# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001145549-25-049332
**Filing Date:** 2025-7
**Character Count:** 167787
**Document Hash:** 62f6a2f88c73bceb16a5684efa39140e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049332.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049332

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 251158714

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

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

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

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

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

## Series and Classes Contracts Data

### John Hancock High Yield Fund (Series ID: S000000614)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000001735 | Class A      | JHHBX           |
| C000001737 | Class C      | JHYCX           |
| C000051988 | Class I      | JYHIX           |
| C000106437 | Class R6     | JFHYX           |
| C000128461 | Class NAV    |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** High Yield Fund

- **b. EDGAR series identifier (if any):** S000000614

- **c. LEI of Series:** 549300W140NGXK4IM085

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1412509601.71

**Total Liabilities:** $22458739.45

**Net Assets:** $1390050862.26

**Cash Not Reported:** $40627.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -408.593108000000 | **1-Year:** -6400.120609000000 | **5-Year:** -22601.422327000000 | **10-Year:** -16702.126125000000 | **30-Year:** -979.974899000000

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

- **3-Month:** -3969.972592000000 | **1-Year:** -104854.476016000000 | **5-Year:** -231121.079871000000 | **10-Year:** -46548.740432000000 | **30-Year:** -3474.193158000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001735 | -0.79%               | -0.14%               | 1.53%                |
| Class ID C000001737 | -0.85%               | -0.20%               | 1.47%                |
| Class ID C000051988 | -0.77%               | -0.12%               | 1.55%                |
| Class ID C000106437 | -1.09%               | -0.11%               | 1.57%                |
| Class ID C000128461 | -1.09%               | -0.11%               | 1.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $723635.41               | $-21359135.21                              |
| Month 2  | $-172601.99              | $-9369974.48                               |
| Month 3  | $803155.52               | $12673728.99                               |

### Schedule of Portfolio Investments

| Name                                                            | Title                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| The Goodyear Tire and Rubber Company                            | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/29 5         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2077784.22   | 0.15%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Gray Media Inc.                                                 | GRAY MEDIA INC COMPANY GUAR 144A 10/30 4.75                  | CUSIP: 389375AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $512415.00    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Gray Media Inc.                                                 | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                    | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1488929.40   | 0.11%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Greystar Real Estate Partners LLC                               | GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75     | CUSIP: 39807UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3895000 | PA      | $4133206.52   | 0.30%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $3942469.24   | 0.28%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 01/30 6.375         | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2347391.26   | 0.17%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25      | HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25   | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1762286.41   | 0.13%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A          | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30306607 | PA      | $465039.73    | 0.03%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2588523.75   | 0.19%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6707000 | PA      | $6316695.52   | 0.45%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                        | VIRGIN MEDIA FINANCE PLC COMPANY GUAR 144A 07/30 5           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2741000 | PA      | $2484875.20   | 0.18%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5     | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5891000 | PA      | $5731028.30   | 0.41%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                    | VISTRA CORP JR SUBORDINA 144A 12/99 VAR                      | CUSIP: 92840MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6448000 | PA      | $6926016.03   | 0.50%             | 2029-01-15      | Variable      | 8.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                     | FIRST QUANTUM MINERALS LTD SECURED 144A 03/29 9.375          | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2807000 | PA      | $2951451.03   | 0.21%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75      | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6194000 | PA      | $6266073.38   | 0.45%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                              | GEO GROUP INC/THE COMPANY GUAR 04/31 10.25                   | CUSIP: 36162JAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6585000 | PA      | $7218126.74   | 0.52%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2615100.00   | 0.19%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Inc.                                                   | JELD-WEN INC COMPANY GUAR 144A 09/32 7                       | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   5082000 | PA      | $3753616.02   | 0.27%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| GCI LLC                                                         | GCI LLC COMPANY GUAR 144A 10/28 4.75                         | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7883000 | PA      | $7414057.67   | 0.53%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                            | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86                 | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6437500.00   | 0.46%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7091000 | PA      | $7014174.12   | 0.50%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| KKR Financial CLO 2013-1 Ltd.                                   | KKR FINANCIAL CLO 2013-1 LTD KKR 2013 1A A1R2 144A           | CUSIP: 48249VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    223098 | PA      | $223087.47    | 0.02%             | 2029-04-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 10/27 6.75     | CUSIP: 50201DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7292000 | PA      | $5283315.78   | 0.38%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc.                                       | LAMB WESTON HOLDINGS INC COMPANY GUAR 144A 01/30 4.125       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4408728.83   | 0.32%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125    | ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5994000 | PA      | $5630315.85   | 0.41%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375          | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375       | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2747849.91   | 0.20%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                         | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25              | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   8512000 | PA      | $1404480.00   | 0.10%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                             | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25               | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3718872.51   | 0.27%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                             | MAGNERA CORP SR SECURED 144A 11/31 7.25                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   5429000 | PA      | $4967535.00   | 0.36%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc.                                            | MDVIP INC 2024 REPRICED TERM LOAN B                          | CUSIP: 56150KAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4787506 | PA      | $4777021.54   | 0.34%             | 2028-10-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   7934000 | PA      | $7947551.27   | 0.57%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PGandE Corporation                                              | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2864204.17   | 0.21%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                       | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5281000 | PA      | $5463215.04   | 0.39%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESC CB144A PAR PHARMAC 04/27 7.5                                | ESC CB144A PAR PHARMAC 04/27 7.5                             | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $25256.00     | 0.00%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  3 | On Loan: No      |
| Parkland Corporation                                            | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875                  | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5691000 | PA      | $5677322.82   | 0.41%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875 | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2149481.06   | 0.15%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45      | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4330182.30   | 0.31%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                    | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   4233000 | PA      | $4359765.65   | 0.31%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc.                                      | ROGERS COMMUNICATIONS INC SUBORDINATED 04/55 VAR             | CUSIP: 775109DG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5158000 | PA      | $5198373.83   | 0.37%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25     | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    930000 | PA      | $942555.00    | 0.07%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6        | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3268690.87   | 0.24%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                    | ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 09/31 5.625    | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1947000 | PA      | $1924387.44   | 0.14%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                              | RYAN SPECIALTY LLC SR SECURED 144A 08/32 5.875               | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2540995.74   | 0.18%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                               | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4080035.28   | 0.29%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Limited                             | SABLE INTERNATIONAL FINANCE LT SR SECURED 144A 10/32 7.125   | CUSIP: 785712AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2646000 | PA      | $2596671.95   | 0.19%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                 | SABRE GLBL INC SR SECURED 144A 06/27 8.625                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3629000 | PA      | $3731610.19   | 0.27%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                 | SABRE GLBL INC SR SECURED 144A 11/29 10.75                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $3694440.00   | 0.27%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc.                                                 | SABRE GLBL INC SR SECURED 144A 07/30 11.125                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3967000 | PA      | $4070142.00   | 0.29%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11            | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11         | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3679000 | PA      | $1646352.50   | 0.12%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $981073.37    | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $6004363.44   | 0.43%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                             | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4011000 | PA      | $3596573.85   | 0.26%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/28 8.875 | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3603000 | PA      | $3767930.93   | 0.27%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| IMA Financial Group Inc.                                        | IMA FINANCIAL GROUP INC. TERM LOAN                           | CUSIP: 44966KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2233374 | PA      | $2230582.65   | 0.16%             | 2028-11-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/32 7                   | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3146000 | PA      | $3166224.12   | 0.23%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3709240.87   | 0.27%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1046641.71   | 0.08%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                          | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1274520.98   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                         | RFNA LP SR UNSECURED 144A 02/30 7.875                        | CUSIP: 74984AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1372421.58   | 0.10%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                              | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                | CUSIP: 75102WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1577000 | PA      | $1427813.28   | 0.10%             | 2031-04-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Rakuten Group Inc.                                              | RAKUTEN GROUP INC SR UNSECURED 144A 02/27 11.25              | CUSIP: 75102WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3971000 | PA      | $4281745.36   | 0.31%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                              | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                | CUSIP: 75102WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1201000 | PA      | $1151875.80   | 0.08%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                     | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                 | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3389895.30   | 0.24%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                  | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2543404.90   | 0.18%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7             | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7          | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4943471 | PA      | $4515948.26   | 0.32%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Reinsurance Group of America Incorporated                       | REINSURANCE GROUP OF AMERICA I SUBORDINATED 09/55 VAR        | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1753260.66   | 0.13%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                              | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4494214.69   | 0.32%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                  | SCOTTS MIRACLE-GRO CO/THE COMPANY GUAR 04/31 4               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2770586.11   | 0.20%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc.                                             | SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875             | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    801000 | PA      | $679138.18    | 0.05%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Scripps Escrow II Inc.                                          | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2554000 | PA      | $1755875.00   | 0.13%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                              | SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.75                   | CUSIP: 81180WAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   4721000 | PA      | $4633973.56   | 0.33%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Las Vegas Holdings LLC                            | FONTAINEBLEAU LAS VEGAS HOLDIN SR SECURED 144A 06/15 VAR     | CUSIP: 34460XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2983778 | PA      | $298.38       | 0.00%             | 2015-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25          | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   4483000 | PA      | $4954660.91   | 0.36%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375  | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1857811.80   | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25            | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4181000 | PA      | $3999817.20   | 0.29%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Boost Newco Borrower LLC                                        | BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5           | CUSIP: 36268NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3453504.58   | 0.25%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                       | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2301000 | PA      | $2291053.47   | 0.16%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                       | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1673000 | PA      | $1678606.22   | 0.12%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25          | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5456094.38   | 0.39%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8          | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2401690.75   | 0.17%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                           | WRANGLER HOLDCO CORP COMPANY GUAR 144A 04/32 6.625           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1791507.06   | 0.13%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Glasstech Inc.                                                  | GLASSTECH INC PFD SER A                                      | CUSIP: 377265863<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       143 | NS      | $128700.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Glasstech Inc.                                                  | GLASSTECH INC PFD SER B 12.75PCT                             | CUSIP: 377265871<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4475 | NS      | $762987.50    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Atlantic (Fin) Company                                   | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR           | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3453000 | PA      | $3542363.64   | 0.25%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3588747.96   | 0.26%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                     | GOEASY LTD SR UNSECURED 144A 10/30 7.375                     | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   4814000 | PA      | $4809705.91   | 0.35%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 07/30 7.25                              | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3164788.68   | 0.23%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                             | KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625            | CUSIP: 49461MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1296232.74   | 0.09%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4182000 | PA      | $4153769.83   | 0.30%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                     | WAYFAIR LLC SR SECURED 144A 10/29 7.25                       | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1232998.17   | 0.09%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Wayfair LLC                                                     | WAYFAIR LLC SR SECURED 144A 09/30 7.75                       | CUSIP: 94419NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5057000 | PA      | $4954603.28   | 0.36%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WESCO Distribution Inc                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25          | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2718760.34   | 0.20%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/29 6.375         | CUSIP: 95081QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4804000 | PA      | $4903692.61   | 0.35%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375         | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1461637.91   | 0.11%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25    | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2936985.21   | 0.21%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| World Acceptance Corporation                                    | WORLD ACCEPTANCE CORP COMPANY GUAR 144A 11/26 7              | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3663000 | PA      | $3647531.88   | 0.26%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375 | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4324390.76   | 0.31%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                         | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1583366.98   | 0.11%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                               | XEROX HOLDINGS CORP 2023 TERM LOAN B                         | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   3052107 | PA      | $2930022.79   | 0.21%             | 2029-11-17      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                      | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5              | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2508000 | PA      | $1755760.76   | 0.13%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS RESORT DD TL                            | FONTAINEBLEAU LAS VEGAS RESORT DD TL                         | CUSIP: 987XDXII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757938 | PA      | $0.01         | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| YUM! Brands Inc.                                                | YUM! BRANDS INC SR UNSECURED 04/32 5.375                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4338185.39   | 0.31%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875   | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6152000 | PA      | $6097058.33   | 0.44%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 7.125   | CUSIP: 98877DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1254285.38   | 0.09%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75    | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3609943.12   | 0.26%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125         | NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125      | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $11.40        | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                    | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4104000 | PA      | $4096820.05   | 0.29%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3896000 | PA      | $3703672.40   | 0.27%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                    | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $4890053.63   | 0.35%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4439000 | PA      | $4296750.03   | 0.31%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875                | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4668000 | PA      | $4878057.76   | 0.35%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | ONEMAIN FINANCE CORP COMPANY GUAR 03/32 6.75                 | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1373644.84   | 0.10%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9                    | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3557000 | PA      | $3727985.56   | 0.27%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                               | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   9975000 | PA      | $9875418.78   | 0.71%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                  | OPAL BIDCO SAS SR SECURED 144A 03/32 6.5                     | CUSIP: 68348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4875000 | PA      | $4870662.23   | 0.35%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                       | STONEPEAK NILE PARENT LLC SR SECURED 144A 03/32 7.25         | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2096256.80   | 0.15%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                      | SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A                   | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4213825 | PA      | $4255852.01   | 0.31%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                     | SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A                  | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1791000 | PA      | $1825644.03   | 0.13%             | 2054-07-30      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/27 6          | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3545105.90   | 0.26%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5        | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3099000 | PA      | $2924603.16   | 0.21%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPT Acquisition Inc.                                            | TPT ACQUISITION INC COMMON STOCK                             | CUSIP: 87265L100<br>LEI: 549300OH357IWRZ8NR05 | Long             | EC               | CORP              | US        |      2560 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telephone and Data Systems Inc.                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6             | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     95860 | NS      | $1703432.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| The Toronto-Dominion Bank                                       | TORONTO-DOMINION BANK/THE JR SUBORDINA 07/84 VAR             | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5071000 | PA      | $5180640.09   | 0.37%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: —       |
| TransDigm Inc.                                                  | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3382654.77   | 0.24%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TRANSDIGM INC SR SECURED 144A 03/29 6.375                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4563000 | PA      | $4637363.21   | 0.33%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                     | TRANSMONTAIGNE PARTNERS LLC COMPANY GUAR 144A 06/30 8.5      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1363850.26   | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 02/29 5.625    | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5239000 | PA      | $5195063.65   | 0.37%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO SR SECURED 144A 04/29 6.25       | MEDLINE BORROWER LP/MEDLINE CO SR SECURED 144A 04/29 6.25    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3647966.37   | 0.26%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                             | STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5413000 | PA      | $5089506.13   | 0.37%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875    | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5646000 | PA      | $5409975.75   | 0.39%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| A.C.N. 113 874 712 Pty Ltd                                      | ACN 113 874 712 PTY LTD SR SECURED 144A 02/18 13.25          | CUSIP: 59841RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1951648 | PA      | $1951.65      | 0.00%             | 2018-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75       | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1815563.65   | 0.13%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                           | NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    512000 | PA      | $499008.41    | 0.04%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                            | NCL CORP LTD COMPANY GUAR 144A 03/26 5.875                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    531000 | PA      | $531335.59    | 0.04%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                               | NMI HOLDINGS INC SR UNSECURED 08/29 6                        | CUSIP: 629209AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4273000 | PA      | $4336775.55   | 0.31%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5973000 | PA      | $5416371.35   | 0.39%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2973000 | PA      | $3273463.27   | 0.24%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/29 6.5   | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3522055.99   | 0.25%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                   | NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7004765 | PA      | $7087626.47   | 0.51%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                              | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4562000 | PA      | $4571196.99   | 0.33%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Newell Brands Inc.                                              | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $1141107.37   | 0.08%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                  | NORDSTROM INC SR UNSECURED 08/31 4.25                        | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $3708349.77   | 0.27%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| OneSky Flight LLC                                               | ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875              | CUSIP: 68278CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1502268.66   | 0.11%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                              | SEAGATE HDD CAYMAN COMPANY GUAR 12/29 8.25                   | CUSIP: 81180WBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1711000 | PA      | $1823695.02   | 0.13%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                               | TRINET GROUP INC SR UNSECURED 144A 08/31 7.125               | CUSIP: 896288AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4565281.28   | 0.33%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                  | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 8.25      | CUSIP: 89686QAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    937000 | PA      | $972177.94    | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| CRC Insurance Group LLC                                         | TRUIST INSURANCE HOLDINGS LLC 2ND LIEN TERM LOAN             | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2082632 | PA      | $2082631.58   | 0.15%             | 2032-05-06      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1125965.01   | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7721000 | PA      | $7239601.83   | 0.52%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 09/29 6.375 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5098221.89   | 0.37%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cars.com Inc.                                                   | CARS.COM INC COMPANY GUAR 144A 11/28 6.375                   | CUSIP: 14575EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3430798.83   | 0.25%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 7.05             | CUSIP: 15089QAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1447964.90   | 0.10%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                     | DAVITA INC COMPANY GUAR 144A 02/31 3.75                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $3921949.12   | 0.28%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-128776.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4108605.20   | 0.30%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                              | KOHL'S CORP SR SECURED 144A 06/30 10                         | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3818525.94   | 0.27%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                          | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 11               | CUSIP: 527298BV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5757000 | PA      | $6530830.84   | 0.47%             | 2029-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS RESORT TERM LOAN B                      | FONTAINEBLEAU LAS VEGAS RESORT TERM LOAN B                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1618638 | PA      | $0.02         | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| The AES Corporation                                             | AES CORP/THE JR SUBORDINA 01/55 VAR                          | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2971324.58   | 0.21%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                             | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                 | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3247222.26   | 0.23%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ANGI Group LLC                                                  | ANGI GROUP LLC COMPANY GUAR 144A 08/28 3.875                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4054018.73   | 0.29%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2300763.00   | 0.17%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25      | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4378000 | PA      | $4172816.27   | 0.30%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                 | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7     | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3827000 | PA      | $3925717.47   | 0.28%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875    | PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1646780.46   | 0.12%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                          | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25           | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   6258000 | PA      | $5572770.84   | 0.40%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                    | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   4788000 | PA      | $5033294.03   | 0.36%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2649685.19   | 0.19%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                              | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3412872.69   | 0.25%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                                     | IQN HOLDING CORP. 2024 2ND LIEN TERM LOAN                    | CUSIP: 74339NAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1290000 | PA      | $1283008.20   | 0.09%             | 2032-07-16      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| QVC Inc.                                                        | QVC INC SR SECURED 144A 04/29 6.875                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   3621000 | PA      | $1611345.00   | 0.12%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                      | QORVO INC COMPANY GUAR 144A 04/31 3.375                      | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4891000 | PA      | $4303666.22   | 0.31%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3186394.02   | 0.23%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625   | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3613000 | PA      | $3649540.40   | 0.26%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc.                                             | ENACT HOLDINGS INC SR UNSECURED 05/29 6.25                   | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6806000 | PA      | $6987899.74   | 0.50%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                   | TWITTER INC 2025 FIXED TERM LOAN                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14371000 | PA      | $14296845.64  | 1.03%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                        | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6481000 | PA      | $6677990.00   | 0.48%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                   | US FOODS INC COMPANY GUAR 144A 02/29 4.75                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3449000 | PA      | $3372792.28   | 0.24%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                   | US FOODS INC COMPANY GUAR 144A 04/33 5.75                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2446178.74   | 0.18%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Holding LLC                             | ARCTIC CANADIAN DIAMONDS HOLDING UNITS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       518 | NS      | $8522.22      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Airlines Inc.                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625              | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4480000 | PA      | $4255335.62   | 0.31%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2966451.89   | 0.21%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4          | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $4072174.73   | 0.29%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corporation                              | UNITED STATES CELLULAR CORP PREFERRED STOCK 09/69 6.25       | CUSIP: 911684702<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    176725 | NS      | $4273210.50   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5       | UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4058000 | PA      | $4305046.98   | 0.31%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5647000 | PA      | $5422035.38   | 0.39%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 09/27 6.875          | USA COMPRESSION PARTNERS LP / COMPANY GUAR 09/27 6.875       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2902947.88   | 0.21%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125     | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1485992.51   | 0.11%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                   | VT TOPCO INC SR SECURED 144A 08/30 8.5                       | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4463000 | PA      | $4731926.99   | 0.34%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                       | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   5622000 | PA      | $5595954.96   | 0.40%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                             | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   5179000 | PA      | $5006664.11   | 0.36%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vornado Realty Trust                                            | VORNADO REALTY TRUST PREFERRED STOCK 5.4                     | CUSIP: 929042844<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     74653 | NS      | $1329569.93   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc.                                   | WALGREENS BOOTS ALLIANCE INC SR UNSECURED 08/29 8.125        | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4442523.60   | 0.32%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Walker and Dunlop Inc.                                          | WALKER and DUNLOP INC COMPANY GUAR 144A 04/33 6.625          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1983000 | PA      | $2007962.40   | 0.14%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MWO Holdings LLC                                                | MWO HOLDINGS LLC MWO HOLDINGS LLC                            | CUSIP: 931DWH905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wand NewCo 3 Inc.                                               | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                 | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2690220.97   | 0.19%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                             | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125  | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1773334.00   | 0.13%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN PRODUCTION PERMIAN PRODUCTION                           | PERMIAN PRODUCTION PERMIAN PRODUCTION                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35417 | NS      | $21250.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| American Airlines 2016-3 Class B Pass Through Trust             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/27 3.75       | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1931044 | PA      | $1913746.63   | 0.14%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                  | AMSTED INDUSTRIES INC SR UNSECURED 144A 03/33 6.375          | CUSIP: 032177AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1455499.29   | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ANAGRAM HOLDINGS LLC/ANAGRAM I SECURED 144A 08/26 10            | ANAGRAM HOLDINGS LLC/ANAGRAM I SECURED 144A 08/26 10         | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100555 | PA      | $0.00         | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4409665.03   | 0.32%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5363000 | PA      | $5343530.16   | 0.38%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                   | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  10080128 | NS      | $100827491.97 | 7.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors Inc.                                              | CLEAN HARBORS INC COMPANY GUAR 144A 02/31 6.375              | CUSIP: 184496AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2996000 | PA      | $3048762.56   | 0.22%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                       | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   9924000 | PA      | $10157998.00  | 0.73%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75  | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1763015.84   | 0.13%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875   | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4444000 | PA      | $4506438.20   | 0.32%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75    | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2293001.85   | 0.16%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Comerica Incorporated                                           | COMERICA INC SR UNSECURED 01/30 VAR                          | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   4291000 | PA      | $4361215.39   | 0.31%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC TUNES 2022 1A A2 144A               | CONCORD MUSIC ROYALTIES LLC TUNES 2022 1A A2 144A            | CUSIP: 20633KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3810000 | PA      | $3835243.54   | 0.28%             | 2073-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                      | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2923000 | PA      | $2909955.82   | 0.21%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                               | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 6.75    | CUSIP: 21220LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4589000 | PA      | $4648840.56   | 0.33%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                   | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1904860.52   | 0.14%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                   | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2308948.21   | 0.17%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A             | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A          | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4130062 | PA      | $4009225.01   | 0.29%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                          | DAVE + BUSTERS INC 2024 TERM LOAN B                          | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7667000 | PA      | $7265325.87   | 0.52%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5840255.63   | 0.42%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                  | ZEBRA TECHNOLOGIES CORP COMPANY GUAR 144A 06/32 6.5          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1070752.95   | 0.08%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc.                                               | ZIPRECRUITER INC SR UNSECURED 144A 01/30 5                   | CUSIP: 98980BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5190000 | PA      | $4476575.33   | 0.32%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KCAD Holdings I Limited                                         | KCAD Holdings I Limited COMMON STOCK                         | CUSIP: ACI00JKY7<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 752218031 | NS      | $752.22       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New Cotai LLC                                                   | NEW COTAI CLASS B SHARES COMMON STOCK                        | CUSIP: ACI05RXR5<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $0.11         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SoftBank Group Corp.                                            | SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR              | CUSIP: AO2625157<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   5190000 | PA      | $5015423.97   | 0.36%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Gannett Holdings LLC                                            | GANNETT HOLDINGS LLC 2024 TERM LOAN                          | CUSIP: BA0009BZ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    572326 | PA      | $567318.45    | 0.04%             | 2029-10-15      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                       | BAUSCH + LOMB CORPORATION TERM LOAN                          | CUSIP: C0787FAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   5702663 | PA      | $5681905.70   | 0.41%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                       | GARDA WORLD SECURITY CORP 2025 TERM LOAN B                   | CUSIP: C4000KAG9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |   4896723 | PA      | $4876303.18   | 0.35%             | 2029-02-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Holding Socotec                                                 | HOLDING SOCOTEC 2024 USD TERM LOAN B                         | CUSIP: F5000AAB6<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |   1556000 | PA      | $1560543.52   | 0.11%             | 2028-06-30      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | ALTICE FRANCE SA 2023 USD TERM LOAN B14                      | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   4066142 | PA      | $3735117.70   | 0.27%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                              | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                | CUSIP: L9339LAK9<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |   5699397 | PA      | $2405601.56   | 0.17%             | 2028-05-03      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5     | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6795000 | PA      | $7097024.16   | 0.51%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 01/30 6.25     | CUSIP: 92328MAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3230894.55   | 0.23%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5             | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7657000 | PA      | $8186450.92   | 0.59%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7               | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4033073.51   | 0.29%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR           | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15321000 | PA      | $14450316.15  | 1.04%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                        | VERTIV GROUP CORP SR SECURED 144A 11/28 4.125                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2032497.50   | 0.15%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                     | TK ELEVATOR US NEWCO INC SR SECURED 144A 07/27 5.25          | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3829397.49   | 0.28%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                               | VIPER ENERGY INC SR UNSECURED 144A 11/31 7.375               | CUSIP: 92763MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2326000 | PA      | $2439138.97   | 0.18%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oravel Stays Singapore Pte. Ltd.                                | ORAVEL STAY SINGAPORE PTE LTD 2025 TERM LOAN B               | CUSIP: Y7000CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | SG        |   5834000 | PA      | $5722162.22   | 0.41%             | 2030-01-08      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                               | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 5       | CUSIP: YS7922364<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2553000 | PA      | $2918801.11   | 0.21%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $2733.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                          | SEALED AIR CORP COMPANY GUAR 144A 07/33 6.875                | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3365687.90   | 0.24%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125    | SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125 | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1945523.79   | 0.14%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SERVPRO Master Issuer LLC                                       | SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A               | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2532551 | PA      | $2577673.62   | 0.19%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/29 5.5              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4752973.12   | 0.34%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4103000 | PA      | $3893474.56   | 0.28%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SITIO ROYALTIES OPERATING PART SR UNSECURED 144A 11/28 7.875    | SITIO ROYALTIES OPERATING PART SR UNSECURED 144A 11/28 7.875 | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2576000 | PA      | $2656716.38   | 0.19%             | 2028-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                       | SNAP INC COMPANY GUAR 144A 03/33 6.875                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $3969735.37   | 0.29%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                       | SOTHEBY'S SR SECURED 144A 10/27 7.375                        | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4968000 | PA      | $4892026.36   | 0.35%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd.                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 144A 03/55 VAR   | CUSIP: 836720AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2912000 | PA      | $2903763.12   | 0.21%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Block Inc.                                                      | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   6287000 | PA      | $5680820.03   | 0.41%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Stanley Black and Decker Inc.                                   | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR          | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3274865.00   | 0.24%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: —       |
| Talen Energy Supply LLC                                         | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625          | CUSIP: 87422VAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4623000 | PA      | $4937141.63   | 0.36%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | TENET HEALTHCARE CORP SR SECURED 11/27 5.125                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3033000 | PA      | $3014141.72   | 0.22%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | TENET HEALTHCARE CORP COMPANY GUAR 10/28 6.125               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2273298.31   | 0.16%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                           | TOWNSQUARE MEDIA INC 2025 TERM LOAN                          | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   4418000 | PA      | $3998290.00   | 0.29%             | 2030-02-19      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES               | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31293309 | PA      | $495166.54    | 0.04%             | 2047-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    964000 | PA      | $997629.14    | 0.07%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWD SR SECURED 144A 02/31 7.25       | HOWDEN UK REFINANCE PLC / HOWD SR SECURED 144A 02/31 7.25    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4361000 | PA      | $4477294.79   | 0.32%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                           | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   6093000 | PA      | $6345384.25   | 0.46%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                           | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $3093227.44   | 0.22%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                       | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   6037200 | PA      | $2952613.40   | 0.21%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                        | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625        | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1461152.79   | 0.11%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                               | INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 01/27 6.25     | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |   8255000 | PA      | $8343947.63   | 0.60%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   8669000 | PA      | $8413515.03   | 0.61%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3766985.94   | 0.27%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J and J Ventures Gaming LLC                                     | J+J VENTURES GAMING LLC 2025 REPRICED TERM LOAN B            | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7226563 | PA      | $7059485.19   | 0.51%             | 2030-04-26      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                  | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   7985000 | PA      | $7860607.27   | 0.57%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75                | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4057000 | PA      | $4088608.09   | 0.29%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                | MEG ENERGY CORP COMPANY GUAR 144A 02/29 5.875                | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   4164000 | PA      | $4142484.36   | 0.30%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                             | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $828235.55    | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4007000 | PA      | $3824191.44   | 0.28%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $407594.87    | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                     | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   4697000 | PA      | $2266302.50   | 0.16%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                 | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 06/29 4.5   | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5259373.28   | 0.38%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A                             | MVW 2023-1 LLC MVWOT 2023 1A D 144A                          | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2182268 | PA      | $2222703.32   | 0.16%             | 2040-10-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                           | NCR VOYIX CORP COMPANY GUAR 144A 10/30 5.25                  | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3387581.25   | 0.24%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC SUBORDINATED 01/83 VAR                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4379000 | PA      | $4533519.85   | 0.33%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                   | ENBRIDGE INC SUBORDINATED 01/84 VAR                          | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9559000 | PA      | $10372652.52  | 0.75%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7099000 | PA      | $7129511.50   | 0.51%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5511000 | PA      | $5704331.39   | 0.41%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| EnPro Inc                                                       | ENPRO INC COMPANY GUAR 144A 06/33 6.125                      | CUSIP: 29355XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2934665.15   | 0.21%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                           | EXCELERATE ENERGY LP SR UNSECURED 144A 05/30 8               | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3814827.67   | 0.27%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1342852 | PA      | $1337411.41   | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                    | ASHLAND INC SR UNSECURED 05/43 6.875                         | CUSIP: 044209AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3191000 | PA      | $3247432.84   | 0.23%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                             | ATHENE HOLDING LTD PREFERRED STOCK 03/64 VAR                 | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    233685 | NS      | $5772019.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| athenahealth Group Inc.                                         | ATHENAHEALTH INC 2022 TERM LOAN B                            | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2059000 | PA      | $2049075.62   | 0.15%             | 2029-02-15      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                            | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125            | CUSIP: 05464CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1445198.54   | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                            | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25             | CUSIP: 05464CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1436642.45   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3046000 | PA      | $3235960.74   | 0.23%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                     | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5442000 | PA      | $5690547.02   | 0.41%             | 2031-08-22      | Variable      | 8.00%                 | No            |                  2 | On Loan: —       |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125      | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125   | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2314428.87   | 0.17%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                | BANK OF MONTREAL JR SUBORDINA 05/84 VAR                      | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    998000 | PA      | $1029379.12   | 0.07%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                            | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5271000 | PA      | $5497463.24   | 0.40%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A          | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33528534 | PA      | $554991.12    | 0.04%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity Inc.                                               | HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5                 | CUSIP: 42226AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5644399.87   | 0.41%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Escrow Inc.                                       | HERC HOLDINGS ESCROW INC SR UNSECURED 144A 06/30 7           | CUSIP: 42703NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2924810.54   | 0.21%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                              | HERC HOLDINGS INC COMPANY GUAR 144A 06/29 6.625              | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2597288.41   | 0.19%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| The Bell Telephone Company of Canada or Bell Canada             | BELL TELEPHONE CO OF CANADA OR COMPANY GUAR 09/55 VAR        | CUSIP: 0778FPAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5328000 | PA      | $5362438.97   | 0.39%             | 2055-09-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                  | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75     | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $4545986.08   | 0.33%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7        | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1840088.24   | 0.13%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Company                                           | BOISE CASCADE CO COMPANY GUAR 144A 07/30 4.875               | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3530208.13   | 0.25%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                 | BOMBARDIER INC SR UNSECURED 144A 04/27 7.875                 | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   2153000 | PA      | $2162895.19   | 0.16%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The Brink's Company                                             | BRINK'S CO/THE COMPANY GUAR 144A 06/29 6.5                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1085636.44   | 0.08%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375    | BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 | CUSIP: 11042WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1741263 | PA      | $1831207.03   | 0.13%             | 2028-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3149000 | PA      | $2975731.00   | 0.21%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3446000 | PA      | $3543125.51   | 0.25%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1183948.31   | 0.09%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7731000 | PA      | $8001585.00   | 0.58%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CEC Entertainment LLC                                           | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4977000 | PA      | $4896090.65   | 0.35%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $3413998.87   | 0.25%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4883000 | PA      | $4577549.79   | 0.33%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/29 6                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3304000 | PA      | $3279980.25   | 0.24%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CandW Senior Finance Limited                                    | CandW SENIOR FINANCE LTD COMPANY GUAR 144A 01/33 9           | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3278000 | PA      | $3252351.62   | 0.23%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                                  | CABLE ONE INC 2021 TERM LOAN B4                              | CUSIP: 12685LAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3740568 | PA      | $3592815.94   | 0.26%             | 2028-05-03      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                         | CACI INTERNATIONAL INC SR UNSECURED 144A 06/33 6.375         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3515029.12   | 0.25%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7            | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8686000 | PA      | $8912965.18   | 0.64%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                             | CALPINE CORP SR SECURED 144A 02/28 4.5                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4884000 | PA      | $4790255.53   | 0.34%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP COMPANY GUAR 144A 05/29 6                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1592185.52   | 0.11%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP SR UNSECURED 144A 06/31 5.875                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4265557.80   | 0.31%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 08/34 5.85       | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $5196962.95   | 0.37%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5        | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5162000 | PA      | $5326146.75   | 0.38%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                   | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2516000 | PA      | $2345211.91   | 0.17%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| FIDEICOMISO IRREVOCABLE DE ADM SR SECURED 144A 09/31 11         | FIDEICOMISO IRREVOCABLE DE ADM SR SECURED 144A 09/31 11      | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1764910 | PA      | $1058946.00   | 0.08%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                               | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1032845.92   | 0.07%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                   | CITIZENS FINANCIAL GROUP INC JR SUBORDINA 12/99 VAR          | CUSIP: 174610AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5387186.88   | 0.39%             | 2025-10-06      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                   | CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR          | CUSIP: 174610BH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4817000 | PA      | $4917486.18   | 0.35%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   4453000 | PA      | $4353724.11   | 0.31%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625          | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2751087.95   | 0.20%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75       | CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75    | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3350018.26   | 0.24%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9          | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1810000 | PA      | $1725128.74   | 0.12%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125     | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2651000 | PA      | $2662139.50   | 0.19%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                    | DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75               | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    603000 | PA      | $633817.52    | 0.05%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10         | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6293000 | PA      | $6125306.02   | 0.44%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                    | DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 06/25 9.75         | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $689956.12    | 0.05%             | 2025-06-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                    | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 01/26 0.00000   | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3356957.99   | 0.24%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5      | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5   | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2491446.88   | 0.18%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 08/29 4.625                | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5180529.61   | 0.37%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                             | ADVISOR GROUP INC 2024 TERM LOAN B                           | CUSIP: 00775KAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4319422 | PA      | $4331171.01   | 0.31%             | 2028-08-17      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                            | AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5292000 | PA      | $3933543.60   | 0.28%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5     | AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5  | CUSIP: 008911BD0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3350000 | PA      | $3521855.00   | 0.25%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8        | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8     | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611900 | PA      | $614776.58    | 0.04%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                 | AMC ENTERTAINMENT HLDINGS INC 2024 TERM LOAN                 | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |   4048878 | PA      | $4053088.76   | 0.29%             | 2029-01-04      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                 | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1187880.00   | 0.09%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/28 6.5      | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/28 6.5   | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4093000 | PA      | $4175600.83   | 0.30%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Bread Financial Holdings Inc.                                   | BREAD FINANCIAL HOLDINGS INC SUBORDINATED 144A 06/35 VAR     | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1373838.50   | 0.10%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                  | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4376368.78   | 0.31%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Mcclatchy Media Company LLC                                     | MCCLATCHY MEDIA CO LLC SR SECURED 144A 12/31 VAR             | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1881911 | PA      | $2008939.99   | 0.14%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75        | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4056016.00   | 0.29%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7           | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3900104.17   | 0.28%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375     | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3364267.70   | 0.24%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                     | ALLIED UNIVERSAL HOLDCO LLC 2021 USD TERM LOAN               | CUSIP: 01957TAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6370304 | PA      | $6376291.79   | 0.46%             | 2028-05-12      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                           | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3522000 | PA      | $2692014.99   | 0.19%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                           | ALTICE FINANCING SA SR SECURED 144A 07/27 9.625              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   5173000 | PA      | $4542359.57   | 0.33%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Allwyn Entertainment Financing (UK) PLC                         | ALLWYN ENTERTAINMENT FINANCING SR SECURED 144A 04/29 7.875   | CUSIP: 02007VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $4451802.90   | 0.32%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                            | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75            | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2166588.38   | 0.16%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | ALTICE SA SR SECURED 144A 02/27 8.125                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3761000 | PA      | $3451730.71   | 0.25%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | ALTICE SA SR SECURED 144A 10/29 5.5                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3744000 | PA      | $3180867.58   | 0.23%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AltaGas Ltd.                                                    | ALTAGAS LTD JR SUBORDINA 144A 10/54 VAR                      | CUSIP: 021361AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4308000 | PA      | $4213386.41   | 0.30%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                        | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5825000 | PA      | $6009716.58   | 0.43%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                            | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $2973499.10   | 0.21%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                              | KOHL'S CORP SR UNSECURED 05/31 5.125                         | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $1936206.94   | 0.14%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                      | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5          | CUSIP: 02156TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3550000 | PA      | $1269125.00   | 0.09%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc.                                           | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25            | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1178197.02   | 0.08%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amer Sports Company                                             | AMER SPORTS CO SR SECURED 144A 02/31 6.75                    | CUSIP: 02352NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4404000 | PA      | $4578906.62   | 0.33%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                      | AMERICAN AIRLINES INC 2025 TERM LOAN                         | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   2714706 | PA      | $2683486.76   | 0.19%             | 2028-04-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375       | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3906215.46   | 0.28%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC SR UNSECURED 144A 05/35 6.75        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2753579.11   | 0.20%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5537279.18   | 0.40%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4408249.63   | 0.32%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc.                                           | DYCOM INDUSTRIES INC COMPANY GUAR 144A 04/29 4.5             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4494108.76   | 0.32%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75       | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75    | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4192000 | PA      | $4289677.79   | 0.31%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Edelman Financial Engines Center LLC                        | EDELMAN FINANCIAL CENTER LLC 2024 2ND LIEN TERM LOAN         | CUSIP: 27943TAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4344000 | PA      | $4325016.72   | 0.31%             | 2028-10-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7          | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3060000 | PA      | $3103357.35   | 0.22%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/29 4.125     | CUSIP: 013822AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3292000 | PA      | $3096240.07   | 0.22%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FandG Annuities and Life Inc.                                   | FandG ANNUITIES and LIFE INC COMPANY GUAR 10/34 6.25         | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6231000 | PA      | $6025517.26   | 0.43%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                             | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 09/27 4.5    | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2307000 | PA      | $2260371.84   | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                          | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1592891 | PA      | $1587333.45   | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                               | FREDDIE MAC POOL FR 09/53 FIXED 6                            | CUSIP: 3132E0EY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1478419 | PA      | $1506968.25   | 0.11%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anticimex Global AB                                             | ANTICIMEX INTERNATIONAL AB 2024 TERM LOAN B6                 | CUSIP: 03703HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | SE        |   1339642 | PA      | $1339642.50   | 0.10%             | 2028-11-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                               | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125               | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1754068.47   | 0.13%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                               | ARCHES BUYER INC 2021 TERM LOAN B                            | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4724973 | PA      | $4646208.06   | 0.33%             | 2027-12-06      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25     | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25  | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397727.94   | 0.10%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625    | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625 | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4492506.94   | 0.32%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc.                                                     | ARCOSA INC COMPANY GUAR 144A 04/29 4.375                     | CUSIP: 039653AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3102365.56   | 0.22%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd.                            | ARCTIC CANADIAN DIAMOND CO LTD 2ND LIEN PIK TERM LOAN        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    511968 | PA      | $484936.35    | 0.03%             | 2027-12-31      | Floating      | 10.00%                | No            |                  3 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125      | ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125   | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7670000 | PA      | $6972566.90   | 0.50%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6          | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4752000 | PA      | $4763704.18   | 0.34%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 02/32 5        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4682949.33   | 0.34%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer