# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001145549-23-004238
**Filing Date:** 2023-1
**Character Count:** 142068
**Document Hash:** 3e86386c3f525efd6caee1ca7aeab9f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004238.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004238

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JOHN HANCOCK BOND TRUST
- **CENTRAL INDEX KEY:** 0000315554
- **IRS NUMBER:** 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:** 23562160

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

  - **Telephone number:** 617-312-0176

**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:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1184950756.96

**Total Liabilities:** $20521237.54

**Net Assets:** $1164429519.42

**Cash Not Reported:** $41675.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -274.996981000000 | **1-Year:** -8639.872641000000 | **5-Year:** -25535.454696000000 | **10-Year:** -22752.219356000000 | **30-Year:** -3665.901594000000

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

- **3-Month:** -2276.116690000000 | **1-Year:** -67068.845533000100 | **5-Year:** -226645.781047000000 | **10-Year:** -105836.144136000000 | **30-Year:** -10064.530281000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001735 | -4.24%               | 2.28%                | 1.90%                |
| Class ID C000001737 | -4.30%               | 2.22%                | 1.83%                |
| Class ID C000051988 | -4.22%               | 2.30%                | 1.92%                |
| Class ID C000106437 | -4.22%               | 1.96%                | 1.93%                |
| Class ID C000128461 | -4.22%               | 2.31%                | 1.93%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8758050.47             | $-48068353.19                              |
| Month 2  | $-10320856.57            | $29348665.93                               |
| Month 3  | $-2424717.57             | $18493703.47                               |

**Designated Index Information**

- **Index Name:** ICE BofA US High Yield Index

- **Index Identifier:** ML_US_HYLD_2

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Carnival Corporation                                                | CARNIVAL CORP COMPANY GUAR 144A 06/30 10.5                   | CUSIP: 143658BS0<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3424560.00   | 0.29%             | 2030-06-01      | Fixed         | 10.50%                | 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        |   4120000 | PA      | $3574091.02   | 0.31%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                         | CARVANA CO COMPANY GUAR 144A 10/25 5.625                     | CUSIP: 146869AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4180000 | PA      | $1881000.00   | 0.16%             | 2025-10-01      | Fixed         | 5.62%                 | 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        |   2975000 | PA      | $2587238.95   | 0.22%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                                 | ARCONIC CORP SR SECURED 144A 05/25 6                         | CUSIP: 03966VAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5456514.64   | 0.47%             | 2025-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ashland LLC                                                         | ASHLAND LLC COMPANY GUAR 05/43 6.875                         | CUSIP: 044209AM6<br>LEI: 6O4MRU8C1MS0K34UQF79 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2659187.50   | 0.23%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                 | ATHENE HOLDING LTD SR UNSECURED 04/30 6.15                   | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   4700000 | PA      | $4743659.29   | 0.41%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                        | DIVERSIFIED HEALTHCARE TRUST COMPANY GUAR 06/25 9.75         | CUSIP: 25525PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3633153.15   | 0.31%             | 2025-06-15      | Fixed         | 9.75%                 | 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        |   3690000 | PA      | $3169119.60   | 0.27%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                           | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5        | CUSIP: 26885BAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4904469.57   | 0.42%             | 2030-06-01      | Fixed         | 7.50%                 | 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        |   3570000 | PA      | $3363936.46   | 0.29%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                      | EDGEWELL PERSONAL CARE CO SR UNSECURED 144A 04/29 4.125      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2318975.34   | 0.20%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES LP / SR UNSECURED 144A 01/28 5.75         | ENDEAVOR ENERGY RESOURCES LP / SR UNSECURED 144A 01/28 5.75  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3444700.00   | 0.30%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                        | ENCOMPASS HEALTH CORP COMPANY GUAR 02/30 4.75                | CUSIP: 29261AAB6<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2125562.50   | 0.18%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                            | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/25 8.5          | CUSIP: 29357KAF0<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   4425000 | PA      | $4071000.00   | 0.35%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                             | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 09/27 4.5    | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1830000.00   | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Limited                             | FMG RESOURCES AUGUST 2006 PTY COMPANY GUAR 144A 04/31 4.375  | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $3370000.00   | 0.29%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                  | POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625              | CUSIP: 737446AN4<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3243702.00   | 0.28%             | 2028-01-15      | Fixed         | 5.62%                 | 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        |   4295000 | PA      | $3944807.18   | 0.34%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE F SR SECURED 144A 09/26 4.5            | RADIATE HOLDCO LLC / RADIATE F SR SECURED 144A 09/26 4.5     | CUSIP: 75026JAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8300000 | PA      | $6786910.00   | 0.58%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5          | RADIATE HOLDCO LLC / RADIATE F SR UNSECURED 144A 09/28 6.5   | CUSIP: 75026JAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7930000 | PA      | $4279821.00   | 0.37%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAPTOR ACQUISITION CORP / RAPT SR SECURED 144A 11/26 4.875          | RAPTOR ACQUISITION CORP / RAPT SR SECURED 144A 11/26 4.875   | CUSIP: 75383KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3115000 | PA      | $2747681.01   | 0.24%             | 2026-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO COMPANY GUAR 144A 01/29 5.75         | REALOGY GROUP LLC / REALOGY CO COMPANY GUAR 144A 01/29 5.75  | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3390000 | PA      | $2593078.80   | 0.22%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                         | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 10/27 6.875     | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   7000000 | PA      | $6667647.07   | 0.57%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                  | FORD MOTOR CO SR UNSECURED 01/43 4.75                        | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $5920309.60   | 0.51%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Company                                                  | FORD MOTOR CO SR UNSECURED 02/32 3.25                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $938115.55    | 0.08%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1607115.00   | 0.14%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                       | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134            | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9462500.00   | 0.81%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                        | FREEDOM MORTGAGE CORP SR UNSECURED 144A 11/24 8.125          | CUSIP: 35640YAA5<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4176800.00   | 0.36%             | 2024-11-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                        | FREEDOM MORTGAGE CORP SR UNSECURED 144A 04/25 8.25           | CUSIP: 35640YAB3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2190366.36   | 0.19%             | 2025-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                        | FREEDOM MORTGAGE CORP SR UNSECURED 144A 01/27 6.625          | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $2801627.56   | 0.24%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                            | HCA INC COMPANY GUAR 09/30 3.5                               | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2406516.00   | 0.21%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harsco Corporation                                                  | HARSCO CORP COMPANY GUAR 144A 07/27 5.75                     | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2357900.00   | 0.20%             | 2027-07-31      | Fixed         | 5.75%                 | 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        |   2775000 | PA      | $2431177.50   | 0.21%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                               | TOWNSQUARE MEDIA INC SR SECURED 144A 02/26 6.875             | CUSIP: 892231AB7<br>LEI: 549300XBA8C68H0DR538 | Long             | DBT              | CORP              | US        |   7803000 | PA      | $7238908.57   | 0.62%             | 2026-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125        | TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125 | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6700000 | PA      | $4262875.00   | 0.37%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                        | NETFLIX INC SR UNSECURED 11/28 5.875                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2525525.00   | 0.22%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                        | NETFLIX INC SR UNSECURED 144A 11/29 5.375                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $4858469.55   | 0.42%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                        | NETFLIX INC SR UNSECURED 144A 06/30 4.875                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   5305000 | PA      | $5010811.38   | 0.43%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                        | NETFLIX INC SR UNSECURED 144A 05/29 6.375                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $5054938.00   | 0.43%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| New Fortress Energy Inc.                                            | NEW FORTRESS ENERGY INC SR SECURED 144A 09/26 6.5            | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5368657.53   | 0.46%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                    | NEWS CORP COMPANY GUAR 144A 02/32 5.125                      | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |   5921000 | PA      | $5427780.70   | 0.47%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                               | NISSAN MOTOR CO LTD SR UNSECURED 144A 09/25 3.522            | CUSIP: 654744AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   6380000 | PA      | $5910869.09   | 0.51%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                      | NORDSTROM INC SR UNSECURED 08/31 4.25                        | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2251966.00   | 0.19%             | 2031-08-01      | Fixed         | 4.25%                 | 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        |   3455000 | PA      | $3071834.52   | 0.26%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                    | OCCIDENTAL PETROLEUM CORP SR UNSECURED 04/46 4.4             | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2291000.00   | 0.20%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                    | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/28 6.375           | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7305000 | PA      | $7458405.00   | 0.64%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                    | OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625           | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $7307861.18   | 0.63%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                    | OCCIDENTAL PETROLEUM CORP SR UNSECURED 12/25 5.5             | CUSIP: 674599EE1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2942625.00   | 0.25%             | 2025-12-01      | Fixed         | 5.50%                 | 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        |   4000000 | PA      | $3569949.92   | 0.31%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                      | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 08/26 5.5       | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3425000 | PA      | $3218369.75   | 0.28%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tripadvisor Inc.                                                    | TRIPADVISOR INC COMPANY GUAR 144A 07/25 7                    | CUSIP: 896945AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7200000 | PA      | $7110841.46   | 0.61%             | 2025-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| 1375209 BC LTD SR SECURED 144A 01/28 9                              | 1375209 BC LTD SR SECURED 144A 01/28 9                       | CUSIP: 68251PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    503000 | PA      | $494197.50    | 0.04%             | 2028-01-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                               | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                     | CUSIP: 683715AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1698000 | PA      | $1700122.50   | 0.15%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125        | ORGANON FINANCE 1 LLC SR SECURED 144A 04/28 4.125            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4050000 | PA      | $3644919.00   | 0.31%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125      | ORGANON FINANCE 1 LLC SR UNSECURED 144A 04/31 5.125          | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4255000 | PA      | $3775929.55   | 0.32%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group Inc.                               | PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR        | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3835200.00   | 0.33%             | 2027-05-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                | PARKLAND FUEL CORP SR UNSECURED 144A 07/27 5.875             | CUSIP: 70137TAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5400000 | PA      | $5178114.00   | 0.44%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                | PARKLAND CORP/CANADA SR UNSECURED 144A 10/29 4.5             | CUSIP: 70137WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   5320000 | PA      | $4482100.00   | 0.38%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARSLEY ENERGY LLC / PARSLEY F COMPANY GUAR 144A 02/28 4.125        | PARSLEY ENERGY LLC / PARSLEY F COMPANY GUAR 144A 02/28 4.125 | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4530000 | PA      | $4160673.18   | 0.36%             | 2028-02-15      | Fixed         | 4.12%                 | 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        |   1690000 | PA      | $1501852.30   | 0.13%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International Inc.                                | PICASSO FINANCE SUB INC SR SECURED 144A 06/25 6.125          | CUSIP: 71953LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1932000 | PA      | $1912680.00   | 0.16%             | 2025-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corporation                                         | PILGRIM'S PRIDE CORP COMPANY GUAR 144A 04/31 4.25            | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $5260444.10   | 0.45%             | 2031-04-15      | Fixed         | 4.25%                 | 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        |   4121000 | PA      | $3342831.57   | 0.29%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J.B. Poindexter and Co. Inc.                                        | JB POINDEXTER and CO INC SR UNSECURED 144A 04/26 7.125       | CUSIP: 730481AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6179000 | PA      | $5970829.49   | 0.51%             | 2026-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                  | POST HOLDINGS INC COMPANY GUAR 144A 03/27 5.75               | CUSIP: 737446AM6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    988000 | PA      | $963146.86    | 0.08%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QVC Inc.                                                            | QVC INC SR SECURED 09/28 4.375                               | CUSIP: 747262AZ6<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    620000 | PA      | $415400.00    | 0.04%             | 2028-09-01      | Fixed         | 4.38%                 | 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        |   2630000 | PA      | $2364370.00   | 0.20%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CommScope Inc.                                                      | COMMSCOPE INC COMPANY GUAR 144A 03/27 8.25                   | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1733978.10   | 0.15%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75           | CONNECT FINCO SARL / CONNECT U 10/26 6.75                    | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   6940000 | PA      | $6558300.00   | 0.56%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Consensus Cloud Solutions Inc.                                      | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/26 6      | CUSIP: 20848VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2165607.50   | 0.19%             | 2026-10-15      | Fixed         | 6.00%                 | 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        |   6286000 | PA      | $5704548.58   | 0.49%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications Inc.                                    | CONSOLIDATED COMMUNICATIONS IN SR SECURED 144A 10/28 6.5     | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2468400.00   | 0.21%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc.                                          | CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75    | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6366888.28   | 0.55%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Coruripe Netherlands B.V.                                           | CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10             | CUSIP: 22088DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $830900.00    | 0.07%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                | CREDIT AGRICOLE SA JR SUBORDINA 144A 12/49 VAR               | CUSIP: 225313AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3515000 | PA      | $3570951.77   | 0.31%             | 2025-12-23      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| DCP Midstream LP                                                    | DCP MIDSTREAM LP JR SUBORDINA 12/99 VAR                      | CUSIP: 23311PAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4960992.00   | 0.43%             | 2022-12-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Darling Ingredients Inc.                                            | DARLING INGREDIENTS INC SR UNSECURED 144A 04/27 5.25         | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4258540.00   | 0.37%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                         | DAVITA INC SR UNSECURED 144A 06/30 4.625                     | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $5192814.20   | 0.45%             | 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        |   3645000 | PA      | $2679075.00   | 0.23%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |   3900000 | PA      | $3603054.00   | 0.31%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Company LLC                                       | VISTRA OPERATIONS CO LLC SR UNSECURED 144A 02/27 5.625       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6220723.63   | 0.53%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8            | DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8     | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3448680.00   | 0.30%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125         | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125  | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3110000 | PA      | $2881041.80   | 0.25%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                | DELTA AIR LINES INC SR UNSECURED 01/26 7.375                 | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4132320.00   | 0.35%             | 2026-01-15      | Fixed         | 7.38%                 | 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        |   4610000 | PA      | $4738296.30   | 0.41%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                       | ENBRIDGE INC JR SUBORDINA 01/83 VAR                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5890000 | PA      | $5758048.27   | 0.49%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corporation                                         | ENTEGRIS ESCROW CORP SR SECURED 144A 04/29 4.75              | CUSIP: 29365BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5401000 | PA      | $4888362.46   | 0.42%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                            | TUTOR PERINI CORP COMPANY GUAR 144A 05/25 6.875              | CUSIP: 901109AF5<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3046205.61   | 0.26%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                       | US FOODS INC SR UNSECURED 144A 02/29 4.75                    | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $2896140.00   | 0.25%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                               | UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8              | CUSIP: 90353TAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7312309.28   | 0.63%             | 2026-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                               | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5            | CUSIP: 90353TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5729640.00   | 0.49%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                               | WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875             | CUSIP: 92933BAQ7<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1300004.42   | 0.11%             | 2030-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                               | WMG ACQUISITION CORP SR SECURED 144A 02/31 3                 | CUSIP: 92933BAR5<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   4745000 | PA      | $3932679.73   | 0.34%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                               | UBER TECHNOLOGIES INC COMPANY GUAR 144A 01/28 6.25           | CUSIP: 90353TAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4535500.00   | 0.39%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                                | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625              | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4210000 | PA      | $3747813.74   | 0.32%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                 | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875      | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2292726.15   | 0.20%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                 | UNITED RENTALS NORTH AMERICA I SR SECURED 144A 12/29 6       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4115475.00   | 0.35%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                                 | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 06/27 6.5    | CUSIP: 941130AB2<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2431018.26   | 0.21%             | 2027-06-15      | Fixed         | 6.50%                 | 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        |   2600000 | PA      | $2633930.00   | 0.23%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $5453169.40   | 0.47%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                         | SOUTHWESTERN ENERGY CO COMPANY GUAR 09/28 8.375              | CUSIP: 845467AP4<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4257577.15   | 0.37%             | 2028-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corporation                                  | UNITED STATES CELLULAR CORP SR UNSECURED 12/33 6.7           | CUSIP: 911684AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5248620.00   | 0.45%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                         | SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75               | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1385732.82   | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8              | SPIRIT LOYALTY CAYMAN LTD / SP SR SECURED 144A 09/25 8       | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2849999 | PA      | $2881918.99   | 0.25%             | 2025-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc.                                      | UNIVERSAL HEALTH SERVICES INC SR SECURED 144A 10/30 2.65     | CUSIP: 913903AV2<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4005445.35   | 0.34%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                           | VAREX IMAGING CORP 10/27 7.875                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    689000 | PA      | $678224.89    | 0.06%             | 2027-10-15      | Fixed         | 7.88%                 | 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        |   3272000 | PA      | $2813920.00   | 0.24%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                         | VERTICAL US NEWCO INC SR SECURED 144A 07/27 5.25             | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2958515.20   | 0.25%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator Holdco GmbH                                             | VERTICAL HOLDCO GMBH COMPANY GUAR 144A 07/28 7.625           | CUSIP: 92537VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1426000 | PA      | $1183580.00   | 0.10%             | 2028-07-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                               | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/26 4.25  | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3660261.13   | 0.31%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                               | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625 | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5362576.08   | 0.46%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                               | VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/27 5.75  | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3876068.20   | 0.33%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WeWork Companies Inc.                                               | WEWORK COS INC COMPANY GUAR 144A 05/25 7.875                 | CUSIP: 96208LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4365000 | PA      | $2226150.00   | 0.19%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                          | BLOCK INC SR UNSECURED 06/31 3.5                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   6035000 | PA      | $4897462.85   | 0.42%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                            | STANDARD INDUSTRIES INC. 2021 TERM LOAN B                    | CUSIP: 85350EAB2<br>LEI: 54930064UHXCIUWVI755 | Long             | LON              | CORP              | US        |      3000 | PA      | $2964.39      | 0.00%             | 2028-09-22      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Vertis Holdings Inc.                                                | VERTIS HLDGS INC COM                                         | CUSIP: 92599V931<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    560094 | NS      | $0.56         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JH COLLATERAL                                                       | JH COLLATERAL                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   4787417 | NS      | $47844010.97  | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc.                                        | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 11/23 5.5      | CUSIP: 85571BAS4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2292111.00   | 0.20%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stena International S.A.                                            | STENA INTERNATIONAL SA SR SECURED 144A 02/25 6.125           | CUSIP: 85858EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3400000 | PA      | $3160835.77   | 0.27%             | 2025-02-01      | Fixed         | 6.12%                 | 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        |   2175000 | PA      | $1887051.75   | 0.16%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TPT Acquisition Inc.                                                | TPT ACQUISITION INC COMMON STOCK                             | CUSIP: 87265L100<br>LEI: 549300OH357IWRZ8NR05 | Long             | EC               | CORP              | US        |      2560 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Virgin Australia Holdings Pty Limited                               | VIRGIN AUSTRALIA HOLDINGS PTY COMPANY GUAR 144A 11/24 8.125  | CUSIP: 92765YAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2799000 | PA      | $13995.00     | 0.00%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                            | VIRGIN MEDIA FINANCE PLC SR UNSECURED 144A 07/30 5           | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3905000 | PA      | $3249350.50   | 0.28%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Talos Production Inc.                                               | TALOS PRODUCTION INC SECURED 01/26 12                        | CUSIP: 87485LAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4409900.00   | 0.38%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/29 6.875       | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4109440.00   | 0.35%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                 | AUSTIN BIDCO INC SR UNSECURED 144A 12/28 7.125               | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $4275000.00   | 0.37%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AVATION CAPITAL SA WARRANTS                                         | AVATION CAPITAL SA WARRANTS                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35700 | NS      | $12904.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dotdash Meredith Inc.                                               | DOTDASH MEREDITH INC TERM LOAN B                             | CUSIP: 944WEEII6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2574990 | PA      | $2227366.36   | 0.19%             | 2028-12-01      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo and Company                                             | WELLS FARGO and CO JR SUBORDINA 12/49 VAR                    | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3524040.00   | 0.30%             | 2025-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman International Inc.                                | WILLIAMS SCOTSMAN INTERNATIONA SR SECURED 144A 08/28 4.625   | CUSIP: 96950GAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1268334.00   | 0.11%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| World Acceptance Corporation                                        | WORLD ACCEPTANCE CORP COMPANY GUAR 144A 11/26 7              | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4980000 | PA      | $2925725.50   | 0.25%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                        | TENET HEALTHCARE CORP COMPANY GUAR 144A 10/28 6.125          | CUSIP: 88033GDJ6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2647500.00   | 0.23%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tervita Corp                                                        | TERVITA CORP SECURED 144A 12/25 11                           | CUSIP: 88159EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2034000 | PA      | $2211975.00   | 0.19%             | 2025-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                | WYNDHAM DESTINATIONS INC SR SECURED 144A 03/30 4.625         | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   4557000 | PA      | $3692331.81   | 0.32%             | 2030-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                | WYNDHAM DESTINATIONS INC SR SECURED 144A 07/26 6.625         | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2704373.33   | 0.23%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Thor Industries Inc.                                                | THOR INDUSTRIES INC COMPANY GUAR 144A 10/29 4                | CUSIP: 885160AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3974313.85   | 0.34%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels and Resorts Inc.                                     | WYNDHAM HOTELS and RESORTS INC COMPANY GUAR 144A 08/28 4.375 | CUSIP: 98311AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3235000 | PA      | $2892935.79   | 0.25%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                   | XEROX CORP SR UNSECURED 12/39 6.75                           | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2007048.05   | 0.17%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                               | FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25                 | CUSIP: 35671DCF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2636225.82   | 0.23%             | 2030-03-01      | Fixed         | 4.25%                 | 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        |   4100000 | PA      | $3649820.00   | 0.31%             | 2028-02-15      | Fixed         | 8.25%                 | 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        |   5650000 | PA      | $4547120.00   | 0.39%             | 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%             | 2021-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| GCI LLC                                                             | GCI LLC SR UNSECURED 144A 10/28 4.75                         | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7935000 | PA      | $6798152.55   | 0.58%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                              | GFL ENVIRONMENTAL INC SR SECURED 144A 06/25 4.25             | CUSIP: 36168QAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4150000 | PA      | $3952408.50   | 0.34%             | 2025-06-01      | Fixed         | 4.25%                 | 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        |   4650000 | PA      | $4324500.00   | 0.37%             | 2028-02-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Gannett Holdings LLC                                                | GANNETT HOLDINGS LLC SR SECURED 144A 11/26 6                 | CUSIP: 36474GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3970000 | PA      | $3156184.74   | 0.27%             | 2026-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                    | GARDA WORLD SECURITY CORP SR SECURED 144A 02/27 4.625        | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   4395000 | PA      | $3947105.55   | 0.34%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                        | GARTNER INC COMPANY GUAR 144A 10/30 3.75                     | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5017000.00   | 0.43%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Glasstech Inc.                                                      | GLASSTECH INC PFD SER A                                      | CUSIP: 377265863<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       143 | NS      | $128700.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| YUM! Brands Inc.                                                    | YUM! BRANDS INC SR UNSECURED 04/32 5.375                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3872604.75   | 0.33%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc.                                            | ZAYO GROUP HOLDINGS INC SR UNSECURED 144A 03/28 6.125        | CUSIP: 98919VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4215000 | PA      | $2286637.50   | 0.20%             | 2028-03-01      | Fixed         | 6.12%                 | 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        |   3120000 | PA      | $2547604.80   | 0.22%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC/ZOOM COMPANY GUAR 144A 02/29 3.875        | ZOOMINFO TECHNOLOGIES LLC/ZOOM COMPANY GUAR 144A 02/29 3.875 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8780000 | PA      | $7416202.60   | 0.64%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                | SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR              | CUSIP: AO2625157<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   5469000 | PA      | $4369577.87   | 0.38%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                | SOFTBANK GROUP CORP SR UNSECURED REGS 09/27 5.125            | CUSIP: AP1047038<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   4000000 | PA      | $3466501.52   | 0.30%             | 2027-09-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                                | SOFTBANK GROUP CORP SR UNSECURED REGS 07/31 5.25             | CUSIP: BQ3265338<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2408930.88   | 0.21%             | 2031-07-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                           | BAUSCH + LOMB INC TERM LOAN                                  | CUSIP: C0787FAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   4778025 | PA      | $4522400.66   | 0.39%             | 2027-05-10      | Floating      | 7.15%                 | 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        |   5000000 | PA      | $4381550.00   | 0.38%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp         | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 07/26 6.625    | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6365000.00   | 0.55%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                 | ALLY FINANCIAL INC SR UNSECURED 11/27 7.1                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5270531.45   | 0.45%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Great Canadian Gaming Corporation                                   | GREAT CANADIAN GAMING CORP. 2021 TERM LOAN                   | CUSIP: C4111RAE5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    379050 | PA      | $370995.19    | 0.03%             | 2026-11-01      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                        | BAUSCH HEALTH COMPANIES INC 2022 TERM LOAN B                 | CUSIP: C9413PBD4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | LON              | CORP              | US        |  10971125 | PA      | $8141452.44   | 0.70%             | 2027-02-01      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                       | CLARIVATE PLC PREFERRED STOCK 06/24 5.25                     | CUSIP: EP0598771<br>LEI: N/A                  | Long             | EP               | CORP              | GB        |     60000 | NS      | $2587800.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                | CARNIVAL CORPORATION USD TERM LOAN B                         | CUSIP: P2121YAN8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |   1723552 | PA      | $1655143.88   | 0.14%             | 2025-06-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                               | ALTICE FINANCING SA SR SECURED 144A 01/28 5                  | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $2447640.00   | 0.21%             | 2028-01-15      | Fixed         | 5.00%                 | 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        |   2405000 | PA      | $1966712.80   | 0.17%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC                                 | ASCENT RESOURCES UTICA 2020 FIXED 2ND LIEN TL                | CUSIP: U04354AE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2297000 | PA      | $2421428.49   | 0.21%             | 2025-11-01      | Floating      | 12.94%                | No            |                  2 | On Loan: No      |
| Altice France                                                       | ALTICE SA SR SECURED 144A 10/29 5.5                          | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   4550000 | PA      | $3648827.00   | 0.31%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altice France Holding S.A.                                          | ALTICE FRANCE HOLDING SA COMPANY GUAR 144A 02/28 6           | CUSIP: 02156TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2890000 | PA      | $1938006.43   | 0.17%             | 2028-02-15      | Fixed         | 6.00%                 | 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        |   4070000 | PA      | $3215300.00   | 0.28%             | 2027-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| American Airlines Inc.                                              | AMERICAN AIRLINES INC SR SECURED 144A 07/25 11.75            | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5774771.18   | 0.50%             | 2025-07-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                                | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 07/28 6.875     | CUSIP: 02406PBA7<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $4896855.00   | 0.42%             | 2028-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5               | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/25 5.5        | CUSIP: 030981AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2813000.00   | 0.24%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75              | AMERIGAS PARTNERS LP / AMERIGA SR UNSECURED 05/27 5.75       | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5150000 | PA      | $4913100.00   | 0.42%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                        | ANTERO RESOURCES CORP SR UNSECURED 144A 02/29 7.625          | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   1783000 | PA      | $1819268.61   | 0.16%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375        | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2306250.00   | 0.20%             | 2029-06-15      | Fixed         | 5.38%                 | 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        |   4512000 | PA      | $3625798.08   | 0.31%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 08/27 5.25         | ARDAGH PACKAGING FINANCE PLC / COMPANY GUAR 144A 08/27 5.25  | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3010000 | PA      | $2276463.00   | 0.20%             | 2027-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875        | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4371014.00   | 0.38%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                 | ATHENE HOLDING LTD SR UNSECURED 02/33 6.65                   | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   3500000 | PA      | $3502242.77   | 0.30%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Avation Capital S.A.                                                | AVATION CAPITAL SA COMPANY GUAR 144A 05/21 6.5               | CUSIP: 05351CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2098579 | PA      | $1678863.20   | 0.14%             | 2026-10-31      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                         | BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1780000 | PA      | $1846750.00   | 0.16%             | 2027-11-17      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                         | BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR                  | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5070624.00   | 0.44%             | 2025-03-17      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                        | BARCLAYS PLC JR SUBORDINA 12/99 8                            | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3900000 | PA      | $3675750.00   | 0.32%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                        | BAUSCH HEALTH COS INC SR SECURED 144A 09/28 11               | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    892000 | PA      | $684610.00    | 0.06%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                        | BAUSCH HEALTH COS INC SECURED 144A 10/30 14                  | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |    177000 | PA      | $98199.60     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| U.S. Renal Care Inc.                                                | BCPE CYCLE MERGER SUB II INC SR UNSECURED 144A 07/27 10.625  | CUSIP: 07335BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5900000 | PA      | $2349088.89   | 0.20%             | 2027-07-15      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                     | BOMBARDIER INC SR UNSECURED 144A 06/26 7.125                 | CUSIP: 097751BV2<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29474.70     | 0.00%             | 2026-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| British Telecommunications plc                                      | BRITISH TELECOMMUNICATIONS PLC SR UNSECURED 12/28 5.125      | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1226000 | PA      | $1203294.80   | 0.10%             | 2028-12-04      | Fixed         | 5.12%                 | 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        |   5530000 | PA      | $4482951.96   | 0.38%             | 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        |   2680000 | PA      | $2475964.63   | 0.21%             | 2032-06-15      | Fixed         | 6.38%                 | 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        |   6000000 | PA      | $5678940.00   | 0.49%             | 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        |   3850000 | PA      | $3493759.50   | 0.30%             | 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        |   8679000 | PA      | $7312057.50   | 0.63%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                         | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/33 4.5   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4480000 | PA      | $3555372.80   | 0.31%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                 | AES CORP/THE PREFERRED STOCK 02/24 6.875                     | CUSIP: 00130H204<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | EP               | CORP              | US        |     15200 | NS      | $1560584.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                         | CCO HLDGS LLC 01/34 4.25                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4980000 | PA      | $3879420.00   | 0.33%             | 2034-01-15      | Fixed         | 4.25%                 | 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        |   4030000 | PA      | $3769702.30   | 0.32%             | 2026-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25                  | CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25           | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2543940.00   | 0.22%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                    | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5                 | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7108296.00   | 0.61%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                    | CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2156135.50   | 0.19%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5            | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5     | CUSIP: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2290106.30   | 0.20%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5            | CSI COMPRESSCO LP / CSI COMPRE SR SECURED 144A 04/25 7.5     | CUSIP: 12652HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2057431.50   | 0.18%             | 2025-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10                | CSI COMPRESSCO LP / CSI COMPRE SECURED 144A 04/26 10         | CUSIP: 12652HAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7303016 | PA      | $6426654.08   | 0.55%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                           | CNX RESOURCES CORP SR UNSECURED 144A 01/29 6                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2646644.00   | 0.23%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Clarivate PLC                                                       | CLARIVATE PLC COMMON STOCK USD.01                            | CUSIP: 129603106<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       462 | NS      | $4522.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cano Health LLC                                                     | CANO HEALTH LLC 2022 TERM LOAN                               | CUSIP: 13781HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2781494 | PA      | $1963261.71   | 0.17%             | 2027-11-23      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375        | CARNIVAL HOLDINGS BERMUDA LTD COMPANY GUAR 144A 05/28 10.375 | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3425000 | PA      | $3566110.00   | 0.31%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Carvana Co.                                                         | CARVANA CO COMPANY GUAR 144A 10/28 5.875                     | CUSIP: 146869AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $1070397.50   | 0.09%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                 | CENTENE CORP SR UNSECURED 12/29 4.625                        | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2245551.53   | 0.19%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                 | CENTENE CORP SR UNSECURED 02/30 3.375                        | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $1780289.30   | 0.15%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                       | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5235000 | PA      | $4805730.00   | 0.41%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                       | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4             | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3350831.25   | 0.29%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners L.P.                                       | CHENIERE ENERGY PARTNERS LP COMPANY GUAR 01/32 3.25          | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6459000 | PA      | $5256011.25   | 0.45%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                    | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 12/29 3.7        | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4046377.58   | 0.35%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cimpress Public Limited Company                                     | CIMPRESS NV COMPANY GUAR 144A 06/26 7                        | CUSIP: 17186HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  10800000 | PA      | $7536564.00   | 0.65%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                   | CINEMARK USA INC SR SECURED 144A 05/25 8.75                  | CUSIP: 172441BC0<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5355131.25   | 0.46%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc.                                       | CITIZENS FINANCIAL GROUP 12/99 1                             | CUSIP: 174610AU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3850062.36   | 0.33%             | 2025-10-06      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                       | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 03/28 4.75   | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2540350.86   | 0.22%             | 2028-03-15      | Fixed         | 4.75%                 | 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        |   2800000 | PA      | $2921156.00   | 0.25%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO COMPANY GUAR 144A 04/30 5.25         | REALOGY GROUP LLC / REALOGY CO COMPANY GUAR 144A 04/30 5.25  | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6187000 | PA      | $4547445.00   | 0.39%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roblox Corporation                                                  | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                    | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5935000 | PA      | $4856491.80   | 0.42%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Natwest Group plc                                                   | ROYAL BANK OF SCOTLAND GROUP P JR SUBORDINA 12/99 VAR        | CUSIP: 780097BQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3660000.00   | 0.31%             | 2025-12-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                        | ROYAL CARIBBEAN CRUISES LTD COMPANY GUAR 144A 01/29 9.25     | CUSIP: 780153BR2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4688820.80   | 0.40%             | 2029-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group LLC                                            | RYAN SPECIALTY GROUP LLC SR SECURED 144A 02/30 4.375         | CUSIP: 78351MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1380825.00   | 0.12%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA HOLDING SR SECURED 144A 11/26 5.375          | SCIL IV LLC / SCIL USA HOLDING SR SECURED 144A 11/26 5.375   | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1476935.62   | 0.13%             | 2026-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                     | SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599                | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3606948.35   | 0.31%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Sabre Corporation                                                   | SABRE CORP PREFERRED STOCK 09/23 6.5                         | CUSIP: 78573M203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     14600 | NS      | $1197346.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL Inc.                                                     | SABRE GLBL INC SR SECURED 144A 04/25 9.25                    | CUSIP: 78573NAC6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5486250.00   | 0.47%             | 2025-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                     | SABRE GLBL INC SR SECURED 144A 09/25 7.375                   | CUSIP: 78573NAF9<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3267075.00   | 0.28%             | 2025-09-01      | Fixed         | 7.38%                 | 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        |   2035000 | PA      | $1546600.00   | 0.13%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                                                  | SEAGATE HDD CAYMAN COMPANY GUAR 12/34 5.75                   | CUSIP: 81180WAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   6760000 | PA      | $5653050.00   | 0.49%             | 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        |   4400000 | PA      | $4310512.80   | 0.37%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corporation                                              | SEALED AIR CORP COMPANY GUAR 144A 12/27 4                    | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2828133.00   | 0.24%             | 2027-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                          | SELECT MED CORP TERM LOAN B                                  | CUSIP: 816194AV6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3000000 | PA      | $2940930.00   | 0.25%             | 2025-03-06      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                          | SELECT MEDICAL CORP COMPANY GUAR 144A 08/26 6.25             | CUSIP: 816196AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5890000 | PA      | $5700695.40   | 0.49%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                | SIRIUS XM RADIO INC COMPANY GUAR 144A 07/29 5.5              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2700190.00   | 0.23%             | 2029-07-01      | Fixed         | 5.50%                 | 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        |   4930000 | PA      | $4801795.35   | 0.41%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                          | SPRINT CORP COMPANY GUAR 09/23 7.875                         | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4852790.00   | 0.42%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                          | SPRINT CORP COMPANY GUAR 06/24 7.125                         | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $9369353.47   | 0.80%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Hertz Corporation                                               | HERTZ CORP/THE COMPANY GUAR 144A 12/26 4.625                 | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |    490000 | PA      | $425061.02    | 0.04%             | 2026-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                        | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5     | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $866225.78    | 0.07%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875        | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875 | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4572000 | PA      | $3773728.80   | 0.32%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                       | ILIAD HOLDING SAS SR SECURED 144A 10/26 6.5                  | CUSIP: 449691AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5360000 | PA      | $5098672.50   | 0.44%             | 2026-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                           | IHEARTCOMMUNICATIONS INC COMPANY GUAR 05/27 8.375            | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   8287000 | PA      | $7375430.00   | 0.63%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                      | ING GROEP NV JR SUBORDINA 12/49 VAR                          | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2700000 | PA      | $2540322.14   | 0.22%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                   | INTERNATIONAL GAME TECHNOLOGY SR SECURED 144A 02/25 6.5      | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3678821.55   | 0.32%             | 2025-02-15      | Fixed         | 6.50%                 | 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        |   1500000 | PA      | $1490625.00   | 0.13%             | 2027-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                          | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875              | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $5869142.60   | 0.50%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.                  | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4140000 | PA      | $3498258.60   | 0.30%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA FOOD COMPANY GUAR 144A 04/33 5.75          | JBS USA LUX SA / JBS USA FOOD SR UNSECURED 144A 04/33 5.75   | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4745000 | PA      | $4596623.85   | 0.39%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J and J Ventures Gaming LLC                                         | J+J VENTURES GAMING LLC TERM LOAN                            | CUSIP: 46604BAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1668150 | PA      | $1598304.56   | 0.14%             | 2028-04-26      | Floating      | 7.67%                 | 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        |   1600000 | PA      | $1440000.00   | 0.12%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                     | NCR CORP COMPANY GUAR 144A 04/29 5.125                       | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1341927.21   | 0.12%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Quest Software Inc.                                                 | QUEST SOFTWARE US HLDGS INC 2022 TERM LOAN                   | CUSIP: 74834YAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2227418 | PA      | $1683793.98   | 0.14%             | 2029-02-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust L.P.                                              | RLJ LODGING TRUST LP SR SECURED 144A 07/26 3.75              | CUSIP: 74965LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7691000 | PA      | $6995735.75   | 0.60%             | 2026-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust L.P.                                              | RLJ LODGING TRUST LP SR SECURED 144A 09/29 4                 | CUSIP: 74965LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3325000 | PA      | $2786233.63   | 0.24%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc.                                                     | J2 GLOBAL INC COMPANY GUAR 144A 10/30 4.625                  | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |   8912000 | PA      | $7760367.39   | 0.67%             | 2030-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KB Home                                                             | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   4166000 | PA      | $3324009.74   | 0.29%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                             | KB HOME COMPANY GUAR 07/30 7.25                              | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1241864.75   | 0.11%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kontoor Brands Inc.                                                 | KONTOOR BRANDS INC COMPANY GUAR 144A 11/29 4.125             | CUSIP: 50050NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1718174.33   | 0.15%             | 2029-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company           | LCPR SENIOR SECURED FINANCING SR SECURED 144A 10/27 6.75     | CUSIP: 50201DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5493000 | PA      | $5195993.49   | 0.45%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LSC Communications Inc.                                             | ESC GCB144A LSC COMMUN 20231015 00008.7500000000             | CUSIP: N/A<br>LEI: 5493000O7BCKOMYMHF87       | Long             | DBT              | CORP              | US        |   5845000 | PA      | $3682.35      | 0.00%             | 2023-10-15      | None          | 0.00%                 | 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        |   5355000 | PA      | $4735854.90   | 0.41%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                              | LEVEL 3 FINANCING INC COMPANY GUAR 144A 09/27 4.625          | CUSIP: 527298BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3340512.50   | 0.29%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                              | LEVEL 3 FINANCING INC SR SECURED 144A 11/29 3.875            | CUSIP: 527298BQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1802918.40   | 0.15%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lions Gate Capital Holdings LLC                                     | LIONS GATE CAPITAL HOLDINGS LL COMPANY GUAR 144A 04/29 5.5   | CUSIP: 53627NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6045000 | PA      | $3929250.00   | 0.34%             | 2029-04-15      | Fixed         | 5.50%                 | 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        |   7075000 | PA      | $5983928.88   | 0.51%             | 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        |   5230000 | PA      | $4387970.00   | 0.38%             | 2029-06-01      | Fixed         | 3.88%                 | 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        |   9250000 | PA      | $8348032.50   | 0.72%             | 2027-10-15      | Fixed         | 4.75%                 | 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        |   3248000 | PA      | $3082352.00   | 0.26%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                           | MGM RESORTS INTERNATIONAL COMPANY GUAR 03/23 6               | CUSIP: 552953CC3<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4500216.00   | 0.39%             | 2023-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP JR SUBORDINA VAR                                     | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5929080.00   | 0.51%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MIWD HOLDCO II LLC / MIWD FINA COMPANY GUAR 144A 02/30 5.5          | MIWD HOLDCO II LLC / MIWD FINA COMPANY GUAR 144A 02/30 5.5   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2800300.00   | 0.24%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                          | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875     | CUSIP: 55617LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2478849.75   | 0.21%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                          | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875     | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $433200.00    | 0.04%             | 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      | $390605.60    | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                         | MAGIC MERGECO INC SR UNSECURED 144A 05/29 7.875              | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2010250.00   | 0.17%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mamba Purchaser Inc.                                                | MDVIP INC 2021 TERM LOAN                                     | CUSIP: 56150KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1393000 | PA      | $1330315.00   | 0.11%             | 2028-10-16      | Floating      | 7.27%                 | 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        |   1047000 | PA      | $882078.60    | 0.08%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MasTec Inc.                                                         | MASTEC INC COMPANY GUAR 144A 08/28 4.5                       | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2153276.43   | 0.18%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                         | MATCH GROUP INC SR UNSECURED 144A 02/29 5.625                | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3033897.47   | 0.26%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                         | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2292515.58   | 0.20%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Midas OpCo Holdings LLC                                             | MIDAS OPCO HOLDINGS LLC 08/29 5.625                          | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8800000 | PA      | $7546000.00   | 0.65%             | 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        |   4000000 | PA      | $3454040.00   | 0.30%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mohegan Gaming and Entertainment                                    | MOHEGAN GAMING and ENTERTAINMENT SECURED 144A 02/26 8        | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3323883.00   | 0.29%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NCR Corporation                                                     | NCR CORP COMPANY GUAR 144A 10/30 5.25                        | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $2652622.98   | 0.23%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                | NCL CORP LTD COMPANY GUAR 144A 03/26 5.875                   | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $2674116.81   | 0.23%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc.                                                   | NMI HOLDINGS INC SR SECURED 144A 06/25 7.375                 | CUSIP: 629209AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5630072.00   | 0.48%             | 2025-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                     | NRG ENERGY INC SR UNSECURED 144A 02/31 3.625                 | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   9860000 | PA      | $7884549.00   | 0.68%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                   | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 01/27 6     | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2750057.75   | 0.24%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc.                                                          | QORVO INC COMPANY GUAR 144A 04/31 3.375                      | CUSIP: 74736KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $2886336.00   | 0.25%             | 2031-04-01      | Fixed         | 3.38%                 | 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%             | 2021-06-06      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Glasstech Inc.                                                      | GLASSTECH INC PFD SER B 12.75PCT                             | CUSIP: 377265871<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4475 | NS      | $1606748.75   | 0.14%             |  |  |  | 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        |   4505000 | PA      | $3491375.00   | 0.30%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                         | GOEASY LTD COMPANY GUAR 144A 12/24 5.375                     | CUSIP: 380355AD9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2842500.00   | 0.24%             | 2024-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 05/25 9.5       | CUSIP: 382550BH3<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2080280.00   | 0.18%             | 2025-05-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 04/31 5.25      | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $2765925.00   | 0.24%             | 2031-04-30      | Fixed         | 5.25%                 | 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        |   3350000 | PA      | $2914500.00   | 0.25%             | 2029-07-15      | 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        |   3825000 | PA      | $3244554.38   | 0.28%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HandE Equipment Services Inc.                                       | HandE EQUIPMENT SERVICES INC COMPANY GUAR 144A 12/28 3.875   | CUSIP: 404030AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3113244.00   | 0.27%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                            | HCA INC COMPANY GUAR 02/25 5.375                             | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8985271.23   | 0.77%             | 2025-02-01      | Fixed         | 5.38%                 | 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        |  38161254 | PA      | $446295.86    | 0.04%             | 2047-05-19      | 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        |  39596899 | PA      | $456789.83    | 0.04%             | 2047-07-19      | 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        |  40760613 | PA      | $409603.40    | 0.04%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                     | AMC ENTERTAINMENT HOLDINGS INC SECURED 144A 06/26 12         | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $2330081.85   | 0.20%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                      | ANGI GROUP LLC COMPANY GUAR 144A 08/28 3.875                 | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3280000 | PA      | $2464100.00   | 0.21%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AP Core Holdings II LLC                                             | AP CORE HOLDINGS II LLC HIGH YIELD TERM LOAN B2              | CUSIP: 00187GAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6000000 | PA      | $5305020.00   | 0.46%             | 2027-09-01      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| ARD Finance S.A.                                                    | ARD FINANCE SA 06/27 6                                       | CUSIP: 00191AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2591523 | PA      | $1917727.02   | 0.16%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                      | APX GROUP INC SR SECURED 144A 02/27 6.75                     | CUSIP: 00213MAV6<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4900000.00   | 0.42%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APX Group Inc.                                                      | APX GROUP INC COMPANY GUAR 144A 07/29 5.75                   | CUSIP: 00213MAW4<br>LEI: 549300OMQVKPRU98OE64 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3396726.90   | 0.29%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                     | ADAPTHEALTH LLC SR UNSECURED 144A 08/29 4.625                | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4030000 | PA      | $3363978.75   | 0.29%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AECOM                                                               | AECOM COMPANY GUAR 03/27 5.125                               | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2626776.00   | 0.23%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Affinity Gaming                                                     | AFFINITY GAMING SR SECURED 144A 12/27 6.875                  | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5870000 | PA      | $5035520.80   | 0.43%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8            | ALASKA AIRLINES 2020-1 CLASS B PASS THRU CE 144A 02/27 8     | CUSIP: 01166WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1906593 | PA      | $1906232.45   | 0.16%             | 2025-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/30 4.875        | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/30 4.875 | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3568960.00   | 0.31%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc.                                               | HOWMET AEROSPACE INC SR UNSECURED 02/37 5.95                 | CUSIP: 013817AK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $307171.08    | 0.03%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Beacon Roofing Supply Inc.                                          | BEACON ROOFING SUPPLY INC SR UNSECURED 144A 05/29 4.125      | CUSIP: 073685AH2<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   5165000 | PA      | $4343506.75   | 0.37%             | 2029-05-15      | Fixed         | 4.12%                 | 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        |   3125000 | PA      | $2681755.94   | 0.23%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                     | BOMBARDIER INC SR UNSECURED 144A 04/27 7.875                 | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   8320000 | PA      | $8184716.80   | 0.70%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                | CARNIVAL CORP SR UNSECURED 144A 03/26 7.625                  | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $3437400.00   | 0.30%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                | CARNIVAL CORP SR UNSECURED 144A 05/29 6                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   3911000 | PA      | $2776810.00   | 0.24%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer