# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001193125-26-026057
**Filing Date:** 2026-1
**Character Count:** 84416
**Document Hash:** 1d290c0418bf145231be736f92588fe2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-026057.hdr.sgml**: 20260128

**ACCESSION NUMBER**: 0001193125-26-026057

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260128

**DATE AS OF CHANGE**: 20260128

**PERIOD START**: 20260531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000792858

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04651
- **FILM NUMBER:** 26568396

**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 STRATEGIC SERIES
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN HIGH INCOME TRUST
- **DATE OF NAME CHANGE:** 19911118

## Series and Classes Contracts Data

### John Hancock Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio (Series ID: S000065849)

| Class ID   | Class Name                                                                        | Ticker Symbol   |
|:---|:---|:---|
| C000212731 | John Hancock Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio | JMADX           |

## 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 Strategic Series

- **b. Investment Company Act file number:** 811-04651

- **c. CIK number of Registrant:** 0000792858

- **d. LEI of Registrant:** 549300EHS8HZVU6EA108

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

- **a. Name of Series:** John Hancock Managed Account Shares Non-Investment-Grade Corporate Bond Portfolio

- **b. EDGAR series identifier (if any):** S000065849

- **c. LEI of Series:** 549300VCMDOBFR65D416

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $168273121.43

**Total Liabilities:** $1551396.27

**Net Assets:** $166721725.16

**Cash Not Reported:** $732916.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40.634301000000 | **1-Year:** -483.650461000000 | **5-Year:** -2006.786435000000 | **10-Year:** -1415.125380000000 | **30-Year:** -595.821354000000

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

- **3-Month:** -468.181888000000 | **1-Year:** -12364.142249000000 | **5-Year:** -34116.598888000000 | **10-Year:** -9221.350992000000 | **30-Year:** -914.044534000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212731 | 0.83%                | 0.11%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $242092.63               | $75149.20                                  |
| Month 2  | $-705095.37              | $-104956.51                                |
| Month 3  | $-66889.38               | $-304323.80                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Acushnet Company                                             | ACUSHNET CO COMPANY GUAR 144A 12/33 5.625                    | CUSIP: 005095AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    243000 | PA      | $244888.01    | 0.15%             | 2033-12-01      | Fixed         | 5.62%                 | 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        |    383000 | PA      | $396251.42    | 0.24%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                            | AMWINS GROUP INC 2025 TERM LOAN B                            | CUSIP: 03234TBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    833700 | PA      | $835509.13    | 0.50%             | 2032-01-30      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc.                                            | GLOVES BUYER INC 2025 TERM LOAN                              | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1261000 | PA      | $1248616.98   | 0.75%             | 2032-05-21      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    699000 | PA      | $666593.11    | 0.40%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                              | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                    | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1215654.62   | 0.73%             | 2029-07-15      | Fixed         | 10.50%                | 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        |    305000 | PA      | $298773.91    | 0.18%             | 2028-08-15      | Fixed         | 4.00%                 | 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        |    238000 | PA      | $246277.40    | 0.15%             | 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        |    973000 | PA      | $990998.55    | 0.59%             | 2032-01-15      | Fixed         | 6.62%                 | 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        |     73000 | PA      | $77050.58     | 0.05%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                         | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625 | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $553580.41    | 0.33%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                           | HUNTINGTON BANCSHARES INC/OH JR SUBORDINA 12/99 VAR          | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1182786.76   | 0.71%             | 2030-10-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                          | IHS HOLDING LTD COMPANY GUAR 144A 05/30 7.875                | CUSIP: 44963HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    779000 | PA      | $794819.02    | 0.48%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS Holding Limited                                          | IHS HOLDING LTD COMPANY GUAR 144A 11/31 8.25                 | CUSIP: 44963HAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1244268.62   | 0.75%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                | ILIAD HOLDING SAS SR SECURED 144A 04/31 8.5                  | CUSIP: 449691AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    300000 | PA      | $322234.20    | 0.19%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc.                                 | ION PLATFORM FINANCE US INC SR SECURED 144A 09/32 7.875      | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1176000 | PA      | $1120512.67   | 0.67%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                   | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    860000 | PA      | $852504.76    | 0.51%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.           | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $642038.93    | 0.39%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J. B. Poindexter and Co. Inc.                                | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75        | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    928000 | PA      | $967649.73    | 0.58%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| KB Home                                                      | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    683000 | PA      | $647712.74    | 0.39%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                  | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/33 6.625           | CUSIP: 49726JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1797000 | PA      | $1868977.04   | 1.12%             | 2033-07-24      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                       | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875            | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1599885.98   | 0.96%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                        | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $840622.18    | 0.50%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                    | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75            | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1591644.80   | 0.95%             | 2028-10-15      | Fixed         | 4.75%                 | 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        |    287000 | PA      | $287694.54    | 0.17%             | 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        |    485000 | PA      | $487308.12    | 0.29%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375     | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1076000 | PA      | $1132142.45   | 0.68%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                    | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279            | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $325295.00    | 0.20%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                    | WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05             | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1209403.44   | 0.73%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                  | MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25              | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1044975.43   | 0.63%             | 2028-05-01      | Fixed         | 5.25%                 | 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        |    578000 | PA      | $524682.27    | 0.31%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                              | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                 | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1882000 | PA      | $1698629.21   | 1.02%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                              | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 10/33 6.5   | CUSIP: 57164PAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1289108.66   | 0.77%             | 2033-10-01      | Fixed         | 6.50%                 | 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        |   1090000 | PA      | $1064548.06   | 0.64%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                         | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25  | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |   1009800 | PA      | $1012837.48   | 0.61%             | 2029-03-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                         | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/32 7.375 | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    413000 | PA      | $431047.27    | 0.26%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                     | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375        | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1219052.96   | 0.73%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                         | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625            | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1070898.39   | 0.64%             | 2029-08-06      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                         | NCL CORP LTD SR UNSECURED 144A 02/32 6.75                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1047000 | PA      | $1062600.30   | 0.64%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                         | NCL CORP LTD SR UNSECURED 144A 01/31 5.875                   | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1025335.28   | 0.61%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                         | NCL CORP LTD SR UNSECURED 144A 09/33 6.25                    | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |    999000 | PA      | $987039.57    | 0.59%             | 2033-09-15      | Fixed         | 6.25%                 | 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        |    748000 | PA      | $729175.16    | 0.44%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1091000 | PA      | $1039176.74   | 0.62%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                             | STANDARD BUILDING SOLUTIONS IN SR UNSECURED 144A 08/33 6.25  | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1210261.10   | 0.73%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                 | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/30 6        | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1060279.94   | 0.64%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                    | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125      | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1085355.00   | 0.65%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP SR UNSECURED 144A 10/29 4.5                        | CUSIP: 86765KAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $920742.97    | 0.55%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP SR UNSECURED 144A 05/30 4.625                      | CUSIP: 86765KAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $521538.49    | 0.31%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP SR UNSECURED 144A 08/32 6.625                      | CUSIP: 86765KAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $762889.68    | 0.46%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                           | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5        | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1154773.24   | 0.69%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                             | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75  | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    201000 | PA      | $207175.12    | 0.12%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                              | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625         | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3800 | NS      | $79192.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                                 | TENET HEALTHCARE CORP SR SECURED 144A 11/32 5.5              | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1496341.16   | 0.90%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Company LLC                      | TEVA PHARMACEUTICAL FINANCE CO COMPANY GUAR 02/36 6.15       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    214000 | PA      | $225766.69    | 0.14%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceuticals Finance Netherlands B.V.                | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 10/46 4.1        | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1539000 | PA      | $1169368.67   | 0.70%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.              | TEVA PHARMACEUTICAL FINANCE NE COMPANY GUAR 12/30 5.75       | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1027000 | PA      | $1065787.74   | 0.64%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Under Armour Inc.                                            | UNDER ARMOUR INC COMPANY GUAR 144A 07/30 7.25                | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |    252000 | PA      | $250947.60    | 0.15%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5   | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5   | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $526785.91    | 0.32%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                               | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                  | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    763000 | PA      | $703307.76    | 0.42%             | 2031-06-15      | Fixed         | 3.62%                 | 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        |   1177000 | PA      | $1241341.31   | 0.74%             | 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        |   1011000 | PA      | $991786.11    | 0.59%             | 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        |   2183000 | PA      | $1858353.89   | 1.11%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                     | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25           | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    204000 | PA      | $209587.76    | 0.13%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                                           | VIKING CRUISES LTD SR UNSECURED 144A 10/33 5.875             | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1331237.79   | 0.80%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    231483 | NS      | $2315551.60   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp.                                                 | VISTRA CORP JR SUBORDINA 144A VAR                            | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $274908.05    | 0.16%             | 2026-10-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                | VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/32 6.875       | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    675000 | PA      | $709930.58    | 0.43%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                        | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                    | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1036000 | PA      | $1085772.55   | 0.65%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                  | WAYFAIR LLC SR SECURED 144A 11/32 6.75                       | CUSIP: 94419NAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    567000 | PA      | $578540.15    | 0.35%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                      | WELLS FARGO and CO PREFERRED STOCK 7.5                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |       250 | NS      | $305002.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERA INFRA/TEEKAY OFC EQUITY                               | ALTERA INFRA/TEEKAY OFC EQUITY                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       297 | NS      | $7423.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                       | WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625            | CUSIP: 96949VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $536518.32    | 0.32%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |    467000 | PA      | $484857.61    | 0.29%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                             | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                  | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $431144.83    | 0.26%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                         | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    388000 | PA      | $377825.09    | 0.23%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                       | XHR LP COMPANY GUAR 144A 05/30 6.625                         | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $529923.45    | 0.32%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                          | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   1360000 | PA      | $1366800.00   | 0.82%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd.                                          | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7            | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    143000 | PA      | $144934.08    | 0.09%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                 | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3   | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    180000 | PA      | $177019.92    | 0.11%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                 | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8   | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    599000 | PA      | $578941.26    | 0.35%             | 2031-03-30      | Fixed         | 5.88%                 | 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        |    743000 | PA      | $720663.71    | 0.43%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8     | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $380358.03    | 0.23%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A          | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A          | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38000 | PA      | $36746.90     | 0.02%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA EFESTO US LLC SR SECURED 144A 02/32 7.5     | EFESTO BIDCO SPA EFESTO US LLC SR SECURED 144A 02/32 7.5     | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    761000 | PA      | $772974.34    | 0.46%             | 2032-02-15      | Fixed         | 7.50%                 | 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        |    690000 | PA      | $645735.88    | 0.39%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                              | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                 | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1259832.98   | 0.76%             | 2032-02-15      | Fixed         | 3.88%                 | 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        |   1195000 | PA      | $1304136.96   | 0.78%             | 2028-03-15      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                              | NRG ENERGY INC COMPANY GUAR 144A 02/33 6                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1135571.06   | 0.68%             | 2033-02-01      | Fixed         | 6.00%                 | 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        |    877000 | PA      | $890426.87    | 0.53%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                               | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                   | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    691000 | PA      | $637520.31    | 0.38%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                               | COREWEAVE INC COMPANY GUAR 144A 02/31 9                      | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    493000 | PA      | $446112.79    | 0.27%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Quiport S.A.                                     | CORP QUIPORT SA SR SECURED 144A 12/37 9                      | CUSIP: 22000FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | EC        |    200000 | PA      | $210880.00    | 0.13%             | 2037-12-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Electricite de France                                        | ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR         | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1317000 | PA      | $1523778.22   | 0.91%             | 2033-03-15      | Variable      | 9.12%                 | 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        |   1158000 | PA      | $1200096.77   | 0.72%             | 2030-12-15      | Fixed         | 6.62%                 | 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        |   2305000 | PA      | $2367428.62   | 1.42%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2101221.14   | 1.26%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                    | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1313162.99   | 0.79%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | ENERGY TRANSFER LP JR SUBORDINA 02/56 VAR                    | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1761252.66   | 1.06%             | 2056-02-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                   | ENDO LUX FINAN COMPANY I SARL 2024 1ST LIEN TERM LOAN        | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    258390 | PA      | $255160.13    | 0.15%             | 2031-04-23      | Floating      | 7.92%                 | 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        |    969000 | PA      | $1008027.44   | 0.60%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                          | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                   | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    964000 | PA      | $963875.84    | 0.58%             | 2025-12-28      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                  | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 06/31 8.625     | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $304305.70    | 0.18%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                  | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/33 8         | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    976000 | PA      | $1027999.43   | 0.62%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                  | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 02/34 7.25      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    333000 | PA      | $343402.92    | 0.21%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875  | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $531187.13    | 0.32%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                          | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                       | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $349599.40    | 0.21%             | 2054-06-20      | Fixed         | 11.16%                | No            |                  2 | On Loan: No      |
| GCI LLC                                                      | GCI LLC COMPANY GUAR 144A 10/28 4.75                         | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $896363.48    | 0.54%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL ES US LLC                                                | GFL ENVIRONMENTAL INC 2025 TERM LOAN B                       | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    523000 | PA      | $523648.52    | 0.31%             | 2032-03-03      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                             | GARDA WORLD SECURITY CORP SR SECURED 144A 01/31 6.5          | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    730000 | PA      | $749471.54    | 0.45%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875      | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/32 7.875      | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $593130.90    | 0.36%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8          | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8          | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $640658.99    | 0.38%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25  | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25  | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $733961.90    | 0.44%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125 | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125 | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $197036.88    | 0.12%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR           | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    606000 | PA      | $625005.37    | 0.37%             | 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        |    458000 | PA      | $459539.34    | 0.28%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                    | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $997286.18    | 0.60%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                           | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    814000 | PA      | $781243.09    | 0.47%             | 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        |    387000 | PA      | $372841.30    | 0.22%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                           | LITHIA MOTORS INC COMPANY GUAR 144A 10/30 5.5                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    759000 | PA      | $762792.93    | 0.46%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                  | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11         | CUSIP: 79380MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425500 | PA      | $146168.19    | 0.09%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SGUS LLC                                                     | SGUS LLC SR SECURED 144A 12/29 11                            | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274640 | PA      | $222556.16    | 0.13%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Block Inc.                                                   | BLOCK INC SR UNSECURED 144A 08/30 5.625                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    970000 | PA      | $988365.98    | 0.59%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP COMPANY GUAR 144A 05/32 7.25                       | CUSIP: 86765KAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    679000 | PA      | $716585.80    | 0.43%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp.                                               | TOPBUILD CORP COMPANY GUAR 144A 01/34 5.625                  | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1571159.75   | 0.94%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5      | TOUCAN FINCO LTD/TOUCAN FINCO SR SECURED 144A 05/30 9.5      | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    948000 | PA      | $895413.97    | 0.54%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                         | TRAVEL + LEISURE CO SR SECURED 144A 09/33 6.125              | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1085867.75   | 0.65%             | 2033-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital Designated Activity Company                | TRUENOORD CAPITAL DAC COMPANY GUAR 144A 03/30 8.75           | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    528000 | PA      | $552339.74    | 0.33%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25  | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25  | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1584314.02   | 0.95%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                       | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $782385.26    | 0.47%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5     | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    797000 | PA      | $767085.32    | 0.46%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                    | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1120588.21   | 0.67%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                    | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    996000 | PA      | $1035956.53   | 0.62%             | 2034-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                  | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25  | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1171806.47   | 0.70%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                  | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 05/32 4.5        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $539620.11    | 0.32%             | 2032-05-01      | Fixed         | 4.50%                 | 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        |   1133000 | PA      | $1156056.74   | 0.69%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CSN Resources S.A.                                           | CSN RESOURCES SA COMPANY GUAR 144A 06/31 4.625               | CUSIP: 12644VAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1467000 | PA      | $1093523.36   | 0.66%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cable One Inc.                                               | CABLE ONE INC COMPANY GUAR 144A 11/30 4                      | CUSIP: 12685JAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $565563.17    | 0.34%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp.                                        | CAPSTONE COPPER CORP COMPANY GUAR 144A 03/33 6.75            | CUSIP: 14071LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    259000 | PA      | $268668.99    | 0.16%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                         | CARNIVAL CORP COMPANY GUAR 144A 06/31 5.875                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1683479.39   | 1.01%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                         | CARNIVAL CORP COMPANY GUAR 144A 08/32 5.75                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $3184000.98   | 1.91%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                         | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                  | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    828000 | PA      | $834927.88    | 0.50%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                     | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875        | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $755266.62    | 0.45%             | 2029-08-15      | Fixed         | 3.88%                 | 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        |    840000 | PA      | $856868.88    | 0.51%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cipher Compute LLC                                           | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    458000 | PA      | $465300.43    | 0.28%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                                     | CLEARWATER ANALYTICS LLC 2025 TERM LOAN B                    | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    677000 | PA      | $677000.00    | 0.41%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                    | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    507000 | PA      | $534072.79    | 0.32%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75  | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 01/32 8.75  | CUSIP: 00033GAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2112000 | PA      | $1996656.29   | 1.20%             | 2032-01-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5  | GLOBAL AUTO HOLDINGS LTD/AAG F SR UNSECURED 144A 08/29 11.5  | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    727000 | PA      | $746400.31    | 0.45%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AES Panama Generation Holdings S.R.L.                        | AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375   | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    873098 | PA      | $812487.33    | 0.49%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aeropuertos Dominicanos Siglo XXI S.A.                       | AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7        | CUSIP: 007866AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | DO        |    945000 | PA      | $990804.15    | 0.59%             | 2034-06-30      | Fixed         | 7.00%                 | 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        |    626000 | PA      | $646377.30    | 0.39%             | 2026-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75  | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75  | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $782257.66    | 0.47%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                 | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125     | CUSIP: 013822AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    311000 | PA      | $329540.27    | 0.20%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                       | AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25             | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    976000 | PA      | $999146.86    | 0.60%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85       | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85       | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482418 | PA      | $471387.83    | 0.28%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | 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        |    482000 | PA      | $483589.44    | 0.29%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1509000 | PA      | $1564146.41   | 0.94%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75  | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75  | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $999919.28    | 0.60%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 01/31 6.25    | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 01/31 6.25    | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $570748.93    | 0.34%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aris Mining Corporation                                      | ARIS MINING CORP COMPANY GUAR 144A 10/29 8                   | CUSIP: 04040YAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    764000 | PA      | $797524.32    | 0.48%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                 | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    822000 | PA      | $806992.25    | 0.48%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                 | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176561.35    | 0.11%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1278956.33   | 0.77%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625 | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 10/32 6.625 | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    244000 | PA      | $249577.60    | 0.15%             | 2032-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625 | ASCENT RESOURCES UTICA HOLDING COMPANY GUAR 144A 07/33 6.625 | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    428000 | PA      | $436215.27    | 0.26%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                           | BANCO SANTANDER SA JR SUBORDINA 12/99 VAR                    | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1549000 | PA      | $1869924.92   | 1.12%             | 2033-05-21      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | BARCLAYS PLC JR SUBORDINA 12/99 8                            | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1436000 | PA      | $1518733.70   | 0.91%             | 2029-03-15      | Variable      | 8.00%                 | 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        |    122000 | PA      | $127239.78    | 0.08%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                    | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625         | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    817000 | PA      | $815553.17    | 0.49%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                | ILIAD HOLDING SAS SR SECURED 144A 04/32 7                    | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1026000 | PA      | $1057635.68   | 0.63%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                      | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1080109.99   | 0.65%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                      | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1464373.11   | 0.88%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                              | NRG ENERGY INC SR UNSECURED 144A 01/34 5.75                  | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    612000 | PA      | $616906.40    | 0.37%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                          | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1240150.12   | 0.74%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                  | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1307693.67   | 0.78%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                           | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2254835.57   | 1.35%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                   | PACIFICORP JR SUBORDINA 09/55 VAR                            | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1107339.85   | 0.66%             | 2055-09-15      | 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        |   1169000 | PA      | $1208765.42   | 0.73%             | 2031-06-01      | Fixed         | 7.12%                 | 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        |   1252000 | PA      | $1312793.36   | 0.79%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                       | QUIKRETE HOLDINGS INC 2025 TERM LOAN B                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    638790 | PA      | $639364.91    | 0.38%             | 2032-02-10      | Floating      | 6.17%                 | 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        |    703000 | PA      | $729991.69    | 0.44%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                           | RAKUTEN GROUP INC SR UNSECURED 144A 04/29 9.75               | CUSIP: 75102WAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |    473000 | PA      | $525593.57    | 0.32%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625   | RIVERS ENTERPRISE BORROWER LLC SR SECURED 144A 02/33 6.625   | CUSIP: 76883NAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $870371.44    | 0.52%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RIVERS ENTERPRISE LENDER LLC / SR SECURED 144A 10/30 6.25    | RIVERS ENTERPRISE LENDER LLC / SR SECURED 144A 10/30 6.25    | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    266000 | PA      | $270046.92    | 0.16%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                           | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2128342.26   | 1.28%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                        | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $259515.50    | 0.16%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                        | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    326000 | PA      | $341376.77    | 0.20%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                      | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375               | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1411077.30   | 0.85%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                                  | SAKS GLOBAL ENTERPRISES LLC SR SECURED 144A 12/29 11         | CUSIP: 79380MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116750 | PA      | $23933.75     | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP COMPANY GUAR 144A 07/33 6.25                       | CUSIP: 86765KAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $520751.21    | 0.31%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP JR SUBORDINA 144A 12/99 VAR                        | CUSIP: 86765KAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1479000 | PA      | $1504882.50   | 0.90%             | 2030-09-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** John Hancock Strategic Series

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer