# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001145549-25-049338
**Filing Date:** 2025-7
**Character Count:** 82737
**Document Hash:** c5891229516b3ab28e1da0f46d834474
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-049338.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001145549-25-049338

**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 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:** 251158717

**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:** 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:** $137757297.56

**Total Liabilities:** $1569248.15

**Net Assets:** $136188049.41

**Cash Not Reported:** $3.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -28.483312000000 | **1-Year:** -395.502014000000 | **5-Year:** -701.233355000000 | **10-Year:** -526.344920000000 | **30-Year:** -742.460110000000

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

- **3-Month:** -249.302042000000 | **1-Year:** -10233.175883000000 | **5-Year:** -30635.689758000000 | **10-Year:** -6581.148204000000 | **30-Year:** -41.380317000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212731 | -1.00%               | -0.68%               | 1.94%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $8145.13                 | $-2388775.15                               |
| Month 2  | $-169426.99              | $-1835930.26                               |
| Month 3  | $-315229.65              | $2008006.29                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Novelis Corporation                                          | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1289000 | PA      | $1225368.00   | 0.90%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                         | PARKLAND CORP COMPANY GUAR 144A 10/29 4.5                    | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    945000 | PA      | $892379.75    | 0.66%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                         | PARKLAND CORP SR UNSECURED 144A 08/32 6.625                  | CUSIP: 70137WAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    740000 | PA      | $741642.06    | 0.54%             | 2032-08-15      | Fixed         | 6.62%                 | 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      | $1316141.21   | 0.97%             | 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        |    642000 | PA      | $638790.00    | 0.47%             | 2032-02-10      | Floating      | 6.58%                 | 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      | $714358.37    | 0.52%             | 2032-03-01      | Fixed         | 6.38%                 | 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      | $705993.65    | 0.52%             | 2032-05-01      | Fixed         | 7.25%                 | 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      | $985756.23    | 0.72%             | 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        |    531136 | PA      | $509959.17    | 0.37%             | 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        |    781000 | PA      | $773052.39    | 0.57%             | 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        |    877000 | PA      | $895901.98    | 0.66%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                       | ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8               | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $384347.21    | 0.28%             | 2030-10-01      | 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      | $780645.02    | 0.57%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc.                                            | AMWINS GROUP INC SR SECURED 144A 02/29 6.375                 | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569000 | PA      | $576971.69    | 0.42%             | 2029-02-15      | Fixed         | 6.38%                 | 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        |    837900 | PA      | $836668.29    | 0.61%             | 2032-01-30      | Floating      | 6.58%                 | 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      | $1007031.73   | 0.74%             | 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      | $418282.68    | 0.31%             | 2032-04-02      | Fixed         | 7.38%                 | 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      | $625698.35    | 0.46%             | 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      | $1218411.23   | 0.89%             | 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      | $1315771.48   | 0.97%             | 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      | $1101932.84   | 0.81%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                              | NRG ENERGY INC COMPANY GUAR 144A 11/34 6.25                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    533000 | PA      | $533180.61    | 0.39%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                              | NRG ENERGY INC COMPANY GUAR 144A 07/29 5.75                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    765000 | PA      | $756759.50    | 0.56%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                           | NEWELL BRANDS INC SR UNSECURED 05/30 6.375                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    677000 | PA      | $636004.12    | 0.47%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                           | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    644000 | PA      | $666249.45    | 0.49%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                 | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289000 | PA      | $288494.39    | 0.21%             | 2032-02-01      | Fixed         | 7.50%                 | 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      | $942392.49    | 0.69%             | 2030-05-15      | Fixed         | 9.50%                 | 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      | $547556.06    | 0.40%             | 2030-03-01      | Fixed         | 8.75%                 | 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      | $523275.59    | 0.38%             | 2029-02-15      | Fixed         | 6.50%                 | 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        |    487000 | PA      | $484743.88    | 0.36%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                            | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125    | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $336542.30    | 0.25%             | 2031-08-15      | Fixed         | 4.12%                 | 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        |    942000 | PA      | $1007135.53   | 0.74%             | 2029-02-01      | Fixed         | 9.50%                 | 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      | $2058941.33   | 1.51%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                 | VISTRA CORP JR SUBORDINA 144A VAR                            | CUSIP: 92840MAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $276077.93    | 0.20%             | 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      | $702230.85    | 0.52%             | 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      | $1065660.68   | 0.78%             | 2079-04-04      | Variable      | 7.00%                 | 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        |   1102000 | PA      | $855339.34    | 0.63%             | 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      | $674292.50    | 0.50%             | 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        |    879899 | PA      | $775938.96    | 0.57%             | 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      | $958371.75    | 0.70%             | 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        |   1020000 | PA      | $1072326.00   | 0.79%             | 2026-07-15      | Fixed         | 10.50%                | 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      | $322865.89    | 0.24%             | 2031-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                  | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875      | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1636426.65   | 1.20%             | 2031-02-15      | 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        |    453000 | PA      | $461865.66    | 0.34%             | 2032-10-15      | Fixed         | 6.75%                 | 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        |    913000 | PA      | $892948.42    | 0.66%             | 2054-10-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ambipar Lux S.a r.l.                                         | AMBIPAR LUX SARL COMPANY GUAR 144A 02/33 10.875              | CUSIP: 02319WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    547000 | PA      | $511559.87    | 0.38%             | 2033-02-05      | Fixed         | 10.88%                | 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      | $775659.99    | 0.57%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                          | NOVELIS CORP COMPANY GUAR 144A 01/30 6.875                   | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    217000 | PA      | $223777.78    | 0.16%             | 2030-01-30      | Fixed         | 6.88%                 | 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        |    830000 | PA      | $869898.23    | 0.64%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PGandE Corporation                                           | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1314106.66   | 0.96%             | 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        |   1208000 | PA      | $1249680.70   | 0.92%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 06/33 6.5    | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 06/33 6.5    | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    179000 | PA      | $182045.55    | 0.13%             | 2033-06-15      | Fixed         | 6.50%                 | 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      | $506422.02    | 0.37%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rede D'Or Finance                                            | REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5           | CUSIP: 75735GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    506000 | PA      | $476515.68    | 0.35%             | 2030-01-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625  | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $920533.06    | 0.68%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625  | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $484501.99    | 0.36%             | 2031-04-06      | Fixed         | 4.62%                 | 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        |    700000 | PA      | $688892.64    | 0.51%             | 2030-07-27      | Fixed         | 8.45%                 | 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      | $847423.94    | 0.62%             | 2033-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| 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        |    585000 | PA      | $603091.71    | 0.44%             | 2031-05-15      | Fixed         | 7.12%                 | 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        |   1800000 | PA      | $2069622.00   | 1.52%             | 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        |   1561000 | PA      | $1628066.80   | 1.20%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                 | BARCLAYS PLC JR SUBORDINA 12/99 VAR                          | CUSIP: 06738EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    346000 | PA      | $341810.67    | 0.25%             | 2035-03-15      | Variable      | 7.62%                 | 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      | $126047.59    | 0.09%             | 2029-07-15      | Fixed         | 7.00%                 | 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        |    563000 | PA      | $583712.21    | 0.43%             | 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      | $756403.20    | 0.56%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                             | BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5   | CUSIP: 10554TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1540000 | PA      | $1262828.95   | 0.93%             | 2030-01-31      | Fixed         | 4.50%                 | 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      | $713126.75    | 0.52%             | 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      | $1069712.12   | 0.79%             | 2032-02-01      | Fixed         | 4.25%                 | 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        |    777000 | PA      | $784271.17    | 0.58%             | 2032-06-15      | Fixed         | 6.38%                 | 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      | $992345.97    | 0.73%             | 2034-03-01      | 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        |    349000 | PA      | $350985.80    | 0.26%             | 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 05/32 4.5        | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    599000 | PA      | $545176.02    | 0.40%             | 2032-05-01      | Fixed         | 4.50%                 | 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      | $171115.31    | 0.13%             | 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        |   1500000 | PA      | $1494554.40   | 1.10%             | 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      | $245408.61    | 0.18%             | 2032-10-15      | Fixed         | 6.62%                 | 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        |    855000 | PA      | $758740.08    | 0.56%             | 2031-06-15      | Fixed         | 3.62%                 | 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      | $1006526.12   | 0.74%             | 2030-01-15      | Fixed         | 7.00%                 | 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              | BR        |   1036000 | PA      | $797356.11    | 0.59%             | 2031-06-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                   | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5          | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    579000 | PA      | $583658.06    | 0.43%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                   | CAESARS ENTERTAINMENT INC COMPANY GUAR 144A 10/32 6          | CUSIP: 12769GAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1234603.78   | 0.91%             | 2032-10-15      | Fixed         | 6.00%                 | 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      | $258952.45    | 0.19%             | 2033-03-31      | Fixed         | 6.75%                 | 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        |   1635000 | PA      | $1635981.00   | 1.20%             | 2031-06-15      | Fixed         | 5.88%                 | 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      | $720638.40    | 0.53%             | 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      | $782980.13    | 0.57%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                       | CIVITAS RESOURCES INC COMPANY GUAR 144A 11/30 8.625          | CUSIP: 17888HAC7<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    507000 | PA      | $499988.44    | 0.37%             | 2030-11-01      | Fixed         | 8.62%                 | 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      | $533096.30    | 0.39%             | 2032-06-30      | Fixed         | 8.25%                 | 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      | $889321.85    | 0.65%             | 2030-01-15      | Fixed         | 6.88%                 | 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        |    346000 | PA      | $343664.36    | 0.25%             | 2028-10-15      | Fixed         | 6.50%                 | 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        |    325000 | PA      | $324635.38    | 0.24%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO S.P.A EFESTO US L SR SECURED 144A 02/32 7.5     | EFESTO BIDCO S.P.A EFESTO US L SR SECURED 144A 02/32 7.5     | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    761000 | PA      | $765961.72    | 0.56%             | 2032-02-15      | Fixed         | 7.50%                 | 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      | $1486403.08   | 1.09%             | 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      | $1169711.54   | 0.86%             | 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      | $2314906.89   | 1.70%             | 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      | $2090719.13   | 1.54%             | 2026-11-15      | Variable      | 6.50%                 | 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        |    259695 | PA      | $253366.23    | 0.19%             | 2031-04-23      | Floating      | 8.33%                 | 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      | $1002993.49   | 0.74%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                     | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 08/29 9.125        | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462290.40    | 0.34%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR           | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $707124.11    | 0.52%             | 2051-10-15      | Variable      | 4.70%                 | 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      | $621683.28    | 0.46%             | 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        |    984000 | PA      | $960382.92    | 0.71%             | 2029-06-01      | Fixed         | 5.62%                 | 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      | $1219387.00   | 0.90%             | 2032-01-17      | Floating      | 8.33%                 | 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      | $647073.18    | 0.48%             | 2029-03-01      | Fixed         | 3.50%                 | 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      | $292283.21    | 0.21%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                 | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $271642.53    | 0.20%             | 2030-02-15      | Fixed         | 4.25%                 | 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      | $769098.91    | 0.56%             | 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      | $1192056.00   | 0.88%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                | ILIAD HOLDING SASU SR SECURED 144A 04/31 8.5                 | CUSIP: 449691AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    300000 | PA      | $316604.78    | 0.23%             | 2031-04-15      | Fixed         | 8.50%                 | 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        |   1026000 | PA      | $1032595.66   | 0.76%             | 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        |    683000 | PA      | $619113.27    | 0.45%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    287796 | NS      | $2878708.07   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors Inc.                                           | LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319655.02    | 0.23%             | 2027-12-15      | Fixed         | 4.62%                 | 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        |   1382000 | PA      | $942099.59    | 0.69%             | 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        |   1178000 | PA      | $568385.00    | 0.42%             | 2029-05-01      | Fixed         | 7.88%                 | 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      | $506995.79    | 0.37%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                        | TALOS PRODUCTION INC SECURED 144A 02/29 9                    | CUSIP: 87485LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $365492.38    | 0.27%             | 2029-02-01      | Fixed         | 9.00%                 | 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        |    814000 | PA      | $762874.13    | 0.56%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75             | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    803000 | PA      | $809256.17    | 0.59%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                        | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25    | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1275095 | PA      | $997761.64    | 0.73%             | 2031-06-30      | Fixed         | 7.25%                 | 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        |   1750000 | PA      | $1711694.95   | 1.26%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                   | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875     | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    351000 | PA      | $344011.48    | 0.25%             | 2029-04-01      | Fixed         | 5.88%                 | 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      | $273906.40    | 0.20%             | 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      | $449280.71    | 0.33%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                        | TALOS PRODUCTION INC SECURED 144A 02/31 9.375                | CUSIP: 87485LAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $65873.93     | 0.05%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                        | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $188260.64    | 0.14%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                         | ROCKET SOFTWARE INC SR SECURED 144A 11/28 9                  | CUSIP: 77314EAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514000 | PA      | $530318.47    | 0.39%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| S and S Holdings L.L.C.                                      | SandS HOLDINGS LLC SR SECURED 144A 10/31 8.375               | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $364557.35    | 0.27%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                              | SABRE GLBL INC SR SECURED 144A 07/30 11.125                  | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |    507000 | PA      | $520182.00    | 0.38%             | 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        |    851000 | PA      | $380822.50    | 0.28%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                      | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5               | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    729000 | PA      | $597530.24    | 0.44%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                            | SERVICE CORP INTERNATIONAL/US SR UNSECURED 10/32 5.75        | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    144000 | PA      | $143098.36    | 0.11%             | 2032-10-15      | Fixed         | 5.75%                 | 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        |    898000 | PA      | $852142.37    | 0.63%             | 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        |   1150000 | PA      | $1025910.17   | 0.75%             | 2030-11-18      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                   | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    387000 | PA      | $349686.23    | 0.26%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Star Parent Inc.                                             | STAR PARENT INC SR SECURED 144A 10/30 9                      | CUSIP: 855170AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $563295.03    | 0.41%             | 2030-10-01      | Fixed         | 9.00%                 | 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      | $1027020.93   | 0.75%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                    | SUNOCO LP COMPANY GUAR 144A 05/29 7                          | CUSIP: 86765KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    855000 | PA      | $882413.87    | 0.65%             | 2029-05-01      | Fixed         | 7.00%                 | 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        |   1186000 | PA      | $1119257.61   | 0.82%             | 2030-04-30      | Fixed         | 4.50%                 | 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        |    866000 | PA      | $875189.99    | 0.64%             | 2030-12-01      | Fixed         | 5.75%                 | 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      | $284000.00    | 0.21%             |  |  |  | No            |                  1 | 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        |    336000 | PA      | $342237.17    | 0.25%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | 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      | 0.01%             |  |  |  | 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      | $530276.24    | 0.39%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |    818000 | PA      | $764372.66    | 0.56%             | 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      | $375268.39    | 0.28%             | 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      | $35693.30     | 0.03%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                 | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $93927.45     | 0.07%             | 2030-10-15      | Fixed         | 5.50%                 | 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      | $242971.34    | 0.18%             | 2029-06-01      | Fixed         | 6.50%                 | 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      | $959583.05    | 0.70%             | 2025-06-30      | Variable      | 7.59%                 | 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      | $294709.02    | 0.22%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                          | FRONTIER ISSUER LLC FYBR 2024 1 C 144A                       | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312000 | PA      | $346696.65    | 0.25%             | 2054-06-20      | Fixed         | 11.16%                | 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        |    449000 | PA      | $429542.67    | 0.32%             | 2028-02-15      | Fixed         | 8.25%                 | 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      | $869973.79    | 0.64%             | 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      | $520222.87    | 0.38%             | 2032-02-04      | Floating      | 6.82%                 | 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      | $582299.05    | 0.43%             | 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      | $630101.38    | 0.46%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC / GENNY C COMPANY GUAR 144A 10/29 7.25  | GENTING NEW YORK LLC / GENNY C COMPANY GUAR 144A 10/29 7.25  | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $218438.79    | 0.16%             | 2029-10-01      | Fixed         | 7.25%                 | 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        |    844000 | PA      | $877365.01    | 0.64%             | 2032-01-15      | Fixed         | 8.25%                 | 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      | $75546.61     | 0.06%             | 2032-07-15      | Fixed         | 7.38%                 | 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        |   1010000 | PA      | $985570.22    | 0.72%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                   | IRON MOUNTAIN INC COMPANY GUAR 144A 01/33 6.25               | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    664000 | PA      | $670236.29    | 0.49%             | 2033-01-15      | Fixed         | 6.25%                 | 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        |    216000 | PA      | $204336.76    | 0.15%             | 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        |    580000 | PA      | $574974.07    | 0.42%             | 2031-12-15      | Fixed         | 8.75%                 | 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        |    279000 | PA      | $264352.50    | 0.19%             | 2029-02-15      | Fixed         | 6.75%                 | 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        |    235000 | PA      | $149477.21    | 0.11%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company    | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125    | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1188000 | PA      | $766610.46    | 0.56%             | 2029-07-15      | Fixed         | 5.12%                 | 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      | $979120.70    | 0.72%             | 2051-12-15      | Variable      | 4.12%                 | 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        |    602000 | PA      | $631170.36    | 0.46%             | 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        |   1481000 | PA      | $1355115.00   | 1.00%             | 2031-11-15      | Fixed         | 7.25%                 | 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      | $1655935.10   | 1.22%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                    | MATADOR RESOURCES CO COMPANY GUAR 144A 04/33 6.25            | CUSIP: 576485AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    356000 | PA      | $342912.41    | 0.25%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                  | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125    | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1047505.01   | 0.77%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                  | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $304358.12    | 0.22%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                  | MIDCONTINENT COMMUNICATIONS SR UNSECURED 144A 08/32 8        | CUSIP: 59565XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1266893.78   | 0.93%             | 2032-08-15      | Fixed         | 8.00%                 | 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      | $1044433.86   | 0.77%             | 2029-05-01      | Fixed         | 4.88%                 | 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      | $1064674.24   | 0.78%             | 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        |   1147000 | PA      | $1147213.50   | 0.84%             | 2032-02-01      | Fixed         | 6.75%                 | 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      | $486028.38    | 0.36%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                         | TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625              | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    388000 | PA      | $366506.00    | 0.27%             | 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      | $518101.73    | 0.38%             | 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        |   1065000 | PA      | $1051669.40   | 0.77%             | 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      | $140318.75    | 0.10%             | 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      | $170818.92    | 0.13%             | 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        |    319000 | PA      | $292867.68    | 0.22%             | 2031-03-30      | Fixed         | 5.88%                 | 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      | $73948.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc.                                            | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                 | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $336409.38    | 0.25%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | 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        |    908000 | PA      | $862465.34    | 0.63%             | 2029-04-15      | Fixed         | 4.62%                 | 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        |    404000 | PA      | $390556.54    | 0.29%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer