# EDGAR Filing Document

**Accession Number:** 0000792858
**File Stem:** 0001145549-23-004202
**Filing Date:** 2023-1
**Character Count:** 101064
**Document Hash:** a468fd39b06b502987825277f1ab71f0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-004202.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0001145549-23-004202

**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 STRATEGIC SERIES
- **CENTRAL INDEX KEY:** 0000792858
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04651
- **FILM NUMBER:** 23562116

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HANCOCK JOHN STRATEGIC SERIES
- **DATE OF NAME CHANGE:** 19920703

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** John Hancock Strategic Series

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $33878057.48

**Total Liabilities:** $1882765.93

**Net Assets:** $31995291.55

**Cash Not Reported:** $1366087.84

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6.279447000000 | **1-Year:** -111.378267000000 | **5-Year:** -306.768163000000 | **10-Year:** -116.312530000000 | **30-Year:** -119.041245000000

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

- **3-Month:** -54.319977000000 | **1-Year:** -1851.378868000000 | **5-Year:** -7727.512316000000 | **10-Year:** -3941.683947000000 | **30-Year:** -739.397973000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000212731 | -4.61%               | 2.25%                | 2.71%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-220312.26              | $-1636717.94                               |
| Month 2  | $-406439.80              | $1017183.50                                |
| Month 3  | $-781091.28              | $1486339.87                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Clydesdale Acquisition Holdings Inc.                            | CLYDESDALE ACQU HLDNG INC TERM LOAN                          | CUSIP: 18972FAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33915 | PA      | $32694.74     | 0.10%             | 2029-04-13      | Floating      | 8.36%                 | 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        |    287000 | PA      | $232320.76    | 0.73%             | 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        |    452000 | PA      | $332220.00    | 1.04%             | 2031-02-15      | Fixed         | 3.75%                 | 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        |     81000 | PA      | $69835.77     | 0.22%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214406.95    | 0.67%             | 2027-08-17      | Fixed         | 4.12%                 | 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        |    200000 | PA      | $169170.00    | 0.53%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9              | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    285000 | PA      | $238082.19    | 0.74%             | 2028-02-16      | Fixed         | 2.90%                 | 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        |    700000 | PA      | $662375.00    | 2.07%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                   | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $372916.00    | 1.17%             | 2029-05-03      | Fixed         | 5.11%                 | 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        |    113000 | PA      | $100592.60    | 0.31%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125       | GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125    | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |    200000 | PA      | $190919.37    | 0.60%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                       | MSCI INC COMPANY GUAR 144A 08/33 3.25                        | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    127000 | PA      | $99775.16     | 0.31%             | 2033-08-15      | Fixed         | 3.25%                 | 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        |     20000 | PA      | $18050.00     | 0.06%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARB Bondco PLC                                                 | MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95                 | CUSIP: 566007AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    252000 | PA      | $195224.40    | 0.61%             | 2031-01-29      | Fixed         | 3.95%                 | 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        |     83000 | PA      | $69637.00     | 0.22%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Methanex Corporation                                            | METHANEX CORP SR UNSECURED 12/24 4.25                        | CUSIP: 59151KAK4<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $62883.60     | 0.20%             | 2024-12-01      | Fixed         | 4.25%                 | 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        |    255000 | PA      | $218662.50    | 0.68%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NBM US Holdings Inc.                                            | NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625            | CUSIP: 62877VAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $252127.32    | 0.79%             | 2029-08-06      | Fixed         | 6.62%                 | 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        |     40000 | PA      | $40349.40     | 0.13%             | 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        |    156000 | PA      | $146995.54    | 0.46%             | 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        |     70000 | PA      | $60797.11     | 0.19%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                      | TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375  | CUSIP: 89157FAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $143000.00    | 0.45%             | 2028-09-20      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                  | TRANSDIGM INC COMPANY GUAR 11/27 5.5                         | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    322000 | PA      | $303485.00    | 0.95%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc.                                       | TRIDENT MERGER SUB INC SR UNSECURED 144A 11/25 6.625         | CUSIP: 89616RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $43868.22     | 0.14%             | 2025-11-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                               | TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5                 | CUSIP: 896288AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $94762.50     | 0.30%             | 2029-03-01      | Fixed         | 3.50%                 | 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        |    119000 | PA      | $75713.75     | 0.24%             | 2029-04-01      | Fixed         | 5.12%                 | 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        |    199000 | PA      | $173198.55    | 0.54%             | 2025-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US Airways 2011-1 Class A Pass Through Trust                    | US AIRWAYS 2011-1 CLASS A PASS PASS THRU CE 04/25 7.125      | CUSIP: 903436AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64119 | PA      | $63322.24     | 0.20%             | 2023-10-22      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| US Airways 2010-1 Class A Pass Through Trust                    | US AIRWAYS 2010-1 CLASS A PASS PASS THRU CE 10/24 6.25       | CUSIP: 90345KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4379 | PA      | $4362.44      | 0.01%             | 2023-04-22      | Fixed         | 6.25%                 | 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        |    390000 | PA      | $392028.00    | 1.23%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 05/25 7.5            | CUSIP: 90353TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171030.03    | 0.53%             | 2025-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                           | UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5            | CUSIP: 90353TAK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $269862.75    | 0.84%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                       | MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75            | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    281000 | PA      | $248623.18    | 0.78%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP JR SUBORDINA VAR                                     | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    597000 | PA      | $589943.46    | 1.84%             | 2023-02-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                       | MSCI INC COMPANY GUAR 144A 11/31 3.625                       | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    173000 | PA      | $145693.68    | 0.46%             | 2031-11-01      | Fixed         | 3.62%                 | 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        |     36000 | PA      | $33485.40     | 0.10%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                      | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125     | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $16867.06     | 0.05%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | MATCH GROUP INC SR UNSECURED 144A 08/30 4.125                | CUSIP: 57665RAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $110220.00    | 0.34%             | 2030-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                     | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625    | CUSIP: 57667JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $57312.89     | 0.18%             | 2031-10-01      | Fixed         | 3.62%                 | 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        |    151000 | PA      | $130390.01    | 0.41%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular S.A.                            | MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25  | CUSIP: 600814AQ0<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $170381.29    | 0.53%             | 2029-03-25      | Fixed         | 6.25%                 | 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        |    190000 | PA      | $178400.50    | 0.56%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC SR UNSECURED 144A 02/29 3.375                 | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     38000 | PA      | $31572.46     | 0.10%             | 2029-02-15      | Fixed         | 3.38%                 | 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        |    170000 | PA      | $135940.50    | 0.42%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                 | NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875                 | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    247000 | PA      | $198562.07    | 0.62%             | 2032-02-15      | Fixed         | 3.88%                 | 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        |     70000 | PA      | $63637.70     | 0.20%             | 2027-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5   | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $104822.08    | 0.33%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                               | NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $62368.37     | 0.19%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Natura Cosmeticos S.A.                                          | NATURA COSMETICOS SA COMPANY GUAR 144A 05/28 4.125           | CUSIP: 63883KAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    200000 | PA      | $159187.00    | 0.50%             | 2028-05-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                    | NETFLIX INC SR UNSECURED 04/28 4.875                         | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388588.00    | 1.21%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Netflix Inc.                                                    | NETFLIX INC SR UNSECURED 11/28 5.875                         | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    395000 | PA      | $399032.95    | 1.25%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                      | IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25               | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    138000 | PA      | $124200.00    | 0.39%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iron Mountain information Management Services Inc.              | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5     | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $34644.59     | 0.11%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JW Aluminum Continuous Cast Company                             | JW ALUMINUM CONTINUOUS CAST CO SR SECURED 144A 06/26 10.25   | CUSIP: 46648XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15337.50     | 0.05%             | 2026-06-01      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                       | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75        | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66600.00     | 0.21%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ken Garff Automotive LLC                                        | KEN GARFF AUTOMOTIVE LLC SR UNSECURED 144A 09/28 4.875       | CUSIP: 48850PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $81235.56     | 0.25%             | 2028-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCM Investments Holdings II LLC                                 | LCM INVESTMENTS HOLDINGS II LL SR UNSECURED 144A 05/29 4.875 | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29263.50     | 0.09%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company       | LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125    | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $165307.74    | 0.52%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc.                                       | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR         | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    155000 | PA      | $122308.52    | 0.38%             | 2051-12-15      | Variable      | 4.12%                 | 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        |    190000 | PA      | $123500.00    | 0.39%             | 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        |     84000 | PA      | $71045.94     | 0.22%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                              | CEMEX SAB DE CV SR SECURED 144A 09/30 5.2                    | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $180720.00    | 0.56%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B de C.V                                              | CEMEX SAB DE CV SR SECURED 144A 07/31 3.875                  | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $162539.68    | 0.51%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Century Communities Inc.                                        | CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875        | CUSIP: 156504AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $181575.00    | 0.57%             | 2029-08-15      | Fixed         | 3.88%                 | 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        |    393000 | PA      | $274247.19    | 0.86%             | 2026-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                  | CITIGROUP INC JR SUBORDINA 12/49 VAR                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    282000 | PA      | $272891.40    | 0.85%             | 2026-08-15      | Variable      | 6.25%                 | 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        |    226000 | PA      | $213570.00    | 0.67%             | 2026-10-01      | Fixed         | 6.75%                 | 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        |    165000 | PA      | $149737.59    | 0.47%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc.                                                  | CORELOGIC INC TERM LOAN                                      | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    365424 | PA      | $300561.34    | 0.94%             | 2028-06-02      | Floating      | 7.62%                 | 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        |    200000 | PA      | $166180.00    | 0.52%             | 2027-02-10      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                      | DCP MIDSTREAM LLC JR SUBORDINA 144A 05/43 VAR                | CUSIP: 23311RAH9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    129000 | PA      | $126200.99    | 0.39%             | 2043-05-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| DPL Inc.                                                        | DPL INC                                                      | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $148860.22    | 0.47%             | 2025-07-01      | 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        |    233000 | PA      | $206766.53    | 0.65%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                             | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/27 6.625 | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105823.03    | 0.33%             | 2027-05-13      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375       | PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/28 4.375    | CUSIP: 69527AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $245000.00    | 0.77%             | 2028-10-15      | Fixed         | 4.38%                 | 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        |    116000 | PA      | $97730.00     | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                            | PARKLAND CORP COMPANY GUAR 144A 05/30 4.625                  | CUSIP: 70137WAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    137000 | PA      | $114874.50    | 0.36%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                             | PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75                  | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     99000 | PA      | $91872.00     | 0.29%             | 2029-06-02      | Fixed         | 8.75%                 | 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        |     79000 | PA      | $76338.49     | 0.24%             | 2026-04-15      | Fixed         | 7.12%                 | 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        |    182000 | PA      | $167160.63    | 0.52%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625     | PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625  | CUSIP: 74052HAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72000.00     | 0.23%             | 2029-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.      | PRIME SECURITY SERVICES BORROW SECURED 144A 01/28 6.25       | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $181350.00    | 0.57%             | 2028-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrrower LLC / Prime Finance Inc.      | PRIME SECURITY SERVICES BORROW SR SECURED 144A 08/27 3.375   | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $38714.28     | 0.12%             | 2027-08-31      | Fixed         | 3.38%                 | 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        |        65 | PA      | $49.14        | 0.00%             | 2029-02-01      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5       | RHP HOTEL PROPERTIES LP / RHP COMPANY GUAR 144A 02/29 4.5    | CUSIP: 749571AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    144000 | PA      | $125939.15    | 0.39%             | 2029-02-15      | 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        |    137000 | PA      | $73938.90     | 0.23%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625  | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $135915.67    | 0.42%             | 2029-04-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625     | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625  | CUSIP: 76120HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $135464.15    | 0.42%             | 2031-04-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER SR SECURED 144A 10/27 4           | REYNOLDS GROUP ISSUER INC / RE SR SECURED 144A 10/27 4       | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    274000 | PA      | $240811.75    | 0.75%             | 2027-10-15      | Fixed         | 4.00%                 | 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        |    138000 | PA      | $131445.00    | 0.41%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sasol Financing USA LLC                                         | SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5               | CUSIP: 80386WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $165962.89    | 0.52%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                               | SERVICE CORP INTERNATIONAL/US SR UNSECURED 05/31 4           | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    153000 | PA      | $131088.87    | 0.41%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                            | DELTA AIR LINES INC SR UNSECURED 04/28 4.375                 | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    341000 | PA      | $311621.15    | 0.97%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                            | DELTA AIR LINES INC SR UNSECURED 10/24 2.9                   | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    415000 | PA      | $393420.00    | 1.23%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A             | DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A          | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38000 | PA      | $29469.61     | 0.09%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EQM Midstream Partners LP                                       | EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/27 7.5        | CUSIP: 26885BAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $50530.50     | 0.16%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Volcan Compania Minera S.A.A.                                   | VOLCAN CIA MINERA SAA SR UNSECURED 144A 02/26 4.375          | CUSIP: 92863UAB2<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     39000 | PA      | $33345.00     | 0.10%             | 2026-02-11      | Fixed         | 4.38%                 | 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        |    339000 | PA      | $293801.00    | 0.92%             | 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        |    137000 | PA      | $113546.29    | 0.35%             | 2031-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                            | WYNDHAM DESTINATIONS INC SR SECURED 10/25 6.35               | CUSIP: 98310WAM0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     79000 | PA      | $77617.50     | 0.24%             | 2025-10-01      | Fixed         | 6.60%                 | 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        |    158000 | PA      | $128020.28    | 0.40%             | 2030-03-01      | Fixed         | 4.62%                 | 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        |    112000 | PA      | $96078.08     | 0.30%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125      | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125   | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $177310.00    | 0.55%             | 2026-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Algonquin Power and Utilities Corp.                             | ALGONQUIN POWER + UTILITIES CO COMMON STOCK UNIT             | CUSIP: 015857873<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EC               | CORP              | CA        |      4850 | NS      | $127070.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays PLC                                                    | BARCLAYS PLC JR SUBORDINA 12/99 8                            | CUSIP: 06738EBX2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $188500.00    | 0.59%             | 2029-03-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                  | CITIGROUP INC 12/99 1                                        | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    381000 | PA      | $321133.47    | 1.00%             | 2025-01-30      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Braskem Idesa S.A.P.I.                                          | BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99                | CUSIP: 10554NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $141750.00    | 0.44%             | 2032-02-20      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5        | BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5     | CUSIP: 11283YAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    155000 | PA      | $121805.20    | 0.38%             | 2029-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class B Pass Through Trust               | UNITED AIRLINES 2016-1 CLASS B PASS THRU CE 07/27 3.65       | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153646 | PA      | $135970.20    | 0.42%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                             | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 01/28 4.875      | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    298000 | PA      | $285799.88    | 0.89%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                             | UNITED RENTALS NORTH AMERICA I SECURED 11/27 3.875           | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    265000 | PA      | $242880.45    | 0.76%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 05/29 4.5       | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     79000 | PA      | $67248.75     | 0.21%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                   | UNIVISION COMMUNICATIONS INC SR SECURED 144A 06/30 7.375     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19960.40     | 0.06%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                       | VAREX IMAGING CORP 10/27 7.875                               | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |    101000 | PA      | $99420.49     | 0.31%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875    | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     52000 | PA      | $44915.00     | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                               | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125    | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $113850.00    | 0.36%             | 2031-08-15      | 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        |    200000 | PA      | $181504.00    | 0.57%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                           | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                    | CUSIP: 92857WBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    185000 | PA      | $184298.85    | 0.58%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 01/31 3.375     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     66000 | PA      | $50598.21     | 0.16%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                                | TTF HOLDINGS LLC                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     48077 | PA      | $47356.24     | 0.15%             | 2028-03-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                              | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 05/29 4.5        | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $60612.10     | 0.19%             | 2029-05-15      | Fixed         | 4.50%                 | 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        |    167000 | PA      | $144890.87    | 0.45%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Switch Ltd.                                                     | SWITCH LTD COMPANY GUAR 144A 09/28 3.75                      | CUSIP: 87105NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55445.65     | 0.17%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Altera Infrastructure L.P../Teekay Offshore Finance Corp.       | TEEKAY OFFSHORE PARTNERS LP/TE SR UNSECURED 144A 07/23 8.5   | CUSIP: 87901BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     72000 | PA      | $2898.00      | 0.01%             | 2023-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Telephone and Data Systems Inc.                                 | TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625         | CUSIP: 879433787<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      3800 | NS      | $71440.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625        | TELESAT CANADA / TELESAT LLC SR SECURED 144A 12/26 5.625     | CUSIP: 87952VAR7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     84000 | PA      | $39617.51     | 0.12%             | 2026-12-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Total Play Telecomunicaciones S.A. de C.V.                      | TOTAL PLAY TELECOMUNICACIONES SR UNSECURED 144A 11/25 7.5    | CUSIP: 89157FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    384000 | PA      | $326880.00    | 1.02%             | 2025-11-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                            | UNITED AIRLINES INC SR SECURED 144A 04/29 4.625              | CUSIP: 90932LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $48961.94     | 0.15%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                                  | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                  | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |    201000 | PA      | $163815.00    | 0.51%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 02/28 4.5                 | CUSIP: 29261AAA8<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |    252000 | PA      | $226612.37    | 0.71%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corporation                                    | ENCOMPASS HEALTH CORP COMPANY GUAR 04/31 4.625               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63000.83     | 0.20%             | 2031-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                              | ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $296934.60    | 0.93%             | 2026-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                        | ENOVA INTERNATIONAL INC COMPANY GUAR 144A 09/24 8.5          | CUSIP: 29357KAD5<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28678.24     | 0.09%             | 2024-09-01      | Fixed         | 8.50%                 | 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        |    157000 | PA      | $144440.00    | 0.45%             | 2025-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FS Luxembourg S.a r.l.                                          | FS LUXEMBOURG SARL SR SECURED 144A 12/25 10                  | CUSIP: 30315XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201746.00    | 0.63%             | 2025-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                             | FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR                   | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    158000 | PA      | $146260.32    | 0.46%             | 2023-06-30      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                     | FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 03/26 6.875     | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $192846.00    | 0.60%             | 2026-03-01      | Fixed         | 6.88%                 | 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        |    400000 | PA      | $381008.40    | 1.19%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                               | FIRSTENERGY CORP SR UNSECURED 03/30 2.65                     | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    141000 | PA      | $116573.16    | 0.36%             | 2030-03-01      | Fixed         | 2.65%                 | 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        |    118000 | PA      | $93258.33     | 0.29%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/30 5           | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31046.89     | 0.10%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                       | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25        | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    226000 | PA      | $183209.25    | 0.57%             | 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        |    115000 | PA      | $106244.75    | 0.33%             | 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 06/33 4.5   | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    134000 | PA      | $106343.74    | 0.33%             | 2033-06-01      | Fixed         | 4.50%                 | 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: 12652HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     88000 | PA      | $80611.74     | 0.25%             | 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        |     27000 | PA      | $24733.15     | 0.08%             | 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        |     89978 | PA      | $79180.64     | 0.25%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                       | CNX RESOURCES CORP COMPANY GUAR 144A 01/31 7.375             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36019.44     | 0.11%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CandW Senior Financing Designated Activity Company              | CandW SENIOR FINANCING DAC SR UNSECURED 144A 09/27 6.875     | CUSIP: 12674TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $178137.00    | 0.56%             | 2027-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CCM Merger Inc.                                                 | CCM MERGER INC SR UNSECURED 144A 05/26 6.375                 | CUSIP: 14985VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $69429.75     | 0.22%             | 2026-05-01      | Fixed         | 6.38%                 | 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        |     91000 | PA      | $81377.79     | 0.25%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                          | XHR LP SR SECURED 144A 06/29 4.875                           | CUSIP: 98372MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     76000 | PA      | $64959.48     | 0.20%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                | YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75                 | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    155000 | PA      | $141825.00    | 0.44%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM! Brands Inc.                                                | YUM! BRANDS INC SR UNSECURED 03/31 3.625                     | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    198000 | PA      | $165082.50    | 0.52%             | 2031-03-15      | Fixed         | 3.62%                 | 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        |    200000 | PA      | $159794.40    | 0.50%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5            | CUSIP: BK6709046<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |    332000 | PA      | $325189.05    | 1.02%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Leviathan Bond Ltd                                              | LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7            | CUSIP: BK6709079<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     38000 | PA      | $35996.28     | 0.11%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                     | ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3   | CUSIP: BO3321904<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     70000 | PA      | $64288.61     | 0.20%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Energean Israel Finance Ltd                                     | ENERGEAN ISRAEL FINANCE 03/31 5.875                          | CUSIP: BO3322191<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |     94000 | PA      | $83855.84     | 0.26%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas Inc.                                             | SOLIS IV BV USD TERM LOAN B1                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    221445 | PA      | $192776.73    | 0.60%             | 2029-02-26      | Floating      | 7.86%                 | 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        |     73000 | PA      | $65881.77     | 0.21%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MC Brazil Downstream Trading S.a r.l.                           | MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25    | CUSIP: 55292WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $165650.80    | 0.52%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp     | ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6      | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $143363.15    | 0.45%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95          | AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95       | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $53621.60     | 0.17%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class A Pass Through Trust             | AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1        | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    289316 | PA      | $222849.75    | 0.70%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375         | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375      | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620793 | PA      | $511512.79    | 1.60%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-1 Class B Pass Through Trust             | AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/24 3.7        | CUSIP: 023770AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67028 | PA      | $65729.16     | 0.21%             | 2023-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5           | AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5        | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178937 | PA      | $129734.08    | 0.41%             | 2032-02-15      | Fixed         | 3.50%                 | 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        |    194000 | PA      | $188180.00    | 0.59%             | 2025-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corporation                                    | ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375          | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59027.54     | 0.18%             | 2030-03-01      | Fixed         | 5.38%                 | 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        |    147000 | PA      | $135607.50    | 0.42%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arconic Corporation                                             | ARCONIC ROLLED PRODUCTS CORP SECURED 144A 02/28 6.125        | CUSIP: 03966VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $85444.45     | 0.27%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                | ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/41 VAR         | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    401000 | PA      | $108701.52    | 0.34%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75          | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    162000 | PA      | $138496.84    | 0.43%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc.                                    | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625    | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34900.00     | 0.11%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875    | ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | CUSIP: 04364VAU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $203680.24    | 0.64%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Atento Luxco 1 S.A.                                             | ATENTO LUXCO 1 SA SR SECURED 144A 02/26 8                    | CUSIP: 04684LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     80000 | PA      | $43190.92     | 0.13%             | 2026-02-10      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                      | BWAY HLDG CO TERM LOAN                                       | CUSIP: 05604XAP1<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |     83781 | PA      | $81215.32     | 0.25%             | 2024-04-03      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                    | BARCLAYS PLC JR SUBORDINA 12/99 VAR                          | CUSIP: 06738EBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $146978.48    | 0.46%             | 2028-03-15      | Variable      | 4.38%                 | 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        |    130000 | PA      | $109323.50    | 0.34%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                          | BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6                | CUSIP: 09624HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    184000 | PA      | $149040.00    | 0.47%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                            | SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5                | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    257000 | PA      | $239842.68    | 0.75%             | 2027-08-01      | Fixed         | 5.00%                 | 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        |    144000 | PA      | $127270.08    | 0.40%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                             | SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR              | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $157020.00    | 0.49%             | 2030-11-18      | Variable      | 5.38%                 | 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        |    100000 | PA      | $97399.50     | 0.30%             | 2027-10-15      | Fixed         | 7.38%                 | 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        |     99000 | PA      | $86553.66     | 0.27%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                     | SPRINGLEAF FINANCE CORP COMPANY GUAR 03/25 6.875             | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     81000 | PA      | $78674.90     | 0.25%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                      | SPRINT CORP COMPANY GUAR 09/23 7.875                         | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    163000 | PA      | $166527.32    | 0.52%             | 2023-09-15      | 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        |     90000 | PA      | $73035.90     | 0.23%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 02/27 5         | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     37000 | PA      | $34049.67     | 0.11%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                        | STANDARD INDUSTRIES INC/NJ SR UNSECURED 144A 07/30 4.375     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    147000 | PA      | $120540.00    | 0.38%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc.                                            | UNITED AIRLINES INC SR SECURED 144A 04/26 4.375              | CUSIP: 90932LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    194000 | PA      | $180618.89    | 0.56%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                | GARDA WORLD SECURITY CORP SR UNSECURED 144A 06/29 6          | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $49410.00     | 0.15%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                    | GARTNER INC COMPANY GUAR 144A 07/28 4.5                      | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    302000 | PA      | $284308.84    | 0.89%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                    | GARTNER INC COMPANY GUAR 144A 06/29 3.625                    | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     61000 | PA      | $53429.06     | 0.17%             | 2029-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Globo Comunicacao e Participacoes S/A                           | GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 | CUSIP: 37959DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |    242000 | PA      | $198644.49    | 0.62%             | 2030-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc.                            | GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 | CUSIP: 37960XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    167000 | PA      | $129425.00    | 0.40%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                             | GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5   | CUSIP: 38869AAC1<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    168000 | PA      | $142841.56    | 0.45%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                         | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4             | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     36000 | PA      | $30536.98     | 0.10%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                    | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25    | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $51300.00     | 0.16%             | 2030-02-15      | Fixed         | 4.25%                 | 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        |     19000 | PA      | $17416.18     | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc.                                                | HILLENBRAND INC COMPANY GUAR 03/31 3.75                      | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56875.00     | 0.18%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                          | HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    118000 | PA      | $97150.58     | 0.30%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5        | HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5     | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $129023.57    | 0.40%             | 2029-06-01      | Fixed         | 5.00%                 | 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        |    155000 | PA      | $127937.00    | 0.40%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc.                                            | HUDBAY MINERALS INC COMPANY GUAR 144A 04/26 4.5              | CUSIP: 443628AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     37000 | PA      | $33508.88     | 0.10%             | 2026-04-01      | Fixed         | 4.50%                 | 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        |    200000 | PA      | $188172.01    | 0.59%             | 2025-04-16      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125      | INVERSIONES LATIN AMERICA POWE SR SECURED 144A 06/33 5.125   | CUSIP: 46137NAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |    195890 | PA      | $94183.95     | 0.29%             | 2033-06-15      | Fixed         | 5.12%                 | 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        |     88000 | PA      | $77375.96     | 0.24%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                         | KB HOME COMPANY GUAR 06/31 4                                 | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    168000 | PA      | $134045.52    | 0.42%             | 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        |     30000 | PA      | $28636.39     | 0.09%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest S.A.                                           | KENBOURNE INVEST SA COMPANY GUAR 144A 01/28 4.7              | CUSIP: 48855KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $145007.13    | 0.45%             | 2028-01-22      | Fixed         | 4.70%                 | 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        |     67000 | PA      | $59239.39     | 0.19%             | 2027-09-01      | Floating      | 9.57%                 | 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        |    142000 | PA      | $120886.02    | 0.38%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                 | ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125                | CUSIP: 00653VAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $99439.95     | 0.31%             | 2030-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Advantage Sales and Marketing Inc.                              | ADVANTAGE SALES and MARKETING IN SR SECURED 144A 11/28 6.5   | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |    204000 | PA      | $159695.28    | 0.50%             | 2028-11-15      | Fixed         | 6.50%                 | 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        |     45000 | PA      | $44167.91     | 0.14%             | 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        |    173000 | PA      | $163406.29    | 0.51%             | 2030-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| News Corporation                                                | NEWS CORP SR UNSECURED 144A 05/29 3.875                      | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    204000 | PA      | $181305.00    | 0.57%             | 2029-05-15      | Fixed         | 3.88%                 | 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        |     79000 | PA      | $72419.30     | 0.23%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5   | CUSIP: 65342QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $52710.00     | 0.16%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                            | NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875 | CUSIP: 65342QAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    193000 | PA      | $181058.13    | 0.57%             | 2026-10-15      | Fixed         | 3.88%                 | 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        |    298000 | PA      | $264951.28    | 0.83%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc. | 1011778 BC ULC / NEW RED FINAN SECURED 144A 10/30 4          | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    409000 | PA      | $344443.44    | 1.08%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriflame Investment Holding PLC                                 | ORIFLAME INVESTMENT HOLDING PL SR SECURED 144A 05/26 5.125   | CUSIP: 68621CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    200000 | PA      | $120800.00    | 0.38%             | 2026-05-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                                         | GCI LLC SR UNSECURED 144A 10/28 4.75                         | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $126796.04    | 0.40%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                          | GFL ENVIRONMENTAL INC COMPANY GUAR 144A 08/29 4.375          | CUSIP: 36168QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     77000 | PA      | $66073.70     | 0.21%             | 2029-08-15      | Fixed         | 4.38%                 | 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        |     80000 | PA      | $50.40        | 0.00%             | 2023-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                              | LITHIA MOTORS INC SR UNSECURED 144A 12/27 4.625              | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     29000 | PA      | $26825.00     | 0.08%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer