# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001193125-25-255283
**Filing Date:** 2025-10
**Character Count:** 261723
**Document Hash:** 9303abcaaa431067096d2ee4a4e86745
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-255283.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0001193125-25-255283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 251427513

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgb770a2941.gif)

#### Quarterly portfolio holdings

## John Hancock

## High Yield Fund

## Fixed income
August 31, 2025

Manulife, Manulife Investments, Stylized M Design, and Manulife Investments & Stylized M Design are trademarks of The Manufacturers Life Insurance Company and John Hancock and the Stylized John Hancock Design are trademarks of John Hancock Life Insurance Company (U.S.A.). Each are used by it and by its affiliates under license.

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Fund's investments

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#### As of 8-31-25 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **U.S. Government and Agency obligations 0.3%** | **U.S. Government and Agency obligations 0.3%** | **U.S. Government and Agency obligations 0.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$4323143** |
| (Cost $4,217,709) |  |  |  |  |
| **U.S. Government Agency 0.3%** | **U.S. Government Agency 0.3%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4323143** |
| Federal Home Loan Mortgage Corp. |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1562822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582926 |
| &nbsp;&nbsp;&nbsp;&nbsp;30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;09-01-53 | &nbsp;&nbsp;&nbsp;&nbsp;1421180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467923 |
| Federal National Mortgage Association<br> 30 Yr Pass Thru | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-53 | 1256310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1272294 |
| **Corporate bonds 91.5%** | **Corporate bonds 91.5%** | **Corporate bonds 91.5%** |  | **$1331412660** |
| (Cost $1,336,174,103) |  |  |  |  |
| **Communication services 15.2%** | **Communication services 15.2%** | **Communication services 15.2%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**221386212** |
| **Diversified telecommunication services 2.5%** | **Diversified telecommunication services 2.5%** | **Diversified telecommunication services 2.5%** |  |  |
| Connect Finco SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-15-29 | 1810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1885710 |
| Frontier Florida LLC | &nbsp;&nbsp;&nbsp;&nbsp;6.860 | &nbsp;&nbsp;02-01-28 | 6250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6476563 |
| GCI LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 | 7883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7677135 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 | 8259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8333125 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-31-34 | 5480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5517220 |
| Maya SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-32 | 3146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3235626 |
| Windstream Services LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 | 2822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2935379 |
| **Entertainment 2.7%** | **Entertainment 2.7%** | **Entertainment 2.7%** |  |  |
| AMC Entertainment Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-29 | 1520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1227400 |
| Cinemark USA, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 1004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1040231 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-27 | 7985000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7918516 |
| Playtika Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-15-29 | 6258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5757360 |
| ROBLOX Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 | 4832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4594068 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 | 5647000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5819013 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;08-01-32 | 1485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563842 |
| WarnerMedia Holdings, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 | 12546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10827198 |
| **Interactive media and services 1.7%** | **Interactive media and services 1.7%** | **Interactive media and services 1.7%** |  |  |
| ANGI Group LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-28 | 2922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2751604 |
| Arches Buyer, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;12-01-28 | 1919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1860810 |
| Cars.com, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-01-28 | 3434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3431443 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;02-15-29 | 5239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5243694 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-15-33 | 4077000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4121835 |
| Snap, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-01-33 | 3919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3959734 |
| ZipRecruiter, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-30 | 5190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4204520 |
| **Media 7.7%** | **Media 7.7%** | **Media 7.7%** |  |  |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-29 | 3522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791185 |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;07-15-27 | 5173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4810890 |
| Altice France Holding SA (A)(C) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;05-15-27 | 3550000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278000 |
| Altice France SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;10-15-29 | 3744000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3210480 |
| Altice France SA (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;02-01-27 | 3761000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3481878 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 | 3829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3531926 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 | 7721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7308396 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-27 | 5595000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5566803 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-29 | 6370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6320531 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-01-29 | 5030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5106637 |
| CCO Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 | 7731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7999238 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-15-31 | 1386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407869 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-01-29 | 4279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3372443 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;01-31-29 | 4883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4478875 |
| Directv Financing LLC (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-15-31 | 6293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6255991 |
| DISH DBS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-01-29 | 1828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1509015 |
| DISH DBS Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;12-01-26 | 2125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061330 |
| DISH DBS Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-28 | 1842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733348 |

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2 JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |
| DISH Network Corp. (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;11-15-27 | 5825000 | &nbsp;&nbsp;&nbsp;&nbsp;$6158589 |
| Gray Media, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-30 | 708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;531396 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-33 | 1391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1370364 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1523831 |
| iHeartCommunications, Inc. (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;05-01-30 | 6037200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571719 |
| Scripps Escrow II, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-31 | 2554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801472 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 6553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6324192 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-29 | 4832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4825103 |
| Stagwell Global LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 | 5413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5220912 |
| The EW Scripps Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;08-15-30 | 549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516081 |
| Virgin Media Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-30 | 2741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507033 |
| Virgin Media Secured Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-29 | 5891000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5800534 |
| **Wireless telecommunication services 0.6%** | **Wireless telecommunication services 0.6%** | **Wireless telecommunication services 0.6%** |  |  |
| C&W Senior Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;01-15-33 | 3278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3441680 |
| SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year SOFR Spread-Adjusted ICE Swap Rate + 4.854% to 7-19-42, then 5 Year SOFR Spread-Adjusted ICE Swap Rate + 5.604%) (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-19-27 | 5190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5186445 |
| **Consumer discretionary 16.2%** | **Consumer discretionary 16.2%** | **Consumer discretionary 16.2%** |  | **235413750** |
| **Automobile components 1.2%** | **Automobile components 1.2%** | **Automobile components 1.2%** |  |  |
| Clarios Global LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-28 | 3288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3361388 |
| The Goodyear Tire & Rubber Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-29 | 2169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2103021 |
| The Goodyear Tire & Rubber Company | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-31 | 1213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151909 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-23-30 | 3801000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3706355 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-14-28 | 6152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6231392 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;04-14-30 | 1301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1295200 |
| **Automobiles 0.6%** | **Automobiles 0.6%** | **Automobiles 0.6%** |  |  |
| Nissan Motor Acceptance Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;09-15-28 | 3567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3690493 |
| Nissan Motor Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-17-30 | 3395000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3547072 |
| Nissan Motor Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;07-17-32 | 1641000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718984 |
| **Broadline retail 1.9%** | **Broadline retail 1.9%** | **Broadline retail 1.9%** |  |  |
| Kohl's Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-31 | 1867000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468966 |
| Kohl's Corp. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-30 | 3719000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3994083 |
| Liberty Interactive LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-30 | 8512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1127840 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 1286000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1273470 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429460 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 | 2976000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3055700 |
| Nordstrom, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-31 | 4285000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3774657 |
| QVC, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 | 3621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1741318 |
| Rakuten Group, Inc. (6.250% to 4-22-31, then 5 Year CMT + 4.956% to 4-22-51, then 5 Year CMT + 5.706%) (A)(B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-22-31 | 1577000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1484203 |
| Rakuten Group, Inc. (8.125% to 12-15-29, then 5 Year CMT + 4.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-29 | 1201000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1234356 |
| Rakuten Group, Inc. (A) | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;02-15-27 | 3971000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4293624 |
| SGUS LLC (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 1187313 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043629 |
| Wand NewCo 3, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-30-32 | 2586000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2736024 |
| **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** | **Diversified consumer services 0.3%** |  |  |
| Sotheby's (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-15-27 | 4968000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4913316 |
| **Hotels, restaurants and leisure 7.5%** | **Hotels, restaurants and leisure 7.5%** | **Hotels, restaurants and leisure 7.5%** |  |  |
| Affinity Interactive (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 | 5292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3040307 |
| Boyd Gaming Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-31 | 4106000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3951931 |
| Brightstar Lottery PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-27 | 8255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8337822 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-32 | 13047000 | &nbsp;&nbsp;&nbsp;&nbsp;13375576 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 | 8686000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8982349 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 | 4263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4370193 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;05-01-29 | 1588000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608592 |
| CEC Entertainment LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-26 | 4977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4956729 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 3

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** | **Hotels, restaurants and leisure (continued)** |  |  |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;08-01-34 | 5274000 | &nbsp;&nbsp;&nbsp;$5334880 |
| Fontainebleau Las Vegas Holdings LLC (A)(C) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;06-15-15 | 2983778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| Full House Resorts, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-15-28 | 4181000 | &nbsp;&nbsp;&nbsp;&nbsp;4003081 |
| Hilton Grand Vacations Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-01-31 | 4011000 | &nbsp;&nbsp;&nbsp;&nbsp;3734694 |
| Hilton Grand Vacations Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 6012000 | &nbsp;&nbsp;&nbsp;&nbsp;6134627 |
| Jacobs Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-29 | 2760000 | &nbsp;&nbsp;&nbsp;&nbsp;2676295 |
| Lindblad Expeditions LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-30 | 1498000 | &nbsp;&nbsp;&nbsp;&nbsp;1534103 |
| Marriott Ownership Resorts, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-29 | 5602000 | &nbsp;&nbsp;&nbsp;&nbsp;5413480 |
| Midwest Gaming Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 5646000 | &nbsp;&nbsp;&nbsp;&nbsp;5462040 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-28 | 4439000 | &nbsp;&nbsp;&nbsp;&nbsp;4320786 |
| Resorts World Las Vegas LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.450 | &nbsp;&nbsp;07-27-30 | 4400000 | &nbsp;&nbsp;&nbsp;&nbsp;4423933 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-27 | 1534000 | &nbsp;&nbsp;&nbsp;&nbsp;1552625 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-15-29 | 3622000 | &nbsp;&nbsp;&nbsp;&nbsp;3501540 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;07-15-30 | 3967000 | &nbsp;&nbsp;&nbsp;&nbsp;3888057 |
| Wyndham Hotels & Resorts, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-28 | 4469000 | &nbsp;&nbsp;&nbsp;&nbsp;4363141 |
| Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;04-01-32 | 4389000 | &nbsp;&nbsp;&nbsp;&nbsp;4415271 |
| **Household durables 1.5%** | **Household durables 1.5%** | **Household durables 1.5%** |  |  |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 4092000 | &nbsp;&nbsp;&nbsp;&nbsp;3807151 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 3082000 | &nbsp;&nbsp;&nbsp;&nbsp;3171153 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-15-27 | 4562000 | &nbsp;&nbsp;&nbsp;&nbsp;4612437 |
| Newell Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 5103000 | &nbsp;&nbsp;&nbsp;&nbsp;5387365 |
| Whirlpool Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-30 | 4269000 | &nbsp;&nbsp;&nbsp;&nbsp;4316454 |
| **Specialty retail 3.0%** | **Specialty retail 3.0%** | **Specialty retail 3.0%** |  |  |
| Amer Sports Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-16-31 | 4404000 | &nbsp;&nbsp;&nbsp;&nbsp;4590615 |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-32 | 5015000 | &nbsp;&nbsp;&nbsp;&nbsp;4821372 |
| Group 1 Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-28 | 4114000 | &nbsp;&nbsp;&nbsp;&nbsp;3991854 |
| Group 1 Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-15-30 | 2305000 | &nbsp;&nbsp;&nbsp;&nbsp;2361742 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 6707000 | &nbsp;&nbsp;&nbsp;&nbsp;6431261 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 2762000 | &nbsp;&nbsp;&nbsp;&nbsp;2625103 |
| PetSmart LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-32 | 3404000 | &nbsp;&nbsp;&nbsp;&nbsp;3368667 |
| PetSmart LLC (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;09-15-33 | 2006000 | &nbsp;&nbsp;&nbsp;&nbsp;1964964 |
| Saks Global Enterprises LLC (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 919750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209243 |
| Saks Global Enterprises LLC (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-15-29 | 1839500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726603 |
| The Michaels Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-01-29 | 4697000 | &nbsp;&nbsp;&nbsp;&nbsp;3184301 |
| Valvoline, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-31 | 2498000 | &nbsp;&nbsp;&nbsp;&nbsp;2278525 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;10-31-29 | 1266000 | &nbsp;&nbsp;&nbsp;&nbsp;1290850 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-15-30 | 5057000 | &nbsp;&nbsp;&nbsp;&nbsp;5224660 |
| **Textiles, apparel and luxury goods 0.2%** | **Textiles, apparel and luxury goods 0.2%** | **Textiles, apparel and luxury goods 0.2%** |  |  |
| Beach Acquisition Bidco LLC (10.000% Cash or 10.750% PIK) (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;07-15-33 | 2158000 | &nbsp;&nbsp;&nbsp;&nbsp;2290620 |
| **Consumer staples 3.9%** | **Consumer staples 3.9%** | **Consumer staples 3.9%** |  | **55983834** |
| **Consumer staples distribution and retail 1.0%** | **Consumer staples distribution and retail 1.0%** | **Consumer staples distribution and retail 1.0%** |  |  |
| Albertsons Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-28 | 4093000 | &nbsp;&nbsp;&nbsp;&nbsp;4170992 |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 | 4378000 | &nbsp;&nbsp;&nbsp;&nbsp;4239542 |
| US Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-29 | 3449000 | &nbsp;&nbsp;&nbsp;&nbsp;3397231 |
| US Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-15-33 | 2490000 | &nbsp;&nbsp;&nbsp;&nbsp;2498130 |
| **Food products 1.9%** | **Food products 1.9%** | **Food products 1.9%** |  |  |
| Froneri Lux FinCo SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-32 | 13951000 | &nbsp;&nbsp;&nbsp;14027177 |
| Lamb Weston Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-31-30 | 4675000 | &nbsp;&nbsp;&nbsp;&nbsp;4482166 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-15-29 | 2683000 | &nbsp;&nbsp;&nbsp;&nbsp;2674670 |
| Post Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-33 | 3438000 | &nbsp;&nbsp;&nbsp;&nbsp;3472909 |
| Simmons Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-29 | 3012000 | &nbsp;&nbsp;&nbsp;&nbsp;2892377 |
| **Personal care products 1.0%** | **Personal care products 1.0%** | **Personal care products 1.0%** |  |  |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 | 3407000 | &nbsp;&nbsp;&nbsp;&nbsp;3241978 |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-28 | 4179000 | &nbsp;&nbsp;&nbsp;&nbsp;4158525 |

---

4 JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer staples (continued)** | **Consumer staples (continued)** | **Consumer staples (continued)** |  |  |
| **Personal care products (continued)** | **Personal care products (continued)** | **Personal care products (continued)** |  |  |
| HLF Financing Sarl LLC (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;04-15-29 | 1629000 | &nbsp;&nbsp;&nbsp;&nbsp;$1767512 |
| Opal Bidco SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-32 | 4875000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4960625 |
| **Energy 11.0%** | **Energy 11.0%** | **Energy 11.0%** |  | **159932430** |
| **Energy equipment and services 0.8%** | **Energy equipment and services 0.8%** | **Energy equipment and services 0.8%** |  |  |
| Archrock Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-01-28 | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1404689 |
| Archrock Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-32 | 4469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4581114 |
| USA Compression Partners LP | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;09-01-27 | 2904000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2904619 |
| USA Compression Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-29 | 1463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499686 |
| Valaris, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-30-30 | 1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1488753 |
| **Oil, gas and consumable fuels 10.2%** | **Oil, gas and consumable fuels 10.2%** | **Oil, gas and consumable fuels 10.2%** |  |  |
| Antero Midstream Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 | 4455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4428426 |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 5363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5350068 |
| Blue Racer Midstream LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-15-29 | 1781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1852890 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-30 | 1147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1191325 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-29 | 3446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3571255 |
| Civitas Resources, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-31 | 4453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4580899 |
| Civitas Resources, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;06-15-33 | 2747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2907539 |
| CNX Resources Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;01-15-29 | 3304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3311110 |
| Crescent Energy Finance LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-15-34 | 6975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7078125 |
| Delek Logistics Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-28 | 2651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2661196 |
| Energy Transfer LP (7.125% to 5-15-30, then 5 Year CMT + 5.306%) (D) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-30 | 4241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4352038 |
| Excelerate Energy LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-30 | 3685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3924109 |
| Genesis Energy LP | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 2367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2472455 |
| Genesis Energy LP | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 5273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5505233 |
| Global Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 1483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517846 |
| Hess Midstream Operations LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-29 | 961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993636 |
| Hilcorp Energy I LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-29 | 3038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998726 |
| Hilcorp Energy I LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-30 | 2882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2852155 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-34 | 1242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262293 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005278 |
| Kinetik Holdings LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-28 | 1271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1307626 |
| Long Ridge Energy LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 4057000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4202168 |
| MEG Energy Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-01-29 | 4164000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4190062 |
| Parkland Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 1486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1438366 |
| Parkland Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 | 5691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5687404 |
| Permian Resources Operating LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 | 3827000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3967872 |
| Range Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 3300000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3386635 |
| Rockies Express Pipeline LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-33 | 4233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421694 |
| SM Energy Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4280562 |
| South Bow Canadian Infrastructure Holdings, Ltd. (7.500% to 3-1-35, then 5 Year CMT + 3.667%) (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-01-55 | 2912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3043599 |
| Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 3099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2994779 |
| Sunoco LP | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-27 | 3547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3549855 |
| TransMontaigne Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 | 1336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1405280 |
| Venture Global Calcasieu Pass LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-30 | 3187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3318818 |
| Venture Global LNG, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 4051000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4174337 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 15321000 | &nbsp;&nbsp;&nbsp;&nbsp;15214393 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-01-29 | 7657000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8418213 |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-34 | 1707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782052 |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-33 | 6795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7453252 |
| **Financials 10.2%** | **Financials 10.2%** | **Financials 10.2%** |  | **148403500** |
| **Banks 0.4%** | **Banks 0.4%** | **Banks 0.4%** |  |  |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 4788000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5053844 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 5

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Capital markets 0.9%** | **Capital markets 0.9%** | **Capital markets 0.9%** |  |  |
| Boost Newco Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-31 | 3264000 | &nbsp;&nbsp;&nbsp;$3462902 |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;&nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 3149000 | &nbsp;&nbsp;&nbsp;&nbsp;3069248 |
| Focus Financial Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-31 | 6194000 | &nbsp;&nbsp;&nbsp;&nbsp;6400725 |
| **Consumer finance 1.8%** | **Consumer finance 1.8%** | **Consumer finance 1.8%** |  |  |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 | 2318000 | &nbsp;&nbsp;&nbsp;&nbsp;2347986 |
| goeasy, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-30 | 4814000 | &nbsp;&nbsp;&nbsp;&nbsp;4959917 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 | 6070000 | &nbsp;&nbsp;&nbsp;&nbsp;6164549 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-32 | 1382000 | &nbsp;&nbsp;&nbsp;&nbsp;1414791 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;03-15-30 | 8128000 | &nbsp;&nbsp;&nbsp;&nbsp;8599278 |
| PHH Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 | 1677000 | &nbsp;&nbsp;&nbsp;&nbsp;1682108 |
| Rfna LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-30 | 1369000 | &nbsp;&nbsp;&nbsp;&nbsp;1416847 |
| **Financial services 3.5%** | **Financial services 3.5%** | **Financial services 3.5%** |  |  |
| Accelerate360 Holdings LLC (11.000% Cash or 12.500% PIK) (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-01-31 | 1940720 | &nbsp;&nbsp;&nbsp;&nbsp;2163903 |
| Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-31 | 6287000 | &nbsp;&nbsp;&nbsp;&nbsp;5807962 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 3192000 | &nbsp;&nbsp;&nbsp;&nbsp;3262867 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 | 2554000 | &nbsp;&nbsp;&nbsp;&nbsp;2622066 |
| Freedom Mortgage Corp. (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;10-01-30 | 4483000 | &nbsp;&nbsp;&nbsp;&nbsp;4971974 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 | 1465000 | &nbsp;&nbsp;&nbsp;&nbsp;1489424 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 | 1881000 | &nbsp;&nbsp;&nbsp;&nbsp;1940031 |
| Nationstar Mortgage Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-29 | 3458000 | &nbsp;&nbsp;&nbsp;&nbsp;3540325 |
| Osaic Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-32 | 2130000 | &nbsp;&nbsp;&nbsp;&nbsp;2170272 |
| Osaic Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-33 | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282687 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-34 | 2820000 | &nbsp;&nbsp;&nbsp;&nbsp;2839242 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 | 2290000 | &nbsp;&nbsp;&nbsp;&nbsp;2344587 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-33 | 2138000 | &nbsp;&nbsp;&nbsp;&nbsp;2184510 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;08-01-30 | 10323000 | &nbsp;&nbsp;&nbsp;10621851 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 3044000 | &nbsp;&nbsp;&nbsp;&nbsp;3158835 |
| Walker & Dunlop, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-33 | 1983000 | &nbsp;&nbsp;&nbsp;&nbsp;2063133 |
| **Insurance 3.3%** | **Insurance 3.3%** | **Insurance 3.3%** |  |  |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-06-30 | 5162000 | &nbsp;&nbsp;&nbsp;&nbsp;5348307 |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-29 | 2384000 | &nbsp;&nbsp;&nbsp;&nbsp;2506635 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;4080372 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-31 | 3813000 | &nbsp;&nbsp;&nbsp;&nbsp;3943565 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-32 | 3273000 | &nbsp;&nbsp;&nbsp;&nbsp;3371959 |
| Amynta Agency Borrower, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-15-33 | 489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499512 |
| Baldwin Insurance Group Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-31 | 2245000 | &nbsp;&nbsp;&nbsp;&nbsp;2329958 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 3453000 | &nbsp;&nbsp;&nbsp;&nbsp;3633578 |
| Howden UK Refinance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-31 | 4361000 | &nbsp;&nbsp;&nbsp;&nbsp;4504141 |
| HUB International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-15-30 | 6093000 | &nbsp;&nbsp;&nbsp;&nbsp;6373120 |
| HUB International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 | 2964000 | &nbsp;&nbsp;&nbsp;&nbsp;3117627 |
| Panther Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 | 5281000 | &nbsp;&nbsp;&nbsp;&nbsp;5480041 |
| Ryan Specialty LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;08-01-32 | 2557000 | &nbsp;&nbsp;&nbsp;&nbsp;2574490 |
| **Mortgage real estate investment trusts 0.3%** | **Mortgage real estate investment trusts 0.3%** | **Mortgage real estate investment trusts 0.3%** |  |  |
| Blackstone Mortgage Trust, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;12-01-29 | 4318000 | &nbsp;&nbsp;&nbsp;&nbsp;4604331 |
| **Health care 6.4%** | **Health care 6.4%** | **Health care 6.4%** |  | **93575792** |
| **Health care equipment and supplies 1.6%** | **Health care equipment and supplies 1.6%** | **Health care equipment and supplies 1.6%** |  |  |
| Medline Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-29 | 8578000 | &nbsp;&nbsp;&nbsp;&nbsp;8494604 |
| Medline Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-01-29 | 9292000 | &nbsp;&nbsp;&nbsp;&nbsp;9545625 |
| Varex Imaging Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 5622000 | &nbsp;&nbsp;&nbsp;&nbsp;5732579 |
| **Health care providers and services 3.0%** | **Health care providers and services 3.0%** | **Health care providers and services 3.0%** |  |  |
| Acadia Healthcare Company, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-33 | 4295000 | &nbsp;&nbsp;&nbsp;&nbsp;4472744 |
| AdaptHealth LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-29 | 5609000 | &nbsp;&nbsp;&nbsp;&nbsp;5303285 |
| AMN Healthcare, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-15-29 | 3534000 | &nbsp;&nbsp;&nbsp;&nbsp;3296065 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 | 4428000 | &nbsp;&nbsp;&nbsp;&nbsp;4040566 |

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6 JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |
| **Health care providers and services (continued)** | **Health care providers and services (continued)** | **Health care providers and services (continued)** |  |  |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 6250000 | &nbsp;&nbsp;&nbsp;&nbsp;$6017028 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 5910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5713128 |
| Raven Acquisition Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-15-31 | 2555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602817 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-30 | 3567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3463807 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-27 | 3033000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3024190 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-01-28 | 2270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2271639 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-31 | 3442000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3577474 |
| **Pharmaceuticals 1.8%** | **Pharmaceuticals 1.8%** | **Pharmaceuticals 1.8%** |  |  |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-15-32 | 9975000 | &nbsp;&nbsp;&nbsp;&nbsp;10357551 |
| Endo Finance Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 5511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5867049 |
| IQVIA, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-15-30 | 3911000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4055511 |
| Organon & Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-30-28 | 5994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5740130 |
| **Industrials 11.6%** | **Industrials 11.6%** | **Industrials 11.6%** |  | **169208839** |
| **Aerospace and defense 1.5%** | **Aerospace and defense 1.5%** | **Aerospace and defense 1.5%** |  |  |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-30 | 1417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1455856 |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-33 | 1416000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463733 |
| TransDigm, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 7492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7355525 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-29 | 4563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4671750 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-31-34 | 3868000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3992788 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 | 3270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408517 |
| **Air freight and logistics 0.1%** | **Air freight and logistics 0.1%** | **Air freight and logistics 0.1%** |  |  |
| Stonepeak Nile Parent LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-15-32 | 2024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124888 |
| **Building products 1.0%** | **Building products 1.0%** | **Building products 1.0%** |  |  |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 1241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166440 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-32 | 3870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990806 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-35 | 2738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855333 |
| JELD-WEN, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-32 | 5082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4390714 |
| Miter Brands Acquisition Holdco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-01-32 | 1802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1857615 |
| **Commercial services and supplies 2.6%** | **Commercial services and supplies 2.6%** | **Commercial services and supplies 2.6%** |  |  |
| Albion Financing 1 SARL (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-21-30 | 3060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3157623 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-28 | 3677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594375 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-15-30 | 6108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6290489 |
| Anagram Holdings LLC (0.000% Cash and 10.000% PIK) (A)(C)(E) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;08-15-26 | 100555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Cimpress PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 2516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2524562 |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-01-31 | 2996000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3070154 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-32 | 2301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2392262 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 | 1673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1744907 |
| The Brink's Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-29 | 1064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094210 |
| The GEO Group, Inc. | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;04-15-31 | 6585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7259127 |
| VT Topco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;08-15-30 | 4463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4762664 |
| Wrangler Holdco Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-32 | 1737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810741 |
| **Construction and engineering 1.1%** | **Construction and engineering 1.1%** | **Construction and engineering 1.1%** |  |  |
| Arcosa, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-29 | 3255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160436 |
| Brundage-Bone Concrete Pumping Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-32 | 4104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4094782 |
| Dycom Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-29 | 4671000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4556546 |
| Global Infrastructure Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 3677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3687439 |
| **Electrical equipment 0.7%** | **Electrical equipment 0.7%** | **Electrical equipment 0.7%** |  |  |
| EMRLD Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-30 | 3613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3710645 |
| EMRLD Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-15-31 | 4192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4335995 |
| Vertiv Group Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;11-15-28 | 2098000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2047929 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |
| Watco Companies LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-32 | 1723000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1801460 |

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SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 7

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Machinery 1.0%** | **Machinery 1.0%** | **Machinery 1.0%** |  |  |
| Enpro, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-01-33 | 2913000 | &nbsp;&nbsp;&nbsp;$2972472 |
| JB Poindexter & Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-15-31 | 3573000 | &nbsp;&nbsp;&nbsp;&nbsp;3690163 |
| Stanley Black & Decker, Inc. (6.707% to 3-15-30, then 5 Year CMT + 2.657%) | &nbsp;&nbsp;&nbsp;&nbsp;6.707 | &nbsp;&nbsp;03-15-60 | 3377000 | &nbsp;&nbsp;&nbsp;&nbsp;3388323 |
| TK Elevator U.S. Newco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-27 | 3866000 | &nbsp;&nbsp;&nbsp;&nbsp;3855031 |
| **Passenger airlines 0.7%** | **Passenger airlines 0.7%** | **Passenger airlines 0.7%** |  |  |
| American Airlines 2016-3 Class B Pass Through Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;10-15-25 | 1931044 | &nbsp;&nbsp;&nbsp;&nbsp;1925795 |
| JetBlue Airways Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 | 7091000 | &nbsp;&nbsp;&nbsp;&nbsp;7046285 |
| OneSky Flight LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;12-15-29 | 1490000 | &nbsp;&nbsp;&nbsp;&nbsp;1565376 |
| U.S. Airways Group, Inc. (C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-12 | 606056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Professional services 0.6%** | **Professional services 0.6%** | **Professional services 0.6%** |  |  |
| Amentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-01-32 | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp;1204611 |
| CACI International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-33 | 3448000 | &nbsp;&nbsp;&nbsp;&nbsp;3556413 |
| TriNet Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-31 | 4428000 | &nbsp;&nbsp;&nbsp;&nbsp;4604571 |
| **Trading companies and distributors 2.2%** | **Trading companies and distributors 2.2%** | **Trading companies and distributors 2.2%** |  |  |
| Boise Cascade Company (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-01-30 | 3651000 | &nbsp;&nbsp;&nbsp;&nbsp;3570041 |
| FTAI Aviation Investors LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-32 | 5818000 | &nbsp;&nbsp;&nbsp;&nbsp;6071985 |
| Herc Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 2564000 | &nbsp;&nbsp;&nbsp;&nbsp;2641120 |
| Herc Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-30 | 2839000 | &nbsp;&nbsp;&nbsp;&nbsp;2954655 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 | 3215000 | &nbsp;&nbsp;&nbsp;&nbsp;3025145 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-30 | 4338000 | &nbsp;&nbsp;&nbsp;&nbsp;4143462 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-29 | 4804000 | &nbsp;&nbsp;&nbsp;&nbsp;4946088 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 1435000 | &nbsp;&nbsp;&nbsp;&nbsp;1488405 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-15-28 | 2687000 | &nbsp;&nbsp;&nbsp;&nbsp;2728587 |
| **Information technology 5.9%** | **Information technology 5.9%** | **Information technology 5.9%** |  | **86118152** |
| **Communications equipment 0.2%** | **Communications equipment 0.2%** | **Communications equipment 0.2%** |  |  |
| EchoStar Corp. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-30-29 | 2959000 | &nbsp;&nbsp;&nbsp;&nbsp;3184624 |
| **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** |  |  |
| Insight Enterprises, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-32 | 1434000 | &nbsp;&nbsp;&nbsp;&nbsp;1476396 |
| Zebra Technologies Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-32 | 1052000 | &nbsp;&nbsp;&nbsp;&nbsp;1080280 |
| **IT services 0.6%** | **IT services 0.6%** | **IT services 0.6%** |  |  |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 1364000 | &nbsp;&nbsp;&nbsp;&nbsp;1350355 |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 1907000 | &nbsp;&nbsp;&nbsp;&nbsp;1913837 |
| Virtusa Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-15-28 | 5179000 | &nbsp;&nbsp;&nbsp;&nbsp;5046789 |
| **Semiconductors and semiconductor equipment 0.8%** | **Semiconductors and semiconductor equipment 0.8%** | **Semiconductors and semiconductor equipment 0.8%** |  |  |
| Kioxia Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-24-30 | 7347000 | &nbsp;&nbsp;&nbsp;&nbsp;7351915 |
| ON Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;09-01-28 | 5120000 | &nbsp;&nbsp;&nbsp;&nbsp;4975191 |
| **Software 3.4%** | **Software 3.4%** | **Software 3.4%** |  |  |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-29 | 4884000 | &nbsp;&nbsp;&nbsp;&nbsp;4937709 |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 | 1533000 | &nbsp;&nbsp;&nbsp;&nbsp;1554191 |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 8557000 | &nbsp;&nbsp;&nbsp;&nbsp;9148528 |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 9924000 | &nbsp;&nbsp;&nbsp;10345073 |
| Consensus Cloud Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 4182000 | &nbsp;&nbsp;&nbsp;&nbsp;4197913 |
| NCR Voyix Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-29 | 512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505566 |
| NCR Voyix Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-30 | 3515000 | &nbsp;&nbsp;&nbsp;&nbsp;3376734 |
| Open Text Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-28 | 3664000 | &nbsp;&nbsp;&nbsp;&nbsp;3561409 |
| Open Text Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;02-15-30 | 3746000 | &nbsp;&nbsp;&nbsp;&nbsp;3536410 |
| Pagaya US Holdings Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;08-01-30 | 1041000 | &nbsp;&nbsp;&nbsp;&nbsp;1043678 |
| UKG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-31 | 6481000 | &nbsp;&nbsp;&nbsp;&nbsp;6701743 |
| **Technology hardware, storage and peripherals 0.7%** | **Technology hardware, storage and peripherals 0.7%** | **Technology hardware, storage and peripherals 0.7%** |  |  |
| Diebold Nixdorf, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-31-30 | 2647000 | &nbsp;&nbsp;&nbsp;&nbsp;2800481 |
| Seagate Data Storage Technology Pte, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-34 | 4721000 | &nbsp;&nbsp;&nbsp;&nbsp;4584517 |
| Seagate Data Storage Technology Pte, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;12-15-29 | 1711000 | &nbsp;&nbsp;&nbsp;&nbsp;1817416 |
| Xerox Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 | 2508000 | &nbsp;&nbsp;&nbsp;&nbsp;1627397 |

---

8 JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Materials 6.4%** | **Materials 6.4%** | **Materials 6.4%** |  | **$93137833** |
| **Chemicals 1.7%** | **Chemicals 1.7%** | **Chemicals 1.7%** |  |  |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-43 | 3191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3348517 |
| Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;11-15-30 | 5431000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5646866 |
| Inversion Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-32 | 4245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4203542 |
| Olympus Water US Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-01-28 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437561 |
| Qnity Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-32 | 1725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1753599 |
| Qnity Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-33 | 3136000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3241755 |
| The Scotts Miracle-Gro Company | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-31 | 4150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3818238 |
| WR Grace Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-32 | 1980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1974456 |
| **Construction materials 0.2%** | **Construction materials 0.2%** | **Construction materials 0.2%** |  |  |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062292 |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-33 | 1256000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301884 |
| **Containers and packaging 2.4%** | **Containers and packaging 2.4%** | **Containers and packaging 2.4%** |  |  |
| Ardagh Metal Packaging Finance USA LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;06-15-27 | 4752000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4751993 |
| Ardagh Packaging Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;08-15-26 | 7670000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7286500 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-32 | 2269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2331318 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 4444000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4568876 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-15-30 | 1724000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1776623 |
| Owens-Brockway Glass Container, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-15-31 | 7934000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8072797 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-01-28 | 1924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1951711 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-33 | 3213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3470940 |
| Trivium Packaging Finance BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;07-15-30 | 937000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995235 |
| **Metals and mining 1.7%** | **Metals and mining 1.7%** | **Metals and mining 1.7%** |  |  |
| Alcoa Nederland Holding BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-31-29 | 3292000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170148 |
| Amsted Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 1434000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1468825 |
| Champion Iron Canada, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;07-15-32 | 1101000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149044 |
| Cleveland-Cliffs, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-32 | 4345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4319569 |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-31 | 4362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4421925 |
| Fortescue Treasury Pty, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-27 | 2307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285911 |
| Fortescue Treasury Pty, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-15-30 | 2104000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2148733 |
| Midwest Vanadium Proprietary, Ltd. (A)(C) | &nbsp;&nbsp;13.250 | &nbsp;&nbsp;02-15-18 | 1951648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1952 |
| Northwest Acquisitions ULC (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-01-22 | 1140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Novelis Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 3896000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3746645 |
| Novelis Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-33 | 2269000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2292307 |
| **Paper and forest products 0.4%** | **Paper and forest products 0.4%** | **Paper and forest products 0.4%** |  |  |
| Magnera Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-15-31 | 5429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5138060 |
| **Real estate 2.5%** | **Real estate 2.5%** | **Real estate 2.5%** |  | &nbsp;&nbsp;**36345293** |
| **Health care REITs 0.3%** | **Health care REITs 0.3%** | **Health care REITs 0.3%** |  |  |
| Diversified Healthcare Trust (A)(F) | &nbsp;&nbsp;&nbsp;&nbsp;5.682 | &nbsp;&nbsp;01-15-26 | 3495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3422268 |
| MPT Operating Partnership LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-32 | 808000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847131 |
| **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** | **Hotel and resort REITs 0.2%** |  |  |
| XHR LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 | 3017000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3096721 |
| **Real estate management and development 0.7%** | **Real estate management and development 0.7%** | **Real estate management and development 0.7%** |  |  |
| Anywhere Real Estate Group LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-30 | 1943471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1913304 |
| Anywhere Real Estate Group LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-30 | 2779000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2952023 |
| Fideicomiso Irrevocable de Emision, Administracion y Fuente de Pago Numero CIB/4323 (11.000% Cash and 2.000% PIK) (A) | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;09-12-30 | 1764910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1394279 |
| Greystar Real Estate Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-01-30 | 3895000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4124404 |
| **Specialized REITs 1.3%** | **Specialized REITs 1.3%** | **Specialized REITs 1.3%** |  |  |
| Iron Mountain Information Management Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 3982000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3827507 |
| Iron Mountain, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-29 | 8669000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8521192 |
| Outfront Media Capital LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-31 | 2602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2745695 |
| Uniti Group LP (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;02-15-28 | 3327000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500769 |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 9

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Utilities 2.2%** | **Utilities 2.2%** | **Utilities 2.2%** |  | **$31907025** |
| **Electric utilities 0.6%** | **Electric utilities 0.6%** | **Electric utilities 0.6%** |  |  |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 5973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5509557 |
| PG&E Corp. (7.375% to 3-15-30, then 5 Year CMT + 3.883%) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-55 | 2925000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2902724 |
| **Independent power and renewable electricity producers 1.6%** | **Independent power and renewable electricity producers 1.6%** | **Independent power and renewable electricity producers 1.6%** |  |  |
| Alpha Generation LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-32 | 2125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2190824 |
| Calpine Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;02-15-28 | 4884000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4837168 |
| ContourGlobal Power Holdings SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-28-30 | 4589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4738143 |
| Lightning Power LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-32 | 3547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3762842 |
| Talen Energy Supply LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-30 | 4623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4936620 |
| The AES Corp. (7.600% to 1-15-30, then 5 Year CMT + 3.201%) | &nbsp;&nbsp;&nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-15-55 | 2948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3029147 |
| **Term loans (G) 2.8%** |  |  |  | **$41038535** |
| (Cost $45,737,895) |  |  |  |  |
| **Communication services 1.5%** | **Communication services 1.5%** | **Communication services 1.5%** | **Communication services 1.5%** | &nbsp;&nbsp;&nbsp;21742853 |
| **Interactive media and services 1.0%** | **Interactive media and services 1.0%** | **Interactive media and services 1.0%** | **Interactive media and services 1.0%** | **Interactive media and services 1.0%** |
| X Corp., 2025 Fixed Term Loan | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-26-29 | 14371000 | &nbsp;&nbsp;&nbsp;&nbsp;14116921 |
| **Media 0.5%** | **Media 0.5%** | **Media 0.5%** | **Media 0.5%** | **Media 0.5%** |
| Altice France SA, 2023 USD Term Loan B14 (3 month CME Term SOFR + 5.500%) | &nbsp;&nbsp;&nbsp;&nbsp;9.756 | &nbsp;&nbsp;08-15-28 | 4066142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3718487 |
| Townsquare Media, Inc., 2025 Term Loan (3 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;9.195 | &nbsp;&nbsp;02-19-30 | 4390388 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3907445 |
| **Consumer discretionary 1.0%** | **Consumer discretionary 1.0%** | **Consumer discretionary 1.0%** | **Consumer discretionary 1.0%** | &nbsp;&nbsp;&nbsp;14500586 |
| **Hotels, restaurants and leisure 1.0%** | **Hotels, restaurants and leisure 1.0%** | **Hotels, restaurants and leisure 1.0%** | **Hotels, restaurants and leisure 1.0%** | **Hotels, restaurants and leisure 1.0%** |
| Dave & Buster's, Inc., 2024 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;7.563 | &nbsp;&nbsp;06-29-29 | 7667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7393441 |
| Fontainebleau Las Vegas LLC, Delayed Draw Term Loan (C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-06-21 | 757938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Fontainebleau Las Vegas LLC, Term Loan B (C)(E) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-06-21 | 1618638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| J&J Ventures Gaming LLC, 2025 Repriced Term Loan B (1 month CME Term SOFR + 3.500%) | &nbsp;&nbsp;&nbsp;&nbsp;7.816 | &nbsp;&nbsp;04-26-30 | 7208497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7107145 |
| **Information technology 0.2%** | **Information technology 0.2%** | **Information technology 0.2%** | **Information technology 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;2843038 |
| **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** | **Technology hardware, storage and peripherals 0.2%** |
| Xerox Corp., 2023 Term Loan B (3 and 6 month CME Term SOFR + 4.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.273 | &nbsp;&nbsp;11-19-29 | 3052107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2843038 |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;1952058 |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |
| Trinseo Holding Sarl, 2021 Term Loan B2 (1 and 3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.960 | &nbsp;&nbsp;05-03-28 | 5684594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1456677 |
| **Metals and mining 0.0%** | **Metals and mining 0.0%** | **Metals and mining 0.0%** | **Metals and mining 0.0%** | **Metals and mining 0.0%** |
| Arctic Canadian Diamond Company, Ltd., 2nd Lien PIK Term Loan (10.000% Cash or 12.500% PIK) (E) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;12-31-27 | 511968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495381 |
| **Collateralized mortgage obligations 0.1%** | **Collateralized mortgage obligations 0.1%** |  |  | &nbsp;&nbsp;**$1492407** |
| (Cost $0) |  |  |  |  |
| **Commercial and residential 0.1%** | **Commercial and residential 0.1%** | **Commercial and residential 0.1%** |  | &nbsp;&nbsp;&nbsp;**1492407** |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;29288732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;463251 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;30328048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479429 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;33289172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;549727 |
| **Asset-backed securities 0.9%** |  |  |  | **$13227309** |
| (Cost $12,470,019) |  |  |  |  |
| **Asset-backed securities 0.9%** | **Asset-backed securities 0.9%** | **Asset-backed securities 0.9%** |  | &nbsp;&nbsp;**13227309** |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;4107287 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4026121 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;1978672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043162 |
| Neighborly Issuer LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class A2 (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;01-30-53 | &nbsp;&nbsp;&nbsp;&nbsp;6986850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7158026 |

---

10 JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$22002** |
| (Cost $7,200,876) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**0** |
| **Media 0.0%** |  |  |
| Granite Broadcasting Corp. (E)(H) | 11688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| New Cotai, Inc., Class B (E)(H)(I) | 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Energy 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22002** |
| **Energy equipment and services 0.0%** |  |  |
| TPT Acquisition, Inc. (E)(H) | 2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Oil, gas and consumable fuels 0.0%** |  |  |
| KCAD Holdings I, Ltd. (E)(H)(I) | 752218031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| MWO Holdings LLC (E)(H) | 1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Permian Production (E)(H) | 35417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21250 |
| **Preferred securities 0.5%** |  | **$6989234** |
| (Cost $10,209,048) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**316254** |
| **Wireless telecommunication services 0.0%** |  |  |
| Telephone & Data Systems, Inc., 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;16912 | &nbsp;&nbsp;&nbsp;&nbsp;316254 |
| **Financials 0.4%** |  | &nbsp;&nbsp;**5923915** |
| **Insurance 0.4%** |  |  |
| Athene Holding, Ltd., 7.250% (7.250% to 3-30-29, then 5 Year CMT + 2.986%) | &nbsp;&nbsp;233685 | &nbsp;&nbsp;&nbsp;5923915 |
| **Industrials 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**749065** |
| **Construction and engineering 0.1%** |  |  |
| Glasstech, Inc., Series A (E)(H)(I) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;131560 |
| Glasstech, Inc., Series B (E)(H)(I) | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;617505 |
| **Escrow shares 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$8762** |
| (Cost $0) |  |  |
| Arctic Canadian Diamonds Holding Units (E)(H) | &nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8762 |

---

---

| | | |
|:---|:---|:---|
|  | **Par value^** | **Value** |
| **Escrow certificates 0.0%** |  | **$25256** |
| (Cost $0) |  |  |
| Green Field Energy Services, Inc. (E)(H) | &nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Green Field Energy Services, Inc. (E)(H) | &nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Magellan Health, Inc. (E)(H) | &nbsp;&nbsp;4380000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Par Pharmaceutical, Inc. (E)(H) | &nbsp;&nbsp;770000 | &nbsp;&nbsp;25256 |

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 4.7%** |  |  | **$69372004** |
| (Cost $69,367,020) |  |  |  |
| **Short-term funds 4.7%** |  |  | &nbsp;&nbsp;&nbsp;**69372004** |
| John Hancock Collateral Trust (J) | &nbsp;&nbsp;4.1996(K) | 6935051 | &nbsp;&nbsp;&nbsp;69372004 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $1,485,376,670) 100.8%** | **$1467911312** |
| **Other assets and liabilities, net (0.8%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(12322180)** |
| **Total net assets 100.0%** | **$1455589132** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. | The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. | ^All par values are denominated in U.S. dollars unless otherwise indicated. |
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 11

------

---

| | |
|:---|:---|
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $1,166,686,499 or 80.2% of the fund's net assets as of 8-31-25. |
| (B) | All or a portion of this security is on loan as of 8-31-25. The value of securities on loan amounted to $41,416,013. |
| (C) | Non-income producing - Issuer is in default. |
| (D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (E) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (F) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (G) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (H) | Non-income producing security. |
| (I) | Restricted security as to resale, excluding 144A securities. For more information on this security refer to the Notes to fund's investments. |
| (J) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $43,242,917. |
| (K) | The rate shown is the annualized seven-day yield as of 8-31-25. |

---

The fund had the following country composition as a percentage of net assets on 8-31-25:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;87.9% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;3.2% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;1.7% |
| France | &nbsp;&nbsp;&nbsp;&nbsp;1.3% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;3.6% |
| **TOTAL** | **100.0%** |

---

12 JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT SEE NOTES TO FUND'S INVESTMENTS

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| EUR | 2633000 | USD | 3049201 | TD | 9/17/2025 | &nbsp;&nbsp;$33946 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| USD | 2972945 | EUR | 2573000 | CITI | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;$(39944) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;70774 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;60000 | TD | 9/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | **$34462** | **$(39944)** |

---

---

| | |
|:---|:---|
| **Derivatives Currency Abbreviations** | **Derivatives Currency Abbreviations** |
| EUR | Euro |
| USD | U.S. Dollar |

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| CITI | Citibank, N.A. |
| OTC | Over-the-counter |
| TD | The Toronto-Dominion Bank |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 13

------

Notes to Fund's investments (unaudited)

**Security valuation. Investments are stated at value as of the scheduled close of regular trading on the New York Stock Exchange (NYSE), normally at 4:00 P.M., Eastern Time. In case of emergency or other disruption resulting in the NYSE not opening for trading or the NYSE closing at a time other than the regularly scheduled close, the net asset value (NAV) may be determined as of the regularly scheduled close of the NYSE pursuant to the Valuation Policies and Procedures of the Advisor, John Hancock Investment Management LLC, the fund's valuation designee.**

In order to value the securities, the fund uses the following valuation techniques: Debt obligations are typically valued based on evaluated prices provided by an independent pricing vendor. Independent pricing vendors utilize matrix pricing, which takes into account factors such as institutional-size trading in similar groups of securities, yield, quality, coupon rate, maturity, type of issue, trading characteristics and other market data, as well as broker supplied prices. Equity securities, including exchange-traded or closed-end funds, are typically valued at the last sale price or official closing price on the exchange or principal market where the security trades. In the event there were no sales during the day or closing prices are not available, the securities are valued using the last available bid price. Investments by the fund in open-end mutual funds, including John Hancock Collateral Trust (JHCT), are valued at their respective NAVs each business day. Forward foreign currency contracts are valued at the prevailing forward rates which are based on foreign currency exchange spot rates and forward points supplied by an independent pricing vendor. Foreign securities and currencies are valued in U.S. dollars based on foreign currency exchange rates supplied by an independent pricing vendor.

In certain instances, the Pricing Committee of the Advisor may determine to value equity securities using prices obtained from another exchange or market if trading on the exchange or market on which prices are typically obtained did not open for trading as scheduled, or if trading closed earlier than scheduled, and trading occurred as normal on another exchange or market.

Other portfolio securities and assets, for which reliable market quotations are not readily available, are valued at fair value as determined in good faith by the Pricing Committee following procedures established by the Advisor and adopted by the Board of Trustees. The frequency with which these fair valuation procedures are used cannot be predicted and fair value of securities may differ significantly from the value that would have been used had a ready market for such securities existed.

The fund uses a three tier hierarchy to prioritize the pricing assumptions, referred to as inputs, used in valuation techniques to measure fair value. Level 1 includes securities valued using quoted prices in active markets for identical securities, including registered investment companies. Level 2 includes securities valued using other significant observable inputs. Observable inputs may include quoted prices for similar securities, interest rates, prepayment speeds and credit risk. Prices for securities valued using these inputs are received from independent pricing vendors and brokers and are based on an evaluation of the inputs described. Level 3 includes securities valued using significant unobservable inputs when market prices are not readily available or reliable, including the Advisor's assumptions in determining the fair value of investments. Factors used in determining value may include market or issuer specific events or trends, changes in interest rates and credit quality. The inputs or methodology used for valuing securities are not necessarily an indication of the risks associated with investing in those securities. Changes in valuation techniques and related inputs may result in transfers into or out of an assigned level within the disclosure hierarchy.

The following is a summary of the values by input classification of the fund's investments as of August 31, 2025, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 8-31-25** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;U.S. Government and Agency obligations | **$4323143** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $4323143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1331412660** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331412660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**41038535** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40543154 | $495381 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1492407** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1492407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13227309** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13227309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22002** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6989234** | $6240169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**8762** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**25256** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**69372004** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69372004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1467911312** | **$75612173** | **$1390998673** | **$1300466** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | **$34462** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $34462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(39944)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39944) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

**Investment in affiliated underlying funds. The fund may invest in affiliated underlying funds that are managed by the Advisor and its affiliates. Information regarding the fund's fiscal year to date purchases and sales of the affiliated underlying funds as well as income and capital gains earned by the fund, if any, is as follows:**

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 6935051 | $99803635 | $225746059 | $(256180568) | $(795) | $3673 | $404221 |  | $69372004 |

---

---

| | |
|:---|:---|
| 14 | \| |

---

------

**Restricted securities. The fund may hold restricted securities which are restricted as to resale and the fund has limited rights to registration under the Securities Act of 1933. Disposal may involve time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to achieve. The following table summarizes the restricted securities held at August 31, 2025:**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Issuer,<br> Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Original<br> acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition<br> cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Beginning<br> share<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares<br> purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares<br> sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Ending<br> share<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value as a<br> percentage of<br> net assets** | &nbsp;&nbsp;&nbsp;&nbsp;**Ending<br> value** |
| Glasstech, Inc., Series A | &nbsp;&nbsp;&nbsp;&nbsp;10-31-08 | &nbsp;&nbsp;&nbsp;&nbsp;$449145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;0.0%<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$131560 |
| Glasstech, Inc., Series B | &nbsp;&nbsp;&nbsp;&nbsp;10-31-08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;617505 |
| KCAD Holdings I, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3-21-11<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150520 | &nbsp;&nbsp;&nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;&nbsp;0.0%<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| New Cotai, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4-12-13<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$749817** |

---

<sup>1</sup> Less than 0.05%.

<sup>2</sup> Reflects original acquisition date of security transferred in a merger with John Hancock Funds II High Yield Fund which took place after market close on 2-7-25.

For additional information on the fund's significant accounting policies and risks, please refer to the fund's most recent semiannual or annual shareholder report and prospectus.

---

| | |
|:---|:---|
| \| | 15 |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-08-31

**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:** $1458317922.63

**Total Liabilities:** $9696066.52

**Net Assets:** $1448621856.11

**Cash Not Reported:** $40009.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -67.021501000000 | **1-Year:** -2370.553194000000 | **5-Year:** -4957.818579000000 | **10-Year:** -4882.015958000000 | **30-Year:** -260.514687000000

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

- **3-Month:** -5514.871525000000 | **1-Year:** -111812.297431000000 | **5-Year:** -244666.314434000000 | **10-Year:** -46461.150400000000 | **30-Year:** -1038.053378000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001735 | 1.53%                | 0.53%                | 1.18%                |
| Class ID C000001737 | 1.47%                | 0.47%                | 1.11%                |
| Class ID C000051988 | 1.55%                | 0.55%                | 1.20%                |
| Class ID C000106437 | 1.56%                | 0.56%                | 1.21%                |
| Class ID C000128461 | 1.56%                | 0.56%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $710097.25               | $13165349.13                               |
| Month 2  | $1614665.78              | $-2741031.61                               |
| Month 3  | $3942836.79              | $5504156.41                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMN Healthcare Inc.                                             | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                 | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3296065.32   | 0.23%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ANGI Group LLC                                                  | ANGI GROUP LLC COMPANY GUAR 144A 08/28 3.875                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2751603.57   | 0.19%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Acadia Healthcare Company Inc.                                  | ACADIA HEALTHCARE CO INC SR UNSECURED 144A 03/33 7.375       | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4472744.28   | 0.31%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Mcclatchy Media Company LLC                                     | MCCLATCHY MEDIA CO LLC SR SECURED 144A 12/31 VAR             | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940720 | PA      | $2163902.80   | 0.15%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5        | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5     | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5162000 | PA      | $5348306.90   | 0.37%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5      | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5   | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2506635.34   | 0.17%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 08/29 4.625                | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5303285.38   | 0.37%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                  | AMSTED INDUSTRIES INC SR UNSECURED 144A 03/33 6.375          | CUSIP: 032177AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1468824.69   | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5      | AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5   | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $499511.54    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANAGRAM HOLDINGS LLC/ANAGRAM I SECURED 144A 08/26 10            | ANAGRAM HOLDINGS LLC/ANAGRAM I SECURED 144A 08/26 10         | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100555 | PA      | $0.00         | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375    | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4428426.37   | 0.31%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                       | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   9924000 | PA      | $10345073.43  | 0.71%             | 2029-09-30      | Fixed         | 9.00%                 | 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        |   8557000 | PA      | $9148528.30   | 0.63%             | 2032-06-30      | Fixed         | 8.25%                 | 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        |   1533000 | PA      | $1554191.03   | 0.11%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75  | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1776623.38   | 0.12%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3827506.76   | 0.26%             | 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        |   3573000 | PA      | $3690163.42   | 0.25%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| J and J Ventures Gaming LLC                                     | J+J VENTURES GAMING LLC 2025 REPRICED TERM LOAN B            | CUSIP: 46604BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7208497 | PA      | $7107145.45   | 0.49%             | 2030-04-26      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2676295.49   | 0.18%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Inc.                                                   | JELD-WEN INC COMPANY GUAR 144A 09/32 7                       | CUSIP: 47580PAA1<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |   5082000 | PA      | $4390713.84   | 0.30%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875      | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7091000 | PA      | $7046284.86   | 0.49%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 07/30 7.25                              | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   3082000 | PA      | $3171153.01   | 0.22%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                             | KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625            | CUSIP: 49461MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1307626.41   | 0.09%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FINANC COMPANY GUAR 144A 09/33 10       | PETSMART LLC / PETSMART FINANC COMPANY GUAR 144A 09/33 10    | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2006000 | PA      | $1964963.56   | 0.14%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875    | PHH ESCROW ISSUER LLC/PHH CORP SR UNSECURED 144A 11/29 9.875 | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1682108.14   | 0.12%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                    | POPULAR INC SR UNSECURED 03/28 7.25                          | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   4788000 | PA      | $5053844.12   | 0.35%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                              | POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5                | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2674669.55   | 0.18%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                              | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375              | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3472909.45   | 0.24%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| QVC Inc.                                                        | QVC INC SR SECURED 144A 04/29 6.875                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   3621000 | PA      | $1741317.97   | 0.12%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                          | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75             | CUSIP: 74743LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1753599.38   | 0.12%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                          | QNITY ELECTRONICS INC SR UNSECURED 144A 08/33 6.25           | CUSIP: 74743LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3136000 | PA      | $3241754.95   | 0.22%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                          | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1062291.53   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                          | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1301884.19   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                         | RFNA LP SR UNSECURED 144A 02/30 7.875                        | CUSIP: 74984AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1416846.55   | 0.10%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                              | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                | CUSIP: 75102WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1577000 | PA      | $1484203.47   | 0.10%             | 2031-04-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Rakuten Group Inc.                                              | RAKUTEN GROUP INC SR UNSECURED 144A 02/27 11.25              | CUSIP: 75102WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3971000 | PA      | $4293624.17   | 0.30%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                              | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                | CUSIP: 75102WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1201000 | PA      | $1234356.33   | 0.09%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Range Resources Corporation                                     | RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25                 | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3386634.90   | 0.23%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                  | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2602816.83   | 0.18%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7             | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7          | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1943471 | PA      | $1913304.44   | 0.13%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 09/27 6.875          | USA COMPRESSION PARTNERS LP / COMPANY GUAR 09/27 6.875       | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2904618.55   | 0.20%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125     | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125  | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1499686.19   | 0.10%             | 2029-03-15      | Fixed         | 7.12%                 | 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        |   7657000 | PA      | $8418213.00   | 0.58%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                         | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7               | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4174336.75   | 0.29%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Venture Global LNG Inc.                                         | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR           | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15321000 | PA      | $15214393.42  | 1.05%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corporation                                        | VERTIV GROUP CORP SR SECURED 144A 11/28 4.125                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   2098000 | PA      | $2047929.32   | 0.14%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                     | TK ELEVATOR US NEWCO INC SR SECURED 144A 07/27 5.25          | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3855031.38   | 0.27%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                        | VIRGIN MEDIA FINANCE PLC COMPANY GUAR 144A 07/30 5           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2741000 | PA      | $2507033.45   | 0.17%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5     | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5891000 | PA      | $5800533.68   | 0.40%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                             | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   5179000 | PA      | $5046789.45   | 0.35%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                        | WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625            | CUSIP: 92943GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1974456.00   | 0.14%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Walker and Dunlop Inc.                                          | WALKER and DUNLOP INC COMPANY GUAR 144A 04/33 6.625          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1983000 | PA      | $2063133.03   | 0.14%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MWO Holdings LLC                                                | MWO HOLDINGS LLC MWO HOLDINGS LLC                            | CUSIP: 931DWH905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wand NewCo 3 Inc.                                               | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                 | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2736024.20   | 0.19%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                             | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125  | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1801460.25   | 0.12%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN PRODUCTION PERMIAN PRODUCTION                           | PERMIAN PRODUCTION PERMIAN PRODUCTION                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35417 | NS      | $21250.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wayfair LLC                                                     | WAYFAIR LLC SR SECURED 144A 10/29 7.25                       | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1290850.31   | 0.09%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                     | WAYFAIR LLC SR SECURED 144A 09/30 7.75                       | CUSIP: 94419NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5057000 | PA      | $5224659.78   | 0.36%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25          | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2728586.70   | 0.19%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/29 6.375         | CUSIP: 95081QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4804000 | PA      | $4946087.91   | 0.34%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                          | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375         | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1488404.96   | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                           | WHIRLPOOL CORP SR UNSECURED 06/30 6.125                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   4269000 | PA      | $4316454.20   | 0.30%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25       | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25    | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2935379.49   | 0.20%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| KCAD Holdings I Limited                                         | KCAD Holdings I Limited COMMON STOCK                         | CUSIP: ACI00JKY7<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 752218031 | NS      | $752.22       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| The AES Corporation                                             | AES CORP/THE JR SUBORDINA 01/55 VAR                          | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $3029146.88   | 0.21%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                 | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5     | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1227400.00   | 0.08%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Glasstech Inc.                                                  | GLASSTECH INC PFD SER A                                      | CUSIP: 377265863<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       143 | NS      | $131560.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5363000 | PA      | $5350068.20   | 0.37%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                    | ASHLAND INC SR UNSECURED 05/43 6.875                         | CUSIP: 044209AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3191000 | PA      | $3348517.33   | 0.23%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                             | ATHENE HOLDING LTD PREFERRED STOCK 03/64 VAR                 | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    233685 | NS      | $5923914.75   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625      | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625   | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3594374.50   | 0.25%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                            | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125            | CUSIP: 05464CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1455855.56   | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                            | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25             | CUSIP: 05464CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1463733.36   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | 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        |   2245000 | PA      | $2329957.54   | 0.16%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                     | BEACH ACQUISITION BIDCO LLC BEACH ACQUISITION BIDCO          | CUSIP: 07337JAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2290619.89   | 0.16%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                  | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75     | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $4604330.90   | 0.32%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7        | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7     | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1852890.07   | 0.13%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Company                                           | BOISE CASCADE CO COMPANY GUAR 144A 07/30 4.875               | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3570040.54   | 0.25%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Boyd Gaming Corporation                                         | BOYD GAMING CORP COMPANY GUAR 144A 06/31 4.75                | CUSIP: 103304BV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4106000 | PA      | $3951931.38   | 0.27%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| The Brink's Company                                             | BRINK'S CO/THE COMPANY GUAR 144A 06/29 6.5                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1094210.15   | 0.08%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                         | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3149000 | PA      | $3069248.11   | 0.21%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875            | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3446000 | PA      | $3571255.21   | 0.25%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                           | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75             | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1191324.67   | 0.08%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1166440.47   | 0.08%             | 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        |   3870000 | PA      | $3990805.92   | 0.28%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CEC Entertainment LLC                                           | CEC ENTERTAINMENT LLC SR SECURED 144A 05/26 6.75             | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4977000 | PA      | $4956729.18   | 0.34%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC SR UNSECURED 144A 05/35 6.75        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2855332.61   | 0.20%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5595000 | PA      | $5566802.88   | 0.38%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375 | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6370000 | PA      | $6320530.58   | 0.44%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7721000 | PA      | $7308395.78   | 0.50%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                             | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/30 5.875  | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2104000 | PA      | $2148733.14   | 0.15%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5                             | FREDDIE MAC POOL FR 07/53 FIXED 5.5                          | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1562822 | PA      | $1582925.58   | 0.11%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL FR 09/53 FIXED 6                               | FREDDIE MAC POOL FR 09/53 FIXED 6                            | CUSIP: 3132E0EY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1421180 | PA      | $1467922.65   | 0.10%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                    | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75      | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6194000 | PA      | $6400724.75   | 0.44%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Las Vegas Holdings LLC                            | FONTAINEBLEAU LAS VEGAS HOLDIN SR SECURED 144A 06/15 VAR     | CUSIP: 34460XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2983778 | PA      | $298.38       | 0.00%             | 2015-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                     | FTAI AVIATION INVESTORS LLC COMPANY GUAR 144A 06/32 7        | CUSIP: 34960PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5818000 | PA      | $6071984.79   | 0.42%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                    | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25          | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   4483000 | PA      | $4971974.26   | 0.34%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                   | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375  | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1940030.95   | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | 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        |   1465000 | PA      | $1489423.53   | 0.10%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                      | FRONERI LUX FINCO SARL SR SECURED 144A 08/32 6               | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  13951000 | PA      | $14027180.27  | 0.97%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                         | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25            | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4181000 | PA      | $4003080.89   | 0.28%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Boost Newco Borrower LLC                                        | BOOST NEWCO BORROWER LLC SR SECURED 144A 01/31 7.5           | CUSIP: 36268NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3462901.63   | 0.24%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                       | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25       | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2301000 | PA      | $2392262.26   | 0.17%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                       | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375      | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1673000 | PA      | $1744907.40   | 0.12%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25          | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25       | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5505233.47   | 0.38%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8             | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8          | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2472454.58   | 0.17%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                           | WRANGLER HOLDCO CORP COMPANY GUAR 144A 04/32 6.625           | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1810740.86   | 0.12%             | 2032-04-01      | Fixed         | 6.62%                 | 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        |   1483000 | PA      | $1517846.05   | 0.10%             | 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        |   3453000 | PA      | $3633578.09   | 0.25%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                     | KIOXIA HOLDINGS CORP KIOXIA HOLDINGS CORP                    | CUSIP: 49726JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   7347000 | PA      | $7351915.14   | 0.51%             | 2030-07-24      | Fixed         | 6.25%                 | 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        |   1867000 | PA      | $1468966.43   | 0.10%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                              | KOHL'S CORP SR SECURED 144A 06/30 10                         | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $3994083.27   | 0.28%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc.                                       | LAMB WESTON HOLDINGS INC COMPANY GUAR 144A 01/30 4.125       | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4482165.60   | 0.31%             | 2030-01-31      | Fixed         | 4.12%                 | 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        |   8259000 | PA      | $8333124.53   | 0.58%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                          | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                | CUSIP: 527298CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5517219.72   | 0.38%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                         | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25              | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   8512000 | PA      | $1127840.00   | 0.08%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                  | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75   | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   7985000 | PA      | $7918516.09   | 0.55%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |   4057000 | PA      | $4202167.57   | 0.29%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp.                                                | MEG ENERGY CORP COMPANY GUAR 144A 02/29 5.875                | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |   4164000 | PA      | $4190062.48   | 0.29%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                             | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $847130.63    | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1273469.86   | 0.09%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $429459.54    | 0.03%             | 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        |   2976000 | PA      | $3055700.26   | 0.21%             | 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        |  12546000 | PA      | $10827198.00  | 0.75%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: —       |
| The Michaels Companies Inc.                                     | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875           | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   4697000 | PA      | $3184301.18   | 0.22%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                             | MAGNERA CORP SR SECURED 144A 11/31 7.25                      | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   5429000 | PA      | $5138059.89   | 0.35%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Marriott Ownership Resorts Inc.                                 | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 06/29 4.5   | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5413480.38   | 0.37%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Match Group Holdings II LLC                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 02/29 5.625    | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5239000 | PA      | $5243694.14   | 0.36%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 09/33 6.125    | CUSIP: 57667JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4077000 | PA      | $4121834.93   | 0.28%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO SR SECURED 144A 04/29 6.25       | MEDLINE BORROWER LP/MEDLINE CO SR SECURED 144A 04/29 6.25    | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9292000 | PA      | $9545625.14   | 0.66%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                             | STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625            | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5413000 | PA      | $5220911.58   | 0.36%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875       | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875    | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5646000 | PA      | $5462039.77   | 0.38%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| A.C.N. 113 874 712 Pty Ltd                                      | ACN 113 874 712 PTY LTD SR SECURED 144A 02/18 13.25          | CUSIP: 59841RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1951648 | PA      | $1951.65      | 0.00%             | 2018-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75       | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75    | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1857615.13   | 0.13%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                             | MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25             | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8578000 | PA      | $8494603.83   | 0.59%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A                             | MVW 2023-1 LLC MVWOT 2023 1A D 144A                          | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978672 | PA      | $2043162.41   | 0.14%             | 2040-10-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                           | NCR VOYIX CORP COMPANY GUAR 144A 10/30 5.25                  | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3376733.61   | 0.23%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                           | NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125                 | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    512000 | PA      | $505565.95    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5973000 | PA      | $5509557.32   | 0.38%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/29 6.5   | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3540324.61   | 0.24%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                   | NEIGHBORLY ISSUER 2023-1 NBLY 2023 1A A2 144A                | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6986850 | PA      | $7158026.43   | 0.49%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                           | OPEN TEXT CORP COMPANY GUAR 144A 02/28 3.875                 | CUSIP: 683715AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3664000 | PA      | $3561408.73   | 0.25%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS RESORT TERM LOAN B                      | FONTAINEBLEAU LAS VEGAS RESORT TERM LOAN B                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1618638 | PA      | $0.02         | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Lightning Power LLC                                             | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25               | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3762842.04   | 0.26%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                        | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7             | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1534103.09   | 0.11%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                              | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375              | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   2762000 | PA      | $2625103.40   | 0.18%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                              | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875              | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   6707000 | PA      | $6431261.15   | 0.44%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TPT Acquisition Inc.                                            | TPT ACQUISITION INC COMMON STOCK                             | CUSIP: 87265L100<br>LEI: 549300OH357IWRZ8NR05 | Long             | EC               | CORP              | US        |      2560 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Telephone and Data Systems Inc.                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6             | CUSIP: 879433761<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     22267 | NS      | $416392.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc.                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75           | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   4453000 | PA      | $4580899.07   | 0.32%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc.                                          | CIVITAS RESOURCES INC COMPANY GUAR 144A 06/33 9.625          | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2907539.32   | 0.20%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75       | CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75    | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3361388.16   | 0.23%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                             | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125   | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1407868.57   | 0.10%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/32 7               | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4319568.72   | 0.30%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                           | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 09/31 7.5             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4362000 | PA      | $4421925.16   | 0.31%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875   | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4444000 | PA      | $4568876.40   | 0.32%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75    | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2331318.38   | 0.16%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9          | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1810000 | PA      | $1885710.49   | 0.13%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                  | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5    | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4182000 | PA      | $4197912.51   | 0.29%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ContourGlobal Power Holdings S.A.                               | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 6.75    | CUSIP: 21220LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4589000 | PA      | $4738142.50   | 0.33%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                   | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2347985.88   | 0.16%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A             | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A          | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4107287 | PA      | $4026120.59   | 0.28%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                          | DAVE + BUSTERS INC 2024 TERM LOAN B                          | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7667000 | PA      | $7393441.44   | 0.51%             | 2029-06-29      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-39944.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOUGHT EUR/SOLD USD                                             | BOUGHT EUR/SOLD USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $33946.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                     | GOEASY LTD SR UNSECURED 144A 10/30 7.375                     | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   4814000 | PA      | $4959917.15   | 0.34%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                 | GRAY MEDIA INC COMPANY GUAR 144A 10/30 4.75                  | CUSIP: 389375AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $531396.48    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Howard Midstream Energy Partners LLC                            | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375 | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    964000 | PA      | $1005277.52   | 0.07%             | 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        |   1242000 | PA      | $1262292.95   | 0.09%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWD SR SECURED 144A 02/31 7.25       | HOWDEN UK REFINANCE PLC / HOWD SR SECURED 144A 02/31 7.25    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4361000 | PA      | $4504141.10   | 0.31%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                           | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25             | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   6093000 | PA      | $6373119.58   | 0.44%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                           | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375          | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $3117627.08   | 0.22%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                   | ILIAD HOLDING SASU SR SECURED 144A 04/32 7                   | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3146000 | PA      | $3235626.39   | 0.22%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                       | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875           | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   6037200 | PA      | $3571719.15   | 0.25%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                     | CRESCENT ENERGY FINANCE LLC SR UNSECURED 144A 01/34 8.375    | CUSIP: 45344LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7078125.38   | 0.49%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Insight Enterprises Inc.                                        | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625        | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1476396.21   | 0.10%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                               | INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 01/27 6.25     | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |   8255000 | PA      | $8337822.42   | 0.58%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                     | INVERSION ESCROW ISSUER LLC SR SECURED 144A 08/32 6.75       | CUSIP: 46150DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4203541.93   | 0.29%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                      | IQVIA INC COMPANY GUAR 144A 05/30 6.5                        | CUSIP: 46266TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3911000 | PA      | $4055511.45   | 0.28%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   8669000 | PA      | $8521191.82   | 0.59%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3807150.97   | 0.26%             | 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        |   7007677 | NS      | $70098491.63  | 4.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                 | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375 | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4363141.01   | 0.30%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                          | XHR LP COMPANY GUAR 144A 05/30 6.625                         | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3017000 | PA      | $3096721.21   | 0.21%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                               | XEROX HOLDINGS CORP 2023 TERM LOAN B                         | CUSIP: 98415LAY2<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | LON              | CORP              | US        |   3052107 | PA      | $2843037.74   | 0.20%             | 2029-11-19      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                      | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5              | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2508000 | PA      | $1627396.73   | 0.11%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS RESORT DD TL                            | FONTAINEBLEAU LAS VEGAS RESORT DD TL                         | CUSIP: 987XDXII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757938 | PA      | $0.01         | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| YUM! Brands Inc.                                                | YUM! BRANDS INC SR UNSECURED 04/32 5.375                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   4389000 | PA      | $4415271.33   | 0.30%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc.                                               | ZIPRECRUITER INC SR UNSECURED 144A 01/30 5                   | CUSIP: 98980BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5190000 | PA      | $4204519.69   | 0.29%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $3991853.69   | 0.28%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 01/30 6.375         | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2361742.19   | 0.16%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25      | HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25   | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1767512.24   | 0.12%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A          | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29288732 | PA      | $463251.08    | 0.03%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES               | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  30328048 | PA      | $479428.81    | 0.03%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                           | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A          | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33289172 | PA      | $549727.41    | 0.04%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity Inc.                                               | HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5                 | CUSIP: 42226AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5713127.85   | 0.39%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                              | HERC HOLDINGS INC COMPANY GUAR 144A 06/29 6.625              | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2641119.99   | 0.18%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                              | HERC HOLDINGS INC SR UNSECURED 144A 06/30 7                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2954654.76   | 0.20%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $993635.56    | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                           | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 02/29 5.75   | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $2998725.65   | 0.21%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                           | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 04/30 6      | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2882000 | PA      | $2852154.58   | 0.20%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                             | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625   | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $6134626.76   | 0.42%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                             | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4011000 | PA      | $3734694.24   | 0.26%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875                | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8128000 | PA      | $8599277.70   | 0.59%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | ONEMAIN FINANCE CORP COMPANY GUAR 03/32 6.75                 | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1414790.71   | 0.10%             | 2032-03-15      | Fixed         | 6.75%                 | 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        |   6070000 | PA      | $6164549.29   | 0.43%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                               | ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875              | CUSIP: 68278CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1565376.12   | 0.11%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                               | 1261229 BC LTD SR SECURED 144A 04/32 10                      | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   9975000 | PA      | $10357551.23  | 0.71%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                  | OPAL BIDCO SAS SR SECURED 144A 03/32 6.5                     | CUSIP: 68348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4875000 | PA      | $4960624.50   | 0.34%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                         | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3746000 | PA      | $3536410.18   | 0.24%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125    | ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5994000 | PA      | $5740130.12   | 0.40%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375          | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375       | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2745695.45   | 0.19%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25  | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   7934000 | PA      | $8072797.40   | 0.56%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| PGandE Corporation                                              | PGandE CORP JR SUBORDINA 03/55 VAR                           | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2902724.37   | 0.20%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holding Company LLC                                   | PAGAYA US HOLDINGS CO LLC COMPANY GUAR 144A 08/30 8.875      | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $1043678.37   | 0.07%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                       | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5281000 | PA      | $5480040.89   | 0.38%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ESC CB144A PAR PHARMAC 04/27 7.5                                | ESC CB144A PAR PHARMAC 04/27 7.5                             | CUSIP: 698ESCAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    770000 | PA      | $25256.00     | 0.00%             | 2027-04-01      | Variable      | 7.50%                 | No            |                  3 | On Loan: No      |
| Parkland Corporation                                            | PARKLAND CORP COMPANY GUAR 144A 07/27 5.875                  | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5691000 | PA      | $5687403.86   | 0.39%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                  | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1486000 | PA      | $1438365.68   | 0.10%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875 | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2184510.05   | 0.15%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875 | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2344586.73   | 0.16%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/34 6.75  | CUSIP: 70932MAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2839242.04   | 0.20%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                       | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   5622000 | PA      | $5732579.12   | 0.40%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5     | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6795000 | PA      | $7453252.04   | 0.51%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                              | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/34 6.5     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1782051.67   | 0.12%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 01/30 6.25     | CUSIP: 92328MAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3318817.51   | 0.23%             | 2030-01-15      | Fixed         | 6.25%                 | 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        |   3829000 | PA      | $3531925.50   | 0.24%             | 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 144A 09/29 6.375 | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5106637.08   | 0.35%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                     | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7731000 | PA      | $7999238.33   | 0.55%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CSC Holdings LLC                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $3372443.23   | 0.23%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75               | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4883000 | PA      | $4478874.62   | 0.31%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/29 6                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   3304000 | PA      | $3311110.21   | 0.23%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CandW Senior Finance Limited                                    | CandW SENIOR FINANCE LTD COMPANY GUAR 144A 01/33 9           | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3278000 | PA      | $3441680.37   | 0.24%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                         | CACI INTERNATIONAL INC SR UNSECURED 144A 06/33 6.375         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3556413.08   | 0.25%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                      | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7            | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8686000 | PA      | $8982348.95   | 0.62%             | 2030-02-15      | Fixed         | 7.00%                 | 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        |  13047000 | PA      | $13375575.65  | 0.92%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corporation                                             | CALPINE CORP SR SECURED 144A 02/28 4.5                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4884000 | PA      | $4837167.67   | 0.33%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP COMPANY GUAR 144A 05/29 6                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1608591.60   | 0.11%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                            | CARNIVAL CORP SR UNSECURED 144A 06/31 5.875                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4370193.14   | 0.30%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cars.com Inc.                                                   | CARS.COM INC COMPANY GUAR 144A 11/28 6.375                   | CUSIP: 14575EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3431442.70   | 0.24%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                        | CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 7.05             | CUSIP: 15089QAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5431000 | PA      | $5646865.96   | 0.39%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                       | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875       | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1101000 | PA      | $1149044.34   | 0.08%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 08/34 5.85       | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $5334880.37   | 0.37%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                 | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                   | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2516000 | PA      | $2524561.95   | 0.17%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FIDEICOMISO IRREVOCABLE DE ADM SR SECURED 144A 09/31 11         | FIDEICOMISO IRREVOCABLE DE ADM SR SECURED 144A 09/31 11      | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1764910 | PA      | $1394278.90   | 0.10%             | 2030-09-12      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                     | DAVITA INC COMPANY GUAR 144A 06/30 4.625                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6017027.50   | 0.42%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                     | DAVITA INC COMPANY GUAR 144A 02/31 3.75                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4040565.50   | 0.28%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125     | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2651000 | PA      | $2661195.75   | 0.18%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                    | DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75               | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2800481.00   | 0.19%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10         | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10      | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6293000 | PA      | $6255990.87   | 0.43%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                        | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5825000 | PA      | $6158589.30   | 0.43%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                            | DISH DBS CORP COMPANY GUAR 06/29 5.125                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1509015.10   | 0.10%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                            | DISH DBS CORP SR SECURED 144A 12/26 5.25                     | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2061330.18   | 0.14%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                            | DISH DBS CORP SR SECURED 144A 12/28 5.75                     | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1733347.79   | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                    | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 01/26 0.00000   | CUSIP: 25525PAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3422268.35   | 0.24%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc.                                           | DYCOM INDUSTRIES INC COMPANY GUAR 144A 04/29 4.5             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4556546.49   | 0.31%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75       | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75    | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4192000 | PA      | $4335995.20   | 0.30%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                            | ECHOSTAR CORP SR SECURED 11/29 10.75                         | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $3184623.75   | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 06/28 5.5        | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4158524.99   | 0.29%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                  | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3241977.53   | 0.22%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625      | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625   | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3613000 | PA      | $3710644.94   | 0.26%             | 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        |   4241000 | PA      | $4352037.86   | 0.30%             | 2030-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc.                                      | ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5          | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5511000 | PA      | $5867049.18   | 0.41%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| EnPro Inc                                                       | ENPRO INC COMPANY GUAR 144A 06/33 6.125                      | CUSIP: 29355XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2913000 | PA      | $2972471.81   | 0.21%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                           | EXCELERATE ENERGY LP SR UNSECURED 144A 05/30 8               | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3924108.60   | 0.27%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                             | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 09/27 4.5    | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2307000 | PA      | $2285911.48   | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | FANNIE MAE POOL FN 07/53 FIXED VAR                           | CUSIP: 3140XMF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256310 | PA      | $1272294.32   | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The GEO Group Inc.                                              | GEO GROUP INC/THE COMPANY GUAR 04/31 10.25                   | CUSIP: 36162JAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6585000 | PA      | $7259126.60   | 0.50%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Glasstech Inc.                                                  | GLASSTECH INC PFD SER B 12.75PCT                             | CUSIP: 377265871<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4475 | NS      | $617505.25    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Global Infrastructure Solutions Inc.                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3687439.00   | 0.25%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire and Rubber Company                            | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/29 5         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2103021.41   | 0.15%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| The Goodyear Tire and Rubber Company                            | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/31 5.25      | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1151908.71   | 0.08%             | 2031-07-15      | Fixed         | 5.25%                 | 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        |   1400000 | PA      | $1523831.40   | 0.11%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                 | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                    | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1370363.96   | 0.09%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners LLC                               | GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75     | CUSIP: 39807UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3895000 | PA      | $4124403.82   | 0.28%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                              | RYAN SPECIALTY LLC SR SECURED 144A 08/32 5.875               | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2574489.88   | 0.18%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                               | SM ENERGY CO SR UNSECURED 144A 08/32 7                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4280561.75   | 0.30%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                 | SABRE GLBL INC SR SECURED 144A 06/27 8.625                   | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1552625.29   | 0.11%             | 2027-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                 | SABRE GLBL INC SR SECURED 144A 11/29 10.75                   | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3622000 | PA      | $3501540.32   | 0.24%             | 2029-11-15      | Fixed         | 10.75%                | 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        |   3967000 | PA      | $3888056.70   | 0.27%             | 2030-07-15      | Fixed         | 11.12%                | 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        |    919750 | PA      | $209243.13    | 0.01%             | 2029-12-15      | Fixed         | 11.00%                | 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        |   1839500 | PA      | $726602.50    | 0.05%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                  | SCOTTS MIRACLE-GRO CO/THE COMPANY GUAR 04/31 4               | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3818237.80   | 0.26%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                        | EW SCRIPPS CO/THE SR SECURED 144A 08/30 9.875                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    549000 | PA      | $516080.84    | 0.04%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                          | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375          | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2554000 | PA      | $1801471.56   | 0.12%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                       | SEAGATE DATA STORAGE TECHNOLOG COMPANY GUAR 144A 12/29 8.25  | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1711000 | PA      | $1817415.65   | 0.13%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                       | SEAGATE DATA STORAGE TECHNOLOG COMPANY GUAR 144A 12/34 5.75  | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   4721000 | PA      | $4584516.83   | 0.32%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                          | SEALED AIR CORP COMPANY GUAR 144A 07/33 6.875                | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3470939.64   | 0.24%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125    | SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125 | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1951711.37   | 0.13%             | 2028-02-01      | Fixed         | 6.12%                 | 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        |   1187313 | PA      | $1043628.51   | 0.07%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625         | SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3012000 | PA      | $2892377.22   | 0.20%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/29 5.5              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4825102.80   | 0.33%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                             | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6553000 | PA      | $6324192.18   | 0.44%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                       | SNAP INC COMPANY GUAR 144A 03/33 6.875                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $3959734.09   | 0.27%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                       | SOTHEBY'S SR SECURED 144A 10/27 7.375                        | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4968000 | PA      | $4913316.23   | 0.34%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian infrastructure Holdings Ltd.                 | SOUTH BOW CANADIAN INFRASTRUCT COMPANY GUAR 03/55 VAR        | CUSIP: 836720AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2912000 | PA      | $3043599.10   | 0.21%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: —       |
| Stanley Black and Decker Inc.                                   | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR          | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3388323.08   | 0.23%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                       | STONEPEAK NILE PARENT LLC SR SECURED 144A 03/32 7.25         | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2124888.30   | 0.15%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/27 6          | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3549855.34   | 0.25%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5        | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3099000 | PA      | $2994779.08   | 0.21%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                         | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625          | CUSIP: 87422VAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4623000 | PA      | $4936619.70   | 0.34%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | TENET HEALTHCARE CORP SR SECURED 11/27 5.125                 | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3033000 | PA      | $3024189.74   | 0.21%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | TENET HEALTHCARE CORP COMPANY GUAR 10/28 6.125               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2271638.94   | 0.16%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | TENET HEALTHCARE CORP SR SECURED 01/30 4.375                 | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3463807.05   | 0.24%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                    | TENET HEALTHCARE CORP SR SECURED 05/31 6.75                  | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3577473.68   | 0.25%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                       | CLOUD SOFTWARE GROUP INC SR SECURED 144A 03/29 6.5           | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4884000 | PA      | $4937709.35   | 0.34%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                           | TOWNSQUARE MEDIA INC 2025 TERM LOAN                          | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   4390388 | PA      | $3907444.88   | 0.27%             | 2030-02-19      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TRANSDIGM INC COMPANY GUAR 05/29 4.875                       | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   7492000 | PA      | $7355524.98   | 0.51%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TRANSDIGM INC SR SECURED 144A 12/31 7.125                    | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3408517.20   | 0.24%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TRANSDIGM INC SR SECURED 144A 03/29 6.375                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4563000 | PA      | $4671749.98   | 0.32%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $3992788.18   | 0.28%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                     | TRANSMONTAIGNE PARTNERS LLC COMPANY GUAR 144A 06/30 8.5      | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1405279.62   | 0.10%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                               | TRINET GROUP INC SR UNSECURED 144A 08/31 7.125               | CUSIP: 896288AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4604570.93   | 0.32%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                  | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 8.25      | CUSIP: 89686QAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    937000 | PA      | $995235.49    | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                   | TWITTER INC 2025 FIXED TERM LOAN                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  14371000 | PA      | $14116920.72  | 0.97%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                        | UKG INC SR SECURED 144A 02/31 6.875                          | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6481000 | PA      | $6701742.86   | 0.46%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                   | US FOODS INC COMPANY GUAR 144A 02/29 4.75                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3449000 | PA      | $3397231.20   | 0.23%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                   | US FOODS INC COMPANY GUAR 144A 04/33 5.75                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2498130.12   | 0.17%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Holding LLC                             | ARCTIC CANADIAN DIAMONDS HOLDING UNITS                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       518 | NS      | $8761.98      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United Rentals (North America) Inc.                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3025145.15   | 0.21%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4          | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $4143461.52   | 0.29%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5       | UNITI GROUP LP / UNITI GROUP F SR SECURED 144A 02/28 10.5    | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3327000 | PA      | $3500769.21   | 0.24%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5647000 | PA      | $5819013.27   | 0.40%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375     | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1563841.62   | 0.11%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                   | VT TOPCO INC SR SECURED 144A 08/30 8.5                       | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4463000 | PA      | $4762663.67   | 0.33%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Valaris Limited                                                 | VALARIS LTD SECURED 144A 04/30 8.375                         | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1488752.98   | 0.10%             | 2030-04-30      | Fixed         | 8.38%                 | 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        |   2498000 | PA      | $2278524.72   | 0.16%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25     | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25  | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1404688.60   | 0.10%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625    | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625 | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4581113.80   | 0.32%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc.                                                     | ARCOSA INC COMPANY GUAR 144A 04/29 4.375                     | CUSIP: 039653AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3160435.74   | 0.22%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd.                            | ARCTIC CANADIAN DIAMOND CO LTD 2ND LIEN PIK TERM LOAN        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    511968 | PA      | $495380.51    | 0.03%             | 2027-12-31      | Floating      | 11.08%                | No            |                  3 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125      | ARDAGH PACKAGING FINANCE PLC / SR SECURED 144A 08/26 4.125   | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7670000 | PA      | $7286500.00   | 0.50%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6          | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 06/27 6       | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4752000 | PA      | $4751993.35   | 0.33%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 02/32 5        | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4821371.85   | 0.33%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                               | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                   | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1040231.35   | 0.07%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Clean Harbors Inc.                                              | CLEAN HARBORS INC COMPANY GUAR 144A 02/31 6.375              | CUSIP: 184496AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2996000 | PA      | $3070154.00   | 0.21%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                  | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                   | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1907000 | PA      | $1913836.60   | 0.13%             | 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        |   1364000 | PA      | $1350355.09   | 0.09%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75          | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75       | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2952022.85   | 0.20%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45      | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45   | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4423932.66   | 0.31%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                              | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4594068.45   | 0.32%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                           | ROCKET COS INC SR UNSECURED 144A 08/30 6.125                 | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10323000 | PA      | $10621850.85  | 0.73%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                           | ROCKET COS INC SR UNSECURED 144A 08/33 6.375                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3158835.08   | 0.22%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                    | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   4233000 | PA      | $4421694.44   | 0.31%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                      | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   6287000 | PA      | $5807962.04   | 0.40%             | 2031-06-01      | Fixed         | 3.50%                 | 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        |   3192000 | PA      | $3262866.80   | 0.23%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                      | BLOCK INC SR UNSECURED 144A 08/33 6                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2622065.91   | 0.18%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875   | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6152000 | PA      | $6231391.56   | 0.43%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 7.125   | CUSIP: 98877DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1295200.40   | 0.09%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                   | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75    | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3706354.72   | 0.26%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                             | OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75                | CUSIP: 00791GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2170271.91   | 0.15%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                             | OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8                 | CUSIP: 00791GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $282686.71    | 0.02%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Affinity Interactive                                            | AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5292000 | PA      | $3040306.92   | 0.21%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/28 6.5      | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/28 6.5   | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4093000 | PA      | $4170992.12   | 0.29%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7          | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7       | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3060000 | PA      | $3157623.18   | 0.22%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                    | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/29 4.125     | CUSIP: 013822AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3292000 | PA      | $3170147.61   | 0.22%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75        | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75     | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4080372.00   | 0.28%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7           | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7        | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3943564.75   | 0.27%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375     | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3273000 | PA      | $3371959.16   | 0.23%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp     | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875    | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6108000 | PA      | $6290488.72   | 0.43%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                            | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75            | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2190824.00   | 0.15%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                           | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75               | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3522000 | PA      | $2791185.00   | 0.19%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                           | ALTICE FINANCING SA SR SECURED 144A 07/27 9.625              | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   5173000 | PA      | $4810890.00   | 0.33%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | ALTICE SA SR SECURED 144A 02/27 8.125                        | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3761000 | PA      | $3481877.80   | 0.24%             | 2027-02-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | ALTICE SA SR SECURED 144A 10/29 5.5                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   3744000 | PA      | $3210480.00   | 0.22%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                      | ALTICE FRANCE HOLDING SA SR SECURED 144A 05/27 10.5          | CUSIP: 02156TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3550000 | PA      | $1278000.00   | 0.09%             | 2027-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc.                                           | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25            | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1204610.72   | 0.08%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Amer Sports Company                                             | AMER SPORTS CO SR SECURED 144A 02/31 6.75                    | CUSIP: 02352NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4404000 | PA      | $4590615.10   | 0.32%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class B Pass Through Trust             | AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/27 3.75       | CUSIP: 023771S41<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1931044 | PA      | $1925795.19   | 0.13%             | 2025-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                               | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125               | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1860809.97   | 0.13%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                             | SOLD EUR/BOUGHT USD                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $516.25       | 0.00%             |  |  |  | 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        |   7883000 | PA      | $7677135.46   | 0.53%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Frontier Florida LLC                                            | FRONTIER FLORIDA LLC SR UNSECURED 02/28 6.86                 | CUSIP: 362333AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6476562.50   | 0.45%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                              | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                   | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4562000 | PA      | $4612437.47   | 0.32%             | 2027-09-15      | 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        |   5103000 | PA      | $5387364.68   | 0.37%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corporation                             | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/28 7.05  | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3690492.57   | 0.25%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 07/30 7.5              | CUSIP: 654922AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3395000 | PA      | $3547072.24   | 0.24%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                           | NISSAN MOTOR CO LTD SR UNSECURED 144A 07/32 7.75             | CUSIP: 654922AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1641000 | PA      | $1718983.60   | 0.12%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                  | NORDSTROM INC SR UNSECURED 08/31 4.25                        | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $3774656.50   | 0.26%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125         | NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125      | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $11.40        | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                    | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5     | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4104000 | PA      | $4094782.01   | 0.28%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                             | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3896000 | PA      | $3746644.50   | 0.26%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                             | NOVELIS CORP COMPANY GUAR 144A 08/33 6.375                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2292307.15   | 0.16%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                            | INVERSION ESCROW ISSUER LLC SR SECURED 144A 10/28 4.25       | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1437560.70   | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                    | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $4975191.04   | 0.34%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4439000 | PA      | $4320785.88   | 0.30%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc.                                     | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25      | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4378000 | PA      | $4239541.81   | 0.29%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                 | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7     | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3827000 | PA      | $3967871.87   | 0.27%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5        | PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5     | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3404000 | PA      | $3368667.13   | 0.23%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                          | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25           | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   6258000 | PA      | $5757360.00   | 0.40%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                  | ZEBRA TECHNOLOGIES CORP COMPANY GUAR 144A 06/32 6.5          | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1080279.86   | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| New Cotai LLC                                                   | NEW COTAI CLASS B SHARES COMMON STOCK                        | CUSIP: ACI05RXR5<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $0.11         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SoftBank Group Corp.                                            | SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR              | CUSIP: AO2625157<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   5190000 | PA      | $5186444.85   | 0.36%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                | ALTICE FRANCE SA 2023 USD TERM LOAN B14                      | CUSIP: F6628DAN4<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |   4066142 | PA      | $3718487.18   | 0.26%             | 2028-08-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| Trinseo Materials Operating S.C.A.                              | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                | CUSIP: L9339LAK9<br>LEI: 549300WNMXD3KV7LO256 | Long             | LON              | CORP              | LU        |   5684594 | PA      | $1456677.17   | 0.10%             | 2028-05-03      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-29

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer