-26   19,257,000 18,563,916
MSCI, Inc. (C) 3.250 08-15-33   13,634,000 10,750,818
MSCI, Inc. (C) 3.625 11-01-31   15,116,000 12,640,755
The Goldman Sachs Group, Inc. (2.615% to 4-22-31, then SOFR + 1.281%) 2.615 04-22-32   76,569,000 61,492,696
12 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Financials (continued)      
Capital markets (continued)      
The Goldman Sachs Group, Inc. (2.650% to 10-21-31, then SOFR + 1.264%) 2.650 10-21-32   29,672,000 $23,658,516
UBS Group AG (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%) (C)(F) 7.000 01-31-24   16,988,000 16,906,170
Consumer finance 0.4%      
Ally Financial, Inc. 5.125 09-30-24   36,120,000 35,804,338
Ally Financial, Inc. (D) 7.100 11-15-27   14,730,000 15,292,523
Discover Financial Services 4.100 02-09-27   8,970,000 8,499,588
Enova International, Inc. (C) 8.500 09-01-24   3,762,000 3,716,781
Enova International, Inc. (C) 8.500 09-15-25   17,273,000 16,578,488
OneMain Finance Corp. 6.875 03-15-25   6,648,000 6,489,985
Insurance 0.9%      
Athene Holding, Ltd. 3.500 01-15-31   13,118,000 11,012,701
CNA Financial Corp. 2.050 08-15-30   10,645,000 8,421,300
CNO Financial Group, Inc. 5.250 05-30-25   11,065,000 10,910,511
CNO Financial Group, Inc. 5.250 05-30-29   30,469,000 28,871,485
Liberty Mutual Group, Inc. (4.125% to 9-15-26, then 5 Year CMT + 3.315%) (C) 4.125 12-15-51   18,110,000 15,108,630
MetLife, Inc. (6.400% to 12-15-36, then 3 month LIBOR + 2.205%) 6.400 12-15-36   24,309,000 24,397,242
Nippon Life Insurance Company (2.750% to 1-21-31, then 5 Year CMT + 2.653%) (C) 2.750 01-21-51   29,307,000 24,031,740
Prudential Financial, Inc. (5.125% to 11-28-31, then 5 Year CMT + 3.162%) 5.125 03-01-52   14,802,000 13,526,808
SBL Holdings, Inc. (C) 5.000 02-18-31   22,901,000 18,757,814
Teachers Insurance & Annuity Association of America (C) 4.270 05-15-47   27,751,000 23,758,733
Thrifts and mortgage finance 0.1%      
Nationstar Mortgage Holdings, Inc. (C) 5.125 12-15-30   6,356,000 4,924,502
Nationstar Mortgage Holdings, Inc. (C) 5.500 08-15-28   11,236,000 9,543,634
Nationstar Mortgage Holdings, Inc. (C) 6.000 01-15-27   6,021,000 5,539,320
Radian Group, Inc. 4.500 10-01-24   12,023,000 11,760,887
Health care 1.9%     400,099,098
Biotechnology 0.3%      
AbbVie, Inc. 3.200 11-21-29   70,119,000 62,017,042
Amgen, Inc. (A) 5.250 03-02-30   8,204,000 8,163,983
Health care equipment and supplies 0.1%      
Varex Imaging Corp. (C)(D) 7.875 10-15-27   9,865,000 9,667,668
Health care providers and services 1.2%      
AdaptHealth LLC (C) 5.125 03-01-30   11,714,000 10,132,610
AmerisourceBergen Corp. 2.800 05-15-30   22,531,000 19,194,747
Centene Corp. 2.450 07-15-28   6,416,000 5,387,772
Centene Corp. 3.000 10-15-30   20,848,000 17,031,357
Centene Corp. 3.375 02-15-30   12,115,000 10,222,387
CVS Health Corp. 3.750 04-01-30   7,194,000 6,497,887
CVS Health Corp. 3.875 07-20-25   5,090,000 4,931,295
CVS Health Corp. 5.050 03-25-48   23,954,000 21,498,721
DaVita, Inc. (C) 3.750 02-15-31   25,782,000 19,468,017
DaVita, Inc. (C) 4.625 06-01-30   25,304,000 20,854,798
Encompass Health Corp. 4.500 02-01-28   9,496,000 8,717,898
Encompass Health Corp. 4.625 04-01-31   6,644,000 5,680,952
Fresenius Medical Care US Finance III, Inc. (C) 2.375 02-16-31   37,988,000 27,688,350
HCA, Inc. 5.250 04-15-25   21,962,000 21,745,967
HCA, Inc. 5.250 06-15-26   17,933,000 17,652,262
Universal Health Services, Inc. 1.650 09-01-26   22,040,000 19,137,256
Universal Health Services, Inc. 2.650 10-15-30   23,046,000 18,767,991
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 13

  Rate (%) Maturity date   Par value^ Value
Health care (continued)      
Pharmaceuticals 0.3%      
Organon & Company (C) 5.125 04-30-31   20,418,000 $17,329,778
Royalty Pharma PLC 1.750 09-02-27   12,150,000 10,294,324
Viatris, Inc. 2.300 06-22-27   8,657,000 7,477,493
Viatris, Inc. 2.700 06-22-30   19,825,000 15,716,700
Viatris, Inc. 4.000 06-22-50   22,979,000 14,821,843
Industrials 6.0%     1,248,391,380
Aerospace and defense 0.8%      
DAE Funding LLC (C) 2.625 03-20-25   24,111,000 22,557,142
Huntington Ingalls Industries, Inc. 4.200 05-01-30   17,017,000 15,532,684
The Boeing Company 3.200 03-01-29   13,975,000 12,292,002
The Boeing Company 5.040 05-01-27   43,185,000 42,535,322
The Boeing Company 5.150 05-01-30   57,564,000 55,702,738
TransDigm, Inc. 5.500 11-15-27   13,817,000 12,722,549
Air freight and logistics 0.0%      
Simpar Europe SA (C) 5.200 01-26-31   6,695,000 4,678,131
Airlines 2.3%      
Air Canada 2013-1 Class A Pass Through Trust (C) 4.125 05-15-25   8,564,119 7,970,785
Air Canada 2017-1 Class B Pass Through Trust (C) 3.700 01-15-26   8,650,238 8,045,424
Air Canada 2020-1 Class C Pass Through Trust (C) 10.500 07-15-26   5,687,000 6,056,655
Alaska Airlines 2020-1 Class B Pass Through Trust (C) 8.000 08-15-25   9,854,714 10,074,218
American Airlines 2015-1 Class A Pass Through Trust (D) 3.375 05-01-27   56,540,938 48,989,330
American Airlines 2015-1 Class B Pass Through Trust 3.700 05-01-23   11,387,787 11,252,407
American Airlines 2016-1 Class A Pass Through Trust (D) 4.100 01-15-28   21,901,919 19,658,291
American Airlines 2016-3 Class A Pass Through Trust 3.250 10-15-28   3,142,455 2,704,089
American Airlines 2017-1 Class A Pass Through Trust 4.000 02-15-29   11,270,540 9,839,869
American Airlines 2017-1 Class AA Pass Through Trust 3.650 02-15-29   14,657,950 13,200,095
American Airlines 2017-2 Class A Pass Through Trust 3.600 10-15-29   13,648,600 11,476,024
American Airlines 2019-1 Class A Pass Through Trust 3.500 02-15-32   22,243,326 18,517,569
American Airlines 2019-1 Class AA Pass Through Trust 3.150 02-15-32   22,449,300 19,544,392
American Airlines 2019-1 Class B Pass Through Trust 3.850 02-15-28   7,858,218 7,060,268
American Airlines 2021-1 Class A Pass Through Trust 2.875 07-11-34   13,297,646 10,892,478
American Airlines 2021-1 Class B Pass Through Trust 3.950 07-11-30   14,378,480 12,563,053
British Airways 2013-1 Class A Pass Through Trust (C) 4.625 06-20-24   7,209,121 7,055,999
British Airways 2018-1 Class A Pass Through Trust (C) 4.125 09-20-31   6,890,101 5,994,925
British Airways 2020-1 Class A Pass Through Trust (C) 4.250 11-15-32   6,803,758 6,327,751
British Airways 2020-1 Class B Pass Through Trust (C) 8.375 11-15-28   4,854,326 4,790,603
Delta Air Lines, Inc. (D) 4.375 04-19-28   26,290,000 23,992,254
Delta Air Lines, Inc. (C) 4.500 10-20-25   5,247,886 5,097,439
Delta Air Lines, Inc. (C) 4.750 10-20-28   20,881,627 19,831,620
JetBlue 2019-1 Class AA Pass Through Trust 2.750 05-15-32   17,009,319 14,386,705
United Airlines 2014-2 Class A Pass Through Trust 3.750 09-03-26   27,960,731 26,249,837
United Airlines 2016-1 Class A Pass Through Trust 3.450 07-07-28   23,439,394 20,067,715
United Airlines 2016-1 Class B Pass Through Trust 3.650 01-07-26   19,578,180 18,062,569
United Airlines 2018-1 Class B Pass Through Trust 4.600 03-01-26   10,654,484 10,068,487
United Airlines 2019-1 Class A Pass Through Trust 4.550 08-25-31   19,738,082 17,764,274
United Airlines 2020-1 Class A Pass Through Trust 5.875 10-15-27   43,020,473 42,267,614
United Airlines 2020-1 Class B Pass Through Trust 4.875 01-15-26   10,386,566 9,971,103
United Airlines, Inc. (C) 4.375 04-15-26   1,856,000 1,746,829
United Airlines, Inc. (C) 4.625 04-15-29   4,647,000 4,119,732
US Airways 2010-1 Class A Pass Through Trust 6.250 04-22-23   3,952,910 3,924,871
US Airways 2011-1 Class A Pass Through Trust 7.125 10-22-23   10,613,953 10,561,897
US Airways 2012-1 Class A Pass Through Trust 5.900 10-01-24   4,300,527 4,289,990
14 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Industrials (continued)      
Airlines (continued)      
US Airways 2012-2 Class A Pass Through Trust (D) 4.625 06-03-25   10,196,501 $9,794,163
Building products 0.3%      
Builders FirstSource, Inc. (C) 4.250 02-01-32   19,875,000 16,685,555
Builders FirstSource, Inc. (C) 5.000 03-01-30   2,354,000 2,120,133
Builders FirstSource, Inc. (C) 6.375 06-15-32   12,079,000 11,600,396
Owens Corning 3.875 06-01-30   3,327,000 3,016,991
Owens Corning 3.950 08-15-29   25,526,000 23,438,671
Commercial services and supplies 0.3%      
Albion Financing 1 SARL (C) 6.125 10-15-26   12,103,000 10,822,745
Allied Universal Holdco LLC (C) 6.000 06-01-29   6,511,000 4,850,524
APX Group, Inc. (C) 5.750 07-15-29   17,139,000 14,359,397
Graphic Packaging International LLC (C) 3.500 03-01-29   17,119,000 14,709,637
Prime Security Services Borrower LLC (C) 3.375 08-31-27   3,713,000 3,211,345
Prime Security Services Borrower LLC (C) 6.250 01-15-28   13,157,000 12,204,433
Construction and engineering 0.2%      
Global Infrastructure Solutions, Inc. (C) 5.625 06-01-29   17,739,000 14,803,463
MasTec, Inc. (C)(D) 4.500 08-15-28   11,194,000 10,185,802
Tutor Perini Corp. (C) 6.875 05-01-25   18,996,000 15,877,458
Electrical equipment 0.1%      
Regal Rexnord Corp. (C) 6.050 02-15-26   15,954,000 15,826,077
Regal Rexnord Corp. (C) 6.400 04-15-33   13,673,000 13,453,840
Machinery 0.1%      
Flowserve Corp. 3.500 10-01-30   12,864,000 10,851,019
Hillenbrand, Inc. 3.750 03-01-31   7,543,000 6,170,777
JB Poindexter & Company, Inc. (C) 7.125 04-15-26   7,764,000 7,482,477
Professional services 0.2%      
CoStar Group, Inc. (C) 2.800 07-15-30   29,716,000 24,492,108
TriNet Group, Inc. (C) 3.500 03-01-29   7,774,000 6,491,313
Road and rail 0.3%      
Uber Technologies, Inc. (C) 4.500 08-15-29   28,116,000 24,856,793
Uber Technologies, Inc. (C) 7.500 05-15-25   16,481,000 16,648,068
Uber Technologies, Inc. (C) 7.500 09-15-27   25,776,000 26,134,544
Trading companies and distributors 1.4%      
AerCap Ireland Capital DAC 1.650 10-29-24   12,564,000 11,655,330
AerCap Ireland Capital DAC 1.750 01-30-26   25,521,000 22,559,925
AerCap Ireland Capital DAC 2.450 10-29-26   83,808,000 73,882,771
AerCap Ireland Capital DAC 2.875 08-14-24   28,952,000 27,530,095
Air Lease Corp. 2.100 09-01-28   14,336,000 11,844,312
Air Lease Corp. 2.875 01-15-26   12,330,000 11,365,635
Air Lease Corp. 3.625 12-01-27   16,742,000 15,219,257
Ashtead Capital, Inc. (C) 2.450 08-12-31   14,729,000 11,309,463
Ashtead Capital, Inc. (C) 4.250 11-01-29   7,666,000 6,931,609
Ashtead Capital, Inc. (C) 4.375 08-15-27   15,640,000 14,659,152
Ashtead Capital, Inc. (C) 5.550 05-30-33   9,115,000 8,734,292
Beacon Roofing Supply, Inc. (C) 4.125 05-15-29   13,448,000 11,514,850
BlueLinx Holdings, Inc. (C) 6.000 11-15-29   18,852,000 16,099,782
SMBC Aviation Capital Finance DAC (C) 2.300 06-15-28   8,237,000 6,796,441
United Rentals North America, Inc. 3.875 11-15-27   13,783,000 12,714,818
United Rentals North America, Inc. 4.875 01-15-28   26,278,000 25,048,190
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 15

  Rate (%) Maturity date   Par value^ Value
Information technology 3.2%     $668,378,652
Communications equipment 0.3%      
Motorola Solutions, Inc. 2.300 11-15-30   34,267,000 26,804,077
Motorola Solutions, Inc. 2.750 05-24-31   28,486,000 22,641,216
Motorola Solutions, Inc. 4.600 05-23-29   10,368,000 9,756,985
IT services 0.4%      
Block, Inc. 3.500 06-01-31   8,050,000 6,503,595
CGI, Inc. 1.450 09-14-26   24,919,000 21,966,561
Gartner, Inc. (C) 4.500 07-01-28   25,252,000 23,182,012
Sabre GLBL, Inc. (C) 7.375 09-01-25   14,309,000 13,393,468
VeriSign, Inc. 2.700 06-15-31   13,953,000 11,265,869
Semiconductors and semiconductor equipment 1.7%      
Broadcom, Inc. (C) 3.419 04-15-33   35,997,000 28,981,092
Broadcom, Inc. 4.750 04-15-29   85,868,000 82,130,043
Broadcom, Inc. (C) 4.926 05-15-37   15,585,000 13,556,283
KLA Corp. 4.100 03-15-29   15,557,000 14,815,956
Marvell Technology, Inc. 2.450 04-15-28   31,863,000 27,257,038
Micron Technology, Inc. 4.185 02-15-27   68,119,000 64,480,452
Micron Technology, Inc. 5.327 02-06-29   65,097,000 63,590,188
NXP BV 3.875 06-18-26   32,848,000 31,200,155
Qorvo, Inc. (C) 3.375 04-01-31   16,254,000 13,007,589
Renesas Electronics Corp. (C) 1.543 11-26-24   18,559,000 17,075,188
Software 0.3%      
Autodesk, Inc. 2.850 01-15-30   10,308,000 8,851,345
Consensus Cloud Solutions, Inc. (C) 6.500 10-15-28   12,044,000 10,508,390
Infor, Inc. (C) 1.750 07-15-25   7,620,000 6,850,642
Oracle Corp. 2.950 04-01-30   51,015,000 43,532,813
Technology hardware, storage and peripherals 0.5%      
CDW LLC 3.250 02-15-29   8,552,000 7,205,541
Dell International LLC 4.900 10-01-26   41,783,000 40,863,042
Dell International LLC 5.300 10-01-29   20,296,000 19,610,072
Dell International LLC 5.850 07-15-25   12,962,000 13,040,579
Western Digital Corp. 4.750 02-15-26   27,865,000 26,308,461
Materials 1.7%     346,604,788
Chemicals 0.3%      
Braskem Idesa SAPI (C) 6.990 02-20-32   13,611,000 9,475,978
Braskem Netherlands Finance BV (C) 5.875 01-31-50   24,630,000 18,803,182
Sasol Financing USA LLC 5.500 03-18-31   14,257,000 11,886,774
Trinseo Materials Operating SCA (C) 5.125 04-01-29   8,291,000 5,521,241
Valvoline, Inc. (C) 3.625 06-15-31   21,112,000 17,001,534
Construction materials 0.3%      
Cemex SAB de CV (C) 3.875 07-11-31   20,594,000 16,578,170
Cemex SAB de CV (C) 5.200 09-17-30   17,916,000 16,375,603
Standard Industries, Inc. (C) 3.375 01-15-31   8,626,000 6,618,371
Standard Industries, Inc. (C) 4.375 07-15-30   10,985,000 9,145,013
Standard Industries, Inc. (C) 5.000 02-15-27   4,561,000 4,213,594
Containers and packaging 0.2%      
Mauser Packaging Solutions Holding Company (C) 7.875 08-15-26   10,356,000 10,420,725
Owens-Brockway Glass Container, Inc. (C) 6.625 05-13-27   9,013,000 8,765,143
Pactiv Evergreen Group Issuer LLC (C) 4.375 10-15-28   11,571,000 9,925,695
Pactiv Evergreen Group Issuer, Inc. (C) 4.000 10-15-27   24,222,000 21,130,062
Metals and mining 0.9%      
Anglo American Capital PLC (C) 4.750 04-10-27   14,781,000 14,353,024
16 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Materials (continued)      
Metals and mining (continued)      
Arconic Corp. (C) 6.125 02-15-28   10,635,000 $10,448,888
First Quantum Minerals, Ltd. (C) 6.500 03-01-24   3,794,000 3,757,919
First Quantum Minerals, Ltd. (C) 6.875 03-01-26   9,628,000 9,185,738
First Quantum Minerals, Ltd. (C) 6.875 10-15-27   15,023,000 14,094,579
First Quantum Minerals, Ltd. (C) 7.500 04-01-25   11,526,000 11,180,286
Freeport-McMoRan, Inc. 4.250 03-01-30   25,953,000 23,503,815
Freeport-McMoRan, Inc. 4.625 08-01-30   18,994,000 17,528,549
Freeport-McMoRan, Inc. 5.450 03-15-43   30,200,000 27,265,587
Hudbay Minerals, Inc. (C) 4.500 04-01-26   4,708,000 4,227,031
JW Aluminum Continuous Cast Company (C) 10.250 06-01-26   6,904,000 6,938,520
Newmont Corp. 2.800 10-01-29   10,460,000 8,900,597
Novelis Corp. (C) 4.750 01-30-30   28,979,000 25,458,341
Volcan Cia Minera SAA (C) 4.375 02-11-26   4,899,000 3,900,829
Real estate 1.5%     298,712,057
Equity real estate investment trusts 1.5%      
American Homes 4 Rent LP 4.250 02-15-28   12,929,000 12,073,470
American Tower Corp. 1.600 04-15-26   15,794,000 14,055,905
American Tower Corp. (D) 3.550 07-15-27   18,925,000 17,492,363
American Tower Corp. 3.800 08-15-29   38,566,000 34,765,909
Crown Castle, Inc. 3.800 02-15-28   13,032,000 12,102,839
GLP Capital LP 3.250 01-15-32   10,853,000 8,620,946
GLP Capital LP 4.000 01-15-30   10,777,000 9,438,432
GLP Capital LP 5.375 04-15-26   20,353,000 19,848,856
Host Hotels & Resorts LP 3.375 12-15-29   27,488,000 23,393,662
Host Hotels & Resorts LP 3.500 09-15-30   15,915,000 13,229,372
Host Hotels & Resorts LP 4.500 02-01-26   12,001,000 11,568,910
Iron Mountain Information Management Services, Inc. (C) 5.000 07-15-32   4,858,000 4,006,587
Iron Mountain, Inc. (C) 4.875 09-15-29   9,816,000 8,544,681
Iron Mountain, Inc. (C) 5.250 07-15-30   11,787,000 10,277,557
RHP Hotel Properties LP (C) 4.500 02-15-29   15,671,000 13,640,871
SBA Tower Trust (C) 2.836 01-15-25   22,542,000 21,172,118
SBA Tower Trust (C) 6.599 01-15-28   8,442,000 8,713,749
VICI Properties LP (C) 3.875 02-15-29   13,041,000 11,339,680
VICI Properties LP (C) 4.125 08-15-30   12,630,000 10,909,586
VICI Properties LP (C) 4.625 12-01-29   24,513,000 21,962,689
VICI Properties LP 5.125 05-15-32   5,669,000 5,259,982
XHR LP (C) 4.875 06-01-29   7,368,000 6,293,893
Utilities 1.5%     312,347,816
Electric utilities 1.0%      
Atlantica Transmision Sur SA (C) 6.875 04-30-43   12,508,713 11,539,288
Emera US Finance LP 3.550 06-15-26   22,002,000 20,654,148
FirstEnergy Corp. (D) 2.650 03-01-30   15,065,000 12,492,802
FirstEnergy Corp. 3.400 03-01-50   5,998,000 4,052,792
Instituto Costarricense de Electricidad (C) 6.375 05-15-43   7,220,000 5,812,100
NextEra Energy Capital Holdings, Inc. 2.250 06-01-30   10,230,000 8,276,044
NextEra Energy Capital Holdings, Inc. 6.051 03-01-25   9,179,000 9,234,896
NRG Energy, Inc. (C) 2.450 12-02-27   22,398,000 18,883,780
NRG Energy, Inc. (C) 3.375 02-15-29   5,134,000 4,168,602
NRG Energy, Inc. (C) 3.625 02-15-31   12,916,000 10,014,764
NRG Energy, Inc. (C) 3.875 02-15-32   25,570,000 19,830,558
NRG Energy, Inc. (C) 4.450 06-15-29   16,431,000 14,620,816
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 17

  Rate (%) Maturity date   Par value^ Value
Utilities (continued)      
Electric utilities (continued)      
Vistra Operations Company LLC (C) 3.700 01-30-27   43,768,000 $40,074,492
Vistra Operations Company LLC (C) 4.300 07-15-29   38,331,000 34,493,755
Gas utilities 0.1%      
AmeriGas Partners LP 5.500 05-20-25   20,313,000 19,308,639
Independent power and renewable electricity producers 0.3%      
AES Panama Generation Holdings SRL (C) 4.375 05-31-30   16,304,000 14,249,696
DPL, Inc. 4.125 07-01-25   14,640,000 13,751,749
LLPL Capital Pte, Ltd. (C) 6.875 02-04-39   3,008,990 2,739,880
NextEra Energy Operating Partners LP (C) 3.875 10-15-26   16,950,000 15,339,750
NextEra Energy Operating Partners LP (C) 4.500 09-15-27   6,602,000 6,057,335
Multi-utilities 0.1%      
Dominion Energy, Inc. 3.375 04-01-30   14,886,000 13,021,817
NiSource, Inc. 3.600 05-01-30   15,381,000 13,730,113
Municipal bonds 0.2%         $45,334,070
(Cost $53,989,768)          
Golden State Tobacco Securitization Corp. (California) 4.214 06-01-50   16,097,000 12,829,700
New Jersey Transportation Trust Fund Authority 4.081 06-15-39   21,894,000 18,835,189
New Jersey Transportation Trust Fund Authority 4.131 06-15-42   1,745,000 1,459,979
State Board of Administration Finance Corp. (Florida) 1.705 07-01-27   13,918,000 12,209,202
Term loans (G) 0.1%         $23,076,300
(Cost $25,666,595)          
Industrials 0.1% 15,813,879
Professional services 0.1%
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) 8.188 06-02-28   18,501,175 15,813,879
Materials 0.0% 7,262,421
Containers and packaging 0.0%
Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month SOFR + 4.175%) 8.893 04-13-29   4,135,220 4,072,861
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (H) TBD 04-03-24   3,193,551 3,189,560
Collateralized mortgage obligations 7.9%       $1,631,248,172
(Cost $1,970,404,921)          
Commercial and residential 5.8%     1,199,331,562
Angel Oak Mortgage Trust LLC    
Series 2020-R1, Class A1 (C)(I) 0.990 04-25-53   8,496,554 7,820,345
Series 2021-2, Class A1 (C)(I) 0.985 04-25-66   7,663,813 6,370,091
Series 2021-4, Class A1 (C)(I) 1.035 01-20-65   17,269,571 13,754,918
Series 2021-5, Class A1 (C)(I) 0.951 07-25-66   22,516,153 18,364,267
Arroyo Mortgage Trust    
Series 2021-1R, Class A1 (C)(I) 1.175 10-25-48   13,418,290 11,156,974
BAMLL Commercial Mortgage Securities Trust    
Series 2019-BPR, Class ENM (C)(I) 3.719 11-05-32   11,565,000 8,522,072
Barclays Commercial Mortgage Trust    
Series 2019-C5, Class A2 3.043 11-15-52   15,513,000 14,806,220
BBCMS Mortgage Trust    
Series 2020-C6, Class A2 2.690 02-15-53   10,908,000 10,295,371
BBCMS Trust    
Series 2015-SRCH, Class D (C)(I) 4.957 08-10-35   15,436,000 13,284,973
Bear Stearns Commercial Mortgage Securities Trust    
Series 2005-PWR8, Class X1 IO (C) 0.716 06-11-41   6,956 7
Benchmark Mortgage Trust    
Series 2019-B12, Class A2 3.001 08-15-52   20,287,949 19,500,596
Series 2019-B13, Class A2 2.889 08-15-57   20,055,000 19,030,597
BOCA Commercial Mortgage Trust    
18 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%) (B)(C) 6.332 05-15-39   19,350,000 $19,259,237
Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) (B)(C) 6.882 05-15-39   7,240,000 7,112,976
BPR Trust    
Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) (B)(C) 6.460 04-15-37   55,353,000 54,349,046
BRAVO Residential Funding Trust    
Series 2021-NQM1, Class A1 (C)(I) 0.941 02-25-49   10,000,452 8,748,358
BWAY Mortgage Trust    
Series 2015-1740, Class XA IO (C) 0.179 01-10-35   123,773,000 15,472
BX Commercial Mortgage Trust    
Series 2020-VKNG, Class A (1 month CME Term SOFR + 1.044%) (B)(C) 5.607 10-15-37   17,089,848 16,908,128
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%) (B)(C) 5.438 11-15-38   17,129,000 16,839,460
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%) (B)(C) 5.688 09-15-36   23,449,000 22,626,329
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) (B)(C) 5.552 01-17-39   41,470,000 40,730,718
BX Trust    
Series 2022-CLS, Class A (C) 5.760 10-13-27   19,433,000 18,887,535
CAMB Commercial Mortgage Trust    
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) (B)(C) 6.338 12-15-37   6,315,000 6,204,087
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) (B)(C) 7.138 12-15-37   12,809,000 12,519,815
Citigroup Commercial Mortgage Trust    
Series 2019-PRM, Class A (C) 3.341 05-10-36   19,515,000 19,214,090
Series 2019-SMRT, Class A (C) 4.149 01-10-36   10,996,000 10,786,698
COLT Mortgage Loan Trust    
Series 2021-2, Class A1 (C)(I) 0.924 08-25-66   14,283,320 11,296,197
Series 2021-3, Class A1 (C)(I) 0.956 09-27-66   21,271,731 16,751,488
Series 2021-HX1, Class A1 (C)(I) 1.110 10-25-66   16,522,941 13,337,783
COLT Trust    
Series 2020-RPL1, Class A1 (C)(I) 1.390 01-25-65   30,236,617 25,775,397
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG)    
Series 2012-CR3, Class XA IO 1.228 10-15-45   8,095,051 802
Series 2014-CR15, Class XA IO 0.615 02-10-47   49,031,460 197,018
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG)    
Series 2018-COR3, Class XA IO 0.434 05-10-51   222,683,535 4,138,084
Commercial Mortgage Trust (Deutsche Bank AG)    
Series 2013-300P, Class D (C)(I) 4.394 08-10-30   18,413,000 16,919,048
Series 2017-PANW, Class A (C) 3.244 10-10-29   7,264,000 6,821,354
Series 2020-CBM, Class A2 (C) 2.896 02-10-37   14,666,000 13,627,578
Credit Suisse Mortgage Capital Certificates    
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%) (B)(C) 6.188 05-15-36   23,760,886 23,491,829
Series 2020-NET, Class A (C) 2.257 08-15-37   7,038,652 6,323,824
Series 2021-NQM2, Class A1 (C)(I) 1.179 02-25-66   13,025,874 10,934,924
Series 2021-NQM3, Class A1 (C)(I) 1.015 04-25-66   11,592,335 9,405,854
Series 2021-NQM5, Class A1 (C)(I) 0.938 05-25-66   8,383,775 6,552,566
Series 2021-NQM6, Class A1 (C)(I) 1.174 07-25-66   21,280,228 16,939,051
Ellington Financial Mortgage Trust    
Series 2021-1, Class A1 (C)(I) 0.797 02-25-66   5,652,052 4,595,808
Series 2021-2, Class A1 (C)(I) 0.931 06-25-66   13,950,302 11,205,509
Flagstar Mortgage Trust    
Series 2021-1, Class A2 (C)(I) 2.500 02-01-51   27,263,500 21,996,110
GCAT Trust    
Series 2021-NQM1, Class A1 (C)(I) 0.874 01-25-66   9,137,291 7,619,347
Series 2021-NQM2, Class A1 (C)(I) 1.036 05-25-66   10,217,382 8,257,110
Series 2021-NQM3, Class A1 (C)(I) 1.091 05-25-66   16,355,211 13,325,957
GS Mortgage Securities Trust    
Series 2011-GC5, Class XA IO (C) 0.090 08-10-44   3,203,485 32
Series 2015-590M, Class C (C)(I) 3.805 10-10-35   6,950,000 6,183,583
Series 2017-485L, Class C (C)(I) 3.982 02-10-37   6,670,000 5,737,243
Series 2019-GC40, Class A2 2.971 07-10-52   22,410,000 21,599,717
Series 2020-UPTN, Class A (C) 2.751 02-10-37   13,326,000 12,235,308
GS Mortgage-Backed Securities Trust    
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 19

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Series 2020-NQM1, Class A1 (C)(I) 1.382 09-27-60   3,095,063 $2,810,813
Series 2021-NQM1, Class A1 (C)(I) 1.017 07-25-61   6,913,163 5,817,167
HarborView Mortgage Loan Trust    
Series 2007-3, Class ES IO (C) 0.350 05-19-47   17,622,522 185,867
Series 2007-4, Class ES IO 0.350 07-19-47   18,160,794 241,668
Series 2007-6, Class ES IO (C) 0.343 08-19-37   18,582,380 235,933
Imperial Fund Mortgage Trust    
Series 2021-NQM1, Class A1 (C)(I) 1.071 06-25-56   9,930,901 8,177,613
IMT Trust    
Series 2017-APTS, Class AFX (C) 3.478 06-15-34   7,744,000 7,413,021
Series 2017-APTS, Class CFX (C)(I) 3.497 06-15-34   6,867,000 6,504,321
InTown Mortgage Trust    
Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) (B)(C) 7.051 08-15-39   32,450,000 32,490,585
Irvine Core Office Trust    
Series 2013-IRV, Class A2 (C)(I) 3.173 05-15-48   20,104,000 19,434,296
Series 2013-IRV, Class XA IO (C) 1.105 05-15-48   666,613 244
JPMorgan Chase Commercial Mortgage Securities Trust    
Series 2020-NNN, Class AFX (C) 2.812 01-16-37   15,435,000 13,920,191
KNDL Mortgage Trust    
Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) (B)(C) 5.938 05-15-36   11,580,000 11,419,617
Life Mortgage Trust    
Series 2021-BMR, Class A (1 month LIBOR + 0.700%) (B)(C) 5.288 03-15-38   23,224,636 22,803,578
Series 2021-BMR, Class D (1 month LIBOR + 1.400%) (B)(C) 5.988 03-15-38   19,530,634 18,918,692
Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%) (B)(C) 5.858 05-15-39   54,728,000 54,522,633
MFA Trust    
Series 2021-NQM1, Class A1 (C)(I) 1.153 04-25-65   7,896,623 6,981,035
Natixis Commercial Mortgage Securities Trust    
Series 2018-285M, Class D (C)(I) 3.790 11-15-32   9,223,000 7,961,189
Series 2018-ALXA, Class C (C)(I) 4.316 01-15-43   7,402,000 6,335,743
NYMT Loan Trust    
Series 2022-CP1, Class A1 (C) 2.042 07-25-61   10,673,771 9,520,322
OBX Trust    
Series 2020-EXP2, Class A3 (C)(I) 2.500 05-25-60   5,970,782 4,949,363
Series 2021-NQM2, Class A1 (C)(I) 1.101 05-25-61   14,855,954 11,499,285
Series 2021-NQM3, Class A1 (C)(I) 1.054 07-25-61   22,877,097 17,643,369
One Market Plaza Trust    
Series 2017-1MKT, Class D (C) 4.146 02-10-32   5,035,000 4,481,517
Provident Funding Mortgage Trust    
Series 2020-F1, Class A2 (C)(I) 2.000 01-25-36   23,083,311 19,526,747
SLG Office Trust    
Series 2021-OVA, Class D (C) 2.851 07-15-41   22,906,000 17,190,197
SMRT    
Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) (B)(C) 5.563 01-15-39   55,385,000 54,240,580
Starwood Mortgage Residential Trust    
Series 2022-1, Class A1 (C)(I) 2.447 12-25-66   23,796,606 20,143,489
Towd Point Mortgage Trust    
Series 2015-1, Class A5 (C)(I) 3.796 10-25-53   7,568,000 7,346,184
Series 2015-2, Class 1M2 (C)(I) 3.497 11-25-60   8,627,245 8,426,898
Series 2017-2, Class A1 (C)(I) 2.750 04-25-57   296,094 292,625
Series 2018-1, Class A1 (C)(I) 3.000 01-25-58   2,081,607 2,017,235
Series 2018-4, Class A1 (C)(I) 3.000 06-25-58   12,703,949 11,686,378
Series 2018-5, Class A1A (C)(I) 3.250 07-25-58   1,375,316 1,321,411
Series 2018-6, Class A1A (C)(I) 3.750 03-25-58   8,784,218 8,539,300
Series 2019-1, Class A1 (C)(I) 3.718 03-25-58   10,796,971 10,237,430
Series 2019-4, Class A1 (C)(I) 2.900 10-25-59   11,581,697 10,761,948
Series 2020-4, Class A1 (C) 1.750 10-25-60   17,314,681 15,305,551
Verus Securitization Trust    
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter) (C) 1.218 05-25-65   4,554,369 4,126,854
Series 2021-3, Class A1 (C)(I) 1.046 06-25-66   17,103,442 14,191,335
20 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Commercial and residential (continued)      
Series 2021-4, Class A1 (C)(I) 0.938 07-25-66   9,746,830 $7,744,551
Series 2021-5, Class A1 (C)(I) 1.013 09-25-66   16,410,847 13,157,258
Series 2021-R1, Class A1 (C)(I) 0.820 10-25-63   7,177,473 6,422,331
WF-RBS Commercial Mortgage Trust    
Series 2012-C10, Class XA IO (C) 1.151 12-15-45   1,623,503 151
Series 2013-C16, Class XA IO 0.565 09-15-46   7,528,315 8,146
U.S. Government Agency 2.1%     431,916,610
Federal Home Loan Mortgage Corp.    
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%) (B)(C) 5.484 01-25-42   25,378,042 24,966,801
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%) (B)(C) 5.784 02-25-42   16,606,692 16,494,941
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%) (B)(C) 6.884 02-25-42   24,949,000 24,385,849
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%) (B)(C) 6.484 04-25-42   22,822,388 22,923,665
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%) (B)(C) 7.384 04-25-42   15,070,000 15,088,937
Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%) (B)(C) 6.684 05-25-42   17,509,758 17,675,304
Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%) (B)(C) 7.834 05-25-42   22,588,000 22,984,230
Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%) (B)(C) 8.984 06-25-42   24,401,000 25,563,525
Series K038, Class X1 IO 1.075 03-25-24   167,228,927 1,354,120
Series KS03, Class X IO 0.199 08-25-25   17,356,537 82,299
Series T-41, Class 3A (I) 4.369 07-25-32   790 751
Federal National Mortgage Association    
Series 2001-50, Class BA 7.000 10-25-41   85 87
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%) (B)(C) 6.584 03-25-42   21,190,644 21,245,776
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%) (B)(C) 6.484 03-25-42   9,115,779 9,147,970
Series 427, Class C20 IO 2.000 02-25-51   144,689,576 19,323,271
Series 427, Class C77 IO 2.500 09-25-51   68,332,971 10,120,541
Government National Mortgage Association    
Series 2008-90, Class IO 2.011 12-16-50   2,036,072 258,020
Series 2012-114, Class IO 0.612 01-16-53   8,801,345 134,896
Series 2012-120, Class IO 0.640 02-16-53   4,057,551 64,259
Series 2012-70, Class IO 0.094 08-16-52   310,801 176
Series 2013-63, Class IO 0.737 09-16-51   4,930,517 104,408
Series 2016-174, Class IO 0.876 11-16-56   26,536,619 1,081,338
Series 2017-109, Class IO 0.230 04-16-57   42,852,580 814,538
Series 2017-124, Class IO 0.620 01-16-59   39,644,184 1,198,666
Series 2017-135, Class IO 0.720 10-16-58   51,128,629 2,077,121
Series 2017-140, Class IO 0.486 02-16-59   22,984,630 762,607
Series 2017-159, Class IO 0.434 06-16-59   34,336,217 1,105,554
Series 2017-169, Class IO 0.588 01-16-60   86,344,868 2,901,939
Series 2017-20, Class IO 0.531 12-16-58   79,816,819 2,058,492
Series 2017-22, Class IO 0.759 12-16-57   10,469,696 387,524
Series 2017-41, Class IO 0.595 07-16-58   32,108,582 901,859
Series 2017-46, Class IO 0.696 11-16-57   54,744,666 2,043,356
Series 2017-61, Class IO 0.746 05-16-59   19,608,296 733,797
Series 2017-74, Class IO 0.449 09-16-58   43,308,835 1,021,413
Series 2017-89, Class IO 0.502 07-16-59   36,929,921 1,183,172
Series 2018-114, Class IO 0.710 04-16-60   38,339,558 1,547,611
Series 2018-158, Class IO 0.772 05-16-61   78,389,941 3,907,558
Series 2018-35, Class IO 0.529 03-16-60   74,902,662 2,756,081
Series 2018-43, Class IO 0.438 05-16-60   94,336,114 3,141,544
Series 2018-68, Class IO 0.423 01-16-60   12,908,167 429,950
Series 2018-69, Class IO 0.611 04-16-60   33,396,774 1,530,928
Series 2018-81, Class IO 0.475 01-16-60   20,844,745 826,607
Series 2018-9, Class IO 0.443 01-16-60   57,317,580 1,764,825
Series 2018-99, Class IO 0.472 06-16-60   50,376,638 1,835,533
Series 2019-131, Class IO 0.802 07-16-61   64,217,798 3,533,809
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 21

  Rate (%) Maturity date   Par value^ Value
U.S. Government Agency (continued)      
Series 2020-100, Class IO 0.782 05-16-62   76,148,312 $4,487,352
Series 2020-108, Class IO 0.847 06-16-62   189,922,977 11,308,470
Series 2020-114, Class IO 0.800 09-16-62   182,545,754 11,122,823
Series 2020-118, Class IO 0.881 06-16-62   153,115,769 9,488,936
Series 2020-119, Class IO 0.602 08-16-62   76,686,111 3,867,810
Series 2020-120, Class IO 0.761 05-16-62   42,688,797 2,496,317
Series 2020-137, Class IO 0.794 09-16-62   257,731,079 14,657,630
Series 2020-150, Class IO 0.961 12-16-62   125,033,282 8,822,448
Series 2020-170, Class IO 0.833 11-16-62   168,231,065 10,702,120
Series 2020-92, Class IO 0.877 02-16-62   31,398,952 2,050,399
Series 2021-110, Class IO 0.872 11-16-63   99,271,869 6,794,335
Series 2021-163, Class IO 0.800 03-16-64   120,448,878 7,646,673
Series 2021-183, Class IO 0.871 01-16-63   91,559,046 5,926,104
Series 2021-3, Class IO 0.867 09-16-62   215,374,667 13,900,496
Series 2021-40, Class IO 0.824 02-16-63   57,539,768 3,670,669
Series 2022-150, Class IO 0.823 06-16-64   22,440,794 1,506,125
Series 2022-17, Class IO 0.802 06-16-64   140,771,617 9,356,484
Series 2022-181, Class IO 0.715 07-16-64   69,340,066 5,122,144
Series 2022-21, Class IO 0.783 10-16-63   61,878,568 3,997,510
Series 2022-53, Class IO 0.712 06-16-64   232,432,736 12,927,560
Series 2022-57, Class IO 0.756 09-16-63   170,586,235 10,598,557
Asset backed securities 7.5%         $1,562,793,669
(Cost $1,746,433,605)          
Asset backed securities 7.5%         1,562,793,669
ABPCI Direct Lending Fund I, Ltd.          
Series 2020-1A, Class A (C) 3.199 12-20-30   9,084,000 8,330,646
Aligned Data Centers Issuer LLC          
Series 2021-1A, Class A2 (C) 1.937 08-15-46   48,454,000 42,197,169
AMSR Trust          
Series 2020-SFR4, Class A (C) 1.355 11-17-37   9,927,000 8,884,788
Series 2021-SFR4, Class A (C) 2.117 12-17-38   5,614,000 4,976,503
Applebee’s Funding LLC          
Series 2019-1A, Class A2I (C) 4.194 06-05-49   31,476,060 30,550,506
Aqua Finance Trust          
Series 2021-A, Class A (C) 1.540 07-17-46   10,355,918 9,189,831
Arby’s Funding LLC          
Series 2020-1A, Class A2 (C) 3.237 07-30-50   33,918,300 29,443,357
Avis Budget Rental Car Funding AESOP LLC          
Series 2019-3A, Class A (C) 2.360 03-20-26   30,746,000 28,922,861
Series 2020-1A, Class A (C) 2.330 08-20-26   23,406,000 21,732,633
BMW Vehicle Lease Trust          
Series 2022-1, Class A3 1.100 03-25-25   11,956,000 11,628,765
BRE Grand Islander Timeshare Issuer LLC          
Series 2019-A, Class A (C) 3.280 09-26-33   7,812,849 7,372,951
Carlyle U.S. CLO, Ltd.          
Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) (B)(C) 5.912 07-15-32   15,033,000 14,838,698
CarMax Auto Owner Trust          
Series 2022-1, Class A3 1.470 12-15-26   16,354,000 15,543,901
CARS-DB4 LP          
Series 2020-1A, Class B1 (C) 4.170 02-15-50   21,876,000 20,328,888
CF Hippolyta Issuer LLC          
Series 2020-1, Class A1 (C) 1.690 07-15-60   32,784,001 29,354,293
Series 2021-1A, Class A1 (C) 1.530 03-15-61   31,531,690 27,384,094
Chase Auto Credit Linked Notes          
Series 2021-3, Class B (C) 0.760 02-26-29   9,744,242 9,237,698
CLI Funding VI LLC          
Series 2020-1A, Class A (C) 2.080 09-18-45   36,836,717 32,045,631
22 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
CLI Funding VIII LLC          
Series 2021-1A, Class A (C) 1.640 02-18-46   27,970,613 $24,021,311
Series 2022-1A, Class A (C) 2.720 01-18-47   20,156,230 17,421,827
ContiMortgage Home Equity Loan Trust          
Series 1995-2, Class A5 8.100 08-15-25   69,188 67,346
DataBank Issuer          
Series 2021-1A, Class A2 (C) 2.060 02-27-51   16,189,140 14,377,724
Series 2021-1A, Class C (C) 4.430 02-27-51   3,400,000 2,917,515
DB Master Finance LLC          
Series 2017-1A, Class A2II (C) 4.030 11-20-47   11,765,750 10,926,393
Series 2021-1A, Class A2I (C) 2.045 11-20-51   51,624,525 45,063,564
Diamond Infrastructure Funding LLC          
Series 2021-1A, Class C (C) 3.475 04-15-49   6,825,000 5,302,632
Domino’s Pizza Master Issuer LLC          
Series 2017-1A, Class A23 (C) 4.118 07-25-47   35,218,400 32,986,892
Series 2021-1A, Class A2I (C) 2.662 04-25-51   24,270,698 20,783,411
Driven Brands Funding LLC          
Series 2020-2A, Class A2 (C) 3.237 01-20-51   21,895,160 18,634,204
Series 2021-1A, Class A2 (C) 2.791 10-20-51   30,534,488 24,896,813
Elmwood CLO IV, Ltd.          
Series 2020-1A, Class A (3 month LIBOR + 1.240%) (B)(C) 6.032 04-15-33   24,174,000 23,958,585
ExteNet LLC          
Series 2019-1A, Class C (C) 5.219 07-26-49   7,100,000 6,597,793
FirstKey Homes Trust          
Series 2020-SFR1, Class A (C) 1.339 08-17-37   39,075,227 35,274,052
Series 2020-SFR2, Class A (C) 1.266 10-19-37   25,604,024 22,838,413
Series 2021-SFR1, Class A (C) 1.538 08-17-38   18,565,372 16,217,764
Series 2021-SFR1, Class D (C) 2.189 08-17-38   23,526,000 20,115,880
Five Guys Funding LLC          
Series 2017-1A, Class A2 (C) 4.600 07-25-47   16,942,985 16,350,726
Ford Credit Floorplan Master Owner Trust          
Series 2019-2, Class A 3.060 04-15-26   44,953,000 43,822,513
GMF Floorplan Owner Revolving Trust          
Series 2019-2, Class A (C) 2.900 04-15-26   31,317,000 30,463,217
Series 2020-1, Class A (C) 0.680 08-15-25   15,128,000 14,809,722
Golub Capital Partners Funding, Ltd.          
Series 2020-1A, Class A2 (C) 3.208 01-22-29   22,181,000 20,268,443
Series 2021-1A, Class A2 (C) 2.773 04-20-29   24,582,000 22,499,251
HI-FI Music IP Issuer LP          
Series 2022-1A, Class A2 (C) 3.939 02-01-62   21,357,000 19,337,448
Hilton Grand Vacations Trust          
Series 2017-AA, Class A (C) 2.660 12-26-28   4,533,761 4,480,956
Series 2018-AA, Class A (C) 3.540 02-25-32   3,996,142 3,858,702
Series 2022-1D, Class B (C) 4.100 06-20-34   2,381,314 2,255,313
Home Partners of America Trust          
Series 2021-2, Class A (C) 1.901 12-17-26   10,652,824 9,391,004
Hotwire Funding LLC          
Series 2021-1, Class C (C) 4.459 11-20-51   4,950,000 4,205,722
Hyundai Auto Lease Securitization Trust          
Series 2022-A, Class A3 (C) 1.160 01-15-25   14,391,000 13,954,142
Jack in the Box Funding LLC          
Series 2019-1A, Class A23 (C) 4.970 08-25-49   8,561,280 7,630,189
Series 2022-1A, Class A2I (C) 3.445 02-26-52   27,628,160 24,409,175
Laurel Road Prime Student Loan Trust          
Series 2019-A, Class A2FX (C) 2.730 10-25-48   1,694,579 1,644,235
Mercedes-Benz Auto Receivables Trust          
Series 2021-1, Class A3 0.460 06-15-26   19,123,000 18,250,144
MVW Owner Trust          
Series 2018-1A, Class A (C) 3.450 01-21-36   7,685,187 7,461,889
Navient Private Education Loan Trust          
Series 2016-AA, Class A2A (C) 3.910 12-15-45   3,575,609 3,457,955
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 23

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Navient Private Education Refi Loan Trust          
Series 2019-FA, Class A2 (C) 2.600 08-15-68   10,255,673 $9,431,973
Navient Student Loan Trust          
Series 2020-2A, Class A1A (C) 1.320 08-26-69   17,180,692 14,391,426
Neighborly Issuer LLC          
Series 2021-1A, Class A2 (C) 3.584 04-30-51   42,023,490 34,535,745
Series 2022-1A, Class A2 (C) 3.695 01-30-52   18,398,160 14,861,886
New Economy Assets Phase 1 Sponsor LLC          
Series 2021-1, Class A1 (C) 1.910 10-20-61   41,424,000 35,474,221
Series 2021-1, Class B1 (C) 2.410 10-20-61   12,548,000 10,548,124
NRZ Excess Spread-Collateralized Notes          
Series 2021-FHT1, Class A (C) 3.104 07-25-26   5,894,456 5,209,784
OCP CLO, Ltd.          
Series 2020-19A, Class AR (3 month LIBOR + 1.150%) (B)(C) 5.958 10-20-34   14,541,000 14,301,161
Oxford Finance Funding LLC          
Series 2019-1A, Class A2 (C) 4.459 02-15-27   4,751,274 4,718,586
Series 2020-1A, Class A2 (C) 3.101 02-15-28   1,554,393 1,537,111
PFS Financing Corp.          
Series 2020-E, Class A (C) 1.000 10-15-25   20,469,000 19,880,719
Progress Residential Trust          
Series 2020-SFR1, Class A (C) 1.732 04-17-37   15,478,746 14,314,704
Series 2021-SFR8, Class B (C) 1.681 10-17-38   13,890,000 11,960,144
Renaissance Home Equity Loan Trust          
Series 2005-2, Class AF4 4.934 08-25-35   2,267,676 2,224,536
Santander Retail Auto Lease Trust          
Series 2022-A, Class A3 (C) 1.340 07-21-25   11,616,000 11,048,204
Santander Revolving Auto Loan Trust          
Series 2019-A, Class A (C) 2.510 01-26-32   43,933,000 41,607,556
SCF Equipment Leasing LLC          
Series 2021-1A, Class E (C) 3.560 08-20-32   3,300,000 3,014,598
Sesac Finance LLC          
Series 2019-1, Class A2 (C) 5.216 07-25-49   30,206,430 28,007,130
Sierra Timeshare Receivables Funding LLC          
Series 2018-3A, Class D (C) 5.200 09-20-35   1,215,336 1,179,296
Series 2019-1A, Class A (C) 3.200 01-20-36   2,098,808 2,027,648
Series 2021-1A, Class D (C) 3.170 11-20-37   1,988,444 1,811,261
SMB Private Education Loan Trust          
Series 2019-B, Class A2A (C) 2.840 06-15-37   18,561,490 17,238,743
Series 2020-PTA, Class A2A (C) 1.600 09-15-54   17,847,948 15,852,105
Series 2021-A, Class APT2 (C) 1.070 01-15-53   12,183,567 10,445,854
Sonic Capital LLC          
Series 2020-1A, Class A2I (C) 3.845 01-20-50   27,004,575 24,664,251
Series 2021-1A, Class A2I (C) 2.190 08-20-51   22,711,628 18,533,347
Sunbird Engine Finance LLC          
Series 2020-1A, Class A (C) 3.671 02-15-45   8,614,798 7,005,176
Taco Bell Funding LLC          
Series 2021-1A, Class A2I (C) 1.946 08-25-51   44,735,725 38,606,796
TIF Funding II LLC          
Series 2021-1A, Class A (C) 1.650 02-20-46   18,346,556 15,383,685
Triton Container Finance VIII LLC          
Series 2020-1A, Class A (C) 2.110 09-20-45   40,052,562 34,521,227
Series 2021-1A, Class A (C) 1.860 03-20-46   23,803,302 20,095,114
Vantage Data Centers LLC          
Series 2020-1A, Class A2 (C) 1.645 09-15-45   26,045,000 23,210,241
Series 2020-2A, Class A2 (C) 1.992 09-15-45   20,898,000 17,454,455
VR Funding LLC          
Series 2020-1A, Class A (C) 2.790 11-15-50   27,627,250 23,021,751
VSE VOI Mortgage LLC          
Series 2017-A, Class A (C) 2.330 03-20-35   8,035,515 7,736,361
Wendy’s Funding LLC          
Series 2021-1A, Class A2I (C) 2.370 06-15-51   25,475,055 21,248,157
24 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

  Rate (%) Maturity date   Par value^ Value
Asset backed securities (continued)          
Willis Engine Structured Trust V          
Series 2020-A, Class A (C) 3.228 03-15-45   7,101,505 $5,475,056
Zaxby’s Funding LLC          
Series 2021-1A, Class A2 (C) 3.238 07-30-51   20,905,640 17,299,459
    
        Shares Value
Common stocks 0.1%         $14,664,517
(Cost $26,895,162)          
Utilities 0.1%     14,664,517
Multi-utilities 0.1%      
Algonquin Power & Utilities Corp.     537,950 14,664,517
Preferred securities 0.1%         $22,779,890
(Cost $25,633,341)          
Communication services 0.0%     8,699,156
Wireless telecommunication services 0.0%      
Telephone & Data Systems, Inc., 6.625%   468,200 8,699,156
Financials 0.0%     2,551,677
Banks 0.0%      
Wells Fargo & Company, 7.500%   2,139 2,551,677
Utilities 0.1%     11,529,057
Multi-utilities 0.1%      
NiSource, Inc., 7.750%   111,900 11,529,057
    
        Par value^ Value
Escrow certificates 0.0%         $38,202
(Cost $0)          
LSC Communications, Inc. (C)(J)(K)       19,591,000 38,202
    
    Yield (%)   Shares Value
Short-term investments 3.6%         $755,014,596
(Cost $754,898,984)          
Short-term funds 3.6%         755,014,596
John Hancock Collateral Trust (L) 4.5832(M)   75,535,451 755,014,596
    
Total investments (Cost $23,352,820,864) 102.4%     $21,255,777,372
Other assets and liabilities, net (2.4%)       (496,685,825)
Total net assets 100.0%         $20,759,091,547
    
The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund.
^All par values are denominated in U.S. dollars unless otherwise indicated.
Security Abbreviations and Legend
CME Chicago Mercantile Exchange
CMT Constant Maturity Treasury
ICE Intercontinental Exchange
IO Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period.
LIBOR London Interbank Offered Rate
PIK Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate.
SOFR Secured Overnight Financing Rate
(A) Security purchased or sold on a when-issued or delayed delivery basis.
(B) Variable rate obligation. The coupon rate shown represents the rate at period end.
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 25

(C) These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $5,783,389,673 or 27.9% of the fund’s net assets as of 2-28-23.
(D) All or a portion of this security is on loan as of 2-28-23. The value of securities on loan amounted to $23,717,971.
(E) Non-income producing - Issuer is in default.
(F) Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date.
(G) Term loans are variable rate obligations. The coupon rate shown represents the rate at period end.
(H) This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined).
(I) Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end.
(J) Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
(K) Non-income producing security.
(L) Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $24,206,087.
(M) The rate shown is the annualized seven-day yield as of 2-28-23.
26 JOHN HANCOCK BOND FUND |QUARTERLY REPORT SEE NOTES TO FUND’S INVESTMENTS

DERIVATIVES
FUTURES
Open contracts Number of
contracts
Position Expiration
date
Notional
basis^
Notional
value^
Unrealized
appreciation
(depreciation)
U.S. Treasury Long Bond Futures 353 Long Jun 2023 $44,351,052 $44,202,219 $(148,833)
            $(148,833)
^ Notional basis refers to the contractual amount agreed upon at inception of open contracts; notional value represents the current value of the open contract.
SEE NOTES TO FUND’S INVESTMENTS QUARTERLY REPORT |JOHN HANCOCK BOND FUND 27

Notes to Fund’s investments (unaudited)  
Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Advisor’s Valuation Policies and Procedures.
In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Futures contracts whose settlement prices are determined as of the close of the NYSE are typically valued based on the settlement price while other futures contracts are typically valued at the last traded price on the exchange on which they trade.
In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.
Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.
The fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor’s assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.
The following is a summary of the values by input classification of the fund’s investments as of February 28, 2023, by major security category or type:
  Total
value at
2-28-23
Level 1
quoted
price
Level 2
significant
observable
inputs
Level 3
significant
unobservable
inputs
         
Investments in securities:        
Assets        
U.S. Government and Agency obligations $8,632,226,475 $8,632,226,475
Foreign government obligations 41,117,969 41,117,969
Corporate bonds 8,527,483,512 8,527,483,512
Municipal bonds 45,334,070 45,334,070
Term loans 23,076,300 23,076,300
Collateralized mortgage obligations 1,631,248,172 1,631,248,172
Asset backed securities 1,562,793,669 1,562,793,669
Common stocks 14,664,517 $14,664,517
Preferred securities 22,779,890 22,779,890
Escrow certificates 38,202 $38,202
Short-term investments 755,014,596 755,014,596
Total investments in securities $21,255,777,372 $792,459,003 $20,463,280,167 $38,202
Derivatives:        
Liabilities        
Futures $(148,833) $(148,833)
Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund’s fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:
28 |  

              Dividends and distributions
Affiliate Ending
share
amount
Beginning
value
Cost of
purchases
Proceeds
from shares
sold
Realized
gain
(loss)
Change in
unrealized
appreciation
(depreciation)
Income
distributions
received
Capital gain
distributions
received
Ending
value
John Hancock Collateral Trust 75,535,451 $92,648,841 $6,431,245,251 $(5,768,637,613) $(340,147) $98,264 $15,655,746 $755,014,596
For additional information on the fund’s significant accounting policies and risks, please refer to the fund’s most recent semiannual or annual shareholder report and prospectus.
  | 29