# EDGAR Filing Document

**Accession Number:** 0000315554
**File Stem:** 0001193125-26-184475
**Filing Date:** 2026-4
**Character Count:** 368779
**Document Hash:** 8cdf0253114a698efb7d64ab3463c587
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-184475.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001193125-26-184475

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260428

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03006
- **FILM NUMBER:** 26903840

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

![](imgb30631571.gif)

#### Quarterly portfolio holdings

## John Hancock

## High Yield Fund

## Fixed income
February 28, 2026

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

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Fund's investments

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#### As of 2-28-26 (unaudited)

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** |  | **Par value^** | **Value** |
| **Corporate bonds 93.9%** | **Corporate bonds 93.9%** | **Corporate bonds 93.9%** |  |  | &nbsp;&nbsp;**$1411736156** |
| (Cost $1,422,162,523) |  |  |  |  |  |
| **Communication services 15.5%** | **Communication services 15.5%** | **Communication services 15.5%** |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**232890016** |
| **Diversified telecommunication services 3.0%** | **Diversified telecommunication services 3.0%** | **Diversified telecommunication services 3.0%** |  |  |  |
| APLD ComputeCo LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;12-15-30 |  | 2368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2485434 |
| Black Pearl Compute LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-15-31 |  | 1426000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459442 |
| Cipher Compute LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-15-30 |  | 1010000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052767 |
| Connect Finco Sarl (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-15-29 |  | 1810000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1920723 |
| Connect Holding II LLC (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;04-03-31 |  | 706000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;682728 |
| FiberCop SpA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-15-33 |  | 484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491095 |
| FiberCop SpA (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.200 | &nbsp;&nbsp;07-18-36 |  | 484000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490715 |
| GCI LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-28 |  | 7883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7745561 |
| Iliad Holding SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-32 |  | 3146000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3229564 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;07-15-29 |  | 466000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431954 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-30-33 |  | 8259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8553640 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-31-34 |  | 5480000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5696704 |
| Level 3 Financing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-15-36 |  | 1233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283799 |
| SV RNO Property Owner 1 LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-31 |  | 4347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4366474 |
| Uniti Services LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;10-15-33 |  | 2259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2350336 |
| Windstream Services LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;10-01-31 |  | 2822000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2971100 |
| Zayo Group Holdings, Inc. (7.125% Cash and 1.875% PIK) (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-09-30 |  | 634000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573770 |
| **Entertainment 2.2%** | **Entertainment 2.2%** | **Entertainment 2.2%** |  |  |  |
| AMC Entertainment Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-29 |  | 1520000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1102221 |
| Cinemark USA, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 |  | 1004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045689 |
| Discovery Global Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.279 | &nbsp;&nbsp;03-15-32 |  | 12546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11526638 |
| Live Nation Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-27 |  | 3169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3166971 |
| Playtika Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;03-15-29 |  | 6258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4883969 |
| Roblox Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;05-01-30 |  | 4053000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3870277 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;07-31-31 |  | 5647000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5779174 |
| Univision Communications, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.375 | &nbsp;&nbsp;08-01-32 |  | 1485000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1571377 |
| **Interactive media and services 1.4%** | **Interactive media and services 1.4%** | **Interactive media and services 1.4%** |  |  |  |
| ANGI Group LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;08-15-28 |  | 2922000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2622523 |
| Arches Buyer, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;12-01-28 |  | 345000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325599 |
| Cars.com, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-01-28 |  | 1144000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1120036 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;02-15-29 |  | 5239000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5230021 |
| Match Group Holdings II LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-15-33 |  | 4077000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065834 |
| Snap, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;03-01-33 |  | 3919000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3903401 |
| ZipRecruiter, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-30 |  | 5190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304235 |
| **Media 8.3%** | **Media 8.3%** | **Media 8.3%** |  |  |  |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-29 |  | 3522000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439662 |
| Altice Financing SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;07-15-27 |  | 5173000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3867855 |
| Altice France Lux 3 (A)(B) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;01-15-33 |  | 710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667196 |
| Altice France Lux 3, Zero Coupon (A)(C) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 |  | &nbsp;&nbsp;EUR | 2968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
| Altice France SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-32 |  | 2853661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2739522 |
| Altice France SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;11-01-29 |  | 2866618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2910618 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-31 |  | 3829000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3569012 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;08-15-30 |  | 7721000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7364501 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-27 |  | 1722000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1721615 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-01-29 |  | 6370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6354846 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-01-29 |  | 5030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5096989 |
| CCO Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-01-33 |  | 1401000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1432447 |
| CCO Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-01-31 |  | 7731000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7976637 |
| CCO Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-01-36 |  | 1941000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1970195 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-15-31 |  | 1386000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1465017 |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;06-01-29 |  | 745000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750304 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Communication services (continued)** | **Communication services (continued)** | **Communication services (continued)** |  |  |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |  |  |
| Clear Channel Outdoor Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-28 | 711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$716643 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;12-01-30 | 1515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560725 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-01-29 | 4279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2703260 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-01-28 | 605000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340313 |
| CSC Holdings LLC (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;01-31-29 | 4883000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3479446 |
| DIRECTV Financing LLC (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;02-15-31 | 6293000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6436307 |
| DISH DBS Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;06-01-29 | 1828000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1632465 |
| DISH DBS Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-28 | 1842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782698 |
| DISH Network Corp. (A) | &nbsp;&nbsp;11.750 | &nbsp;&nbsp;11-15-27 | 5825000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6030483 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;10-15-30 | 708000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574691 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;11-15-31 | 704000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;554248 |
| Gray Media, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-33 | 1391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436349 |
| Gray Media, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;07-15-32 | 634000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658717 |
| Gray Media, Inc. (A)(B) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;07-15-29 | 1260000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350809 |
| iHeartCommunications, Inc. (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;05-01-30 | 3341200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478569 |
| LCPR Senior Secured Financing DAC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;07-15-29 | 574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389443 |
| LCPR Senior Secured Financing DAC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-27 | 820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;574328 |
| Light & Wonder International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 | 4516000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4535509 |
| McClatchy Media Company LLC (11.000% Cash or 12.500% PIK) (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;12-01-31 | 2063909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2321898 |
| McGraw-Hill Education, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-29 | 453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449717 |
| Neptune Bidco US, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.290 | &nbsp;&nbsp;04-15-29 | 1495000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1497930 |
| Neptune Bidco US, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-15-33 | 794000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777160 |
| Neptune Bidco US, Inc. (A) | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;05-15-31 | 3329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3359973 |
| Scripps Escrow II, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.375 | &nbsp;&nbsp;01-15-31 | 924000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724835 |
| Sinclair Television Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-01-30 | 382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338910 |
| Sinclair Television Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;02-15-33 | 341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378084 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-28 | 6553000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6397324 |
| Sirius XM Radio LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;07-01-29 | 4832000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4836882 |
| Stagwell Global LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 | 5413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4989382 |
| The EW Scripps Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;08-15-30 | 549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551274 |
| Versant Media Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;01-30-31 | 662000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677480 |
| Virgin Media Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-30 | 2741000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2296512 |
| Virgin Media O2 Vendor Financing Notes VI DAC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;03-15-33 | 1203000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104150 |
| Virgin Media Secured Finance PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;05-15-29 | 5891000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5719158 |
| VZ Secured Financing BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-15-32 | 1007000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894905 |
| VZ Secured Financing BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-33 | 777000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763424 |
| **Wireless telecommunication services 0.6%** | **Wireless telecommunication services 0.6%** | **Wireless telecommunication services 0.6%** |  |  |
| C&W Senior Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;01-15-33 | 3278000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3391841 |
| SoftBank Group Corp. (6.875% to 7-19-27, then 5 Year SOFR Spread-Adjusted ICE Swap Rate + 4.854% to 7-19-42, then 5 Year SOFR Spread-Adjusted ICE Swap Rate + 5.604%) (D) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-19-27 | 5190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5072955 |
| Vmed O2 UK Financing I PLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-15-33 | 507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480567 |
| **Consumer discretionary 14.8%** | **Consumer discretionary 14.8%** | **Consumer discretionary 14.8%** |  | &nbsp;&nbsp;**223001522** |
| **Automobile components 1.5%** | **Automobile components 1.5%** | **Automobile components 1.5%** |  |  |
| American Axle & Manufacturing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;10-15-32 | 564000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573998 |
| American Axle & Manufacturing, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-33 | 2249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2285750 |
| Clarios Global LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-28 | 3288000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3363157 |
| Clarios Global LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-32 | 1109000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151170 |
| Dealer Tire LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;02-01-28 | 353000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349474 |
| IHO Verwaltungs GmbH (8.000% Cash or 8.750% PIK) (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;11-15-32 | 626000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667765 |
| The Goodyear Tire & Rubber Company (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-29 | 2169000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2126131 |
| The Goodyear Tire & Rubber Company | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-31 | 1213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157328 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-23-30 | 2301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2324219 |
| ZF North America Capital, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-14-28 | 6152000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6358763 |
| ZF North America Capital, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;03-24-31 | 2845000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932097 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Automobiles 0.8%** | **Automobiles 0.8%** | **Automobiles 0.8%** |  |  |
| Nissan Motor Acceptance Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-29-28 | 2830000 | $2848229 |
| Nissan Motor Acceptance Company LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;09-15-28 | 3567000 | &nbsp;&nbsp;&nbsp;3706508 |
| Nissan Motor Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-17-30 | 3395000 | &nbsp;&nbsp;&nbsp;3580956 |
| Nissan Motor Company, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;07-17-32 | 1641000 | &nbsp;&nbsp;&nbsp;1754827 |
| **Broadline retail 1.8%** | **Broadline retail 1.8%** | **Broadline retail 1.8%** |  |  |
| Kohl's Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-31 | 1867000 | &nbsp;&nbsp;&nbsp;1580060 |
| Kohl's Corp. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;06-01-30 | 3719000 | &nbsp;&nbsp;&nbsp;4048585 |
| Liberty Interactive LLC | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-30 | 8512000 | &nbsp;&nbsp;&nbsp;&nbsp;397205 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-30 | 1286000 | &nbsp;&nbsp;&nbsp;1291946 |
| Macy's Retail Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-32 | 440000 | &nbsp;&nbsp;&nbsp;&nbsp;443194 |
| Macy's Retail Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;08-01-33 | 2976000 | &nbsp;&nbsp;&nbsp;3117751 |
| Nordstrom, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-31 | 4285000 | &nbsp;&nbsp;&nbsp;3992946 |
| QVC, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 | 3621000 | &nbsp;&nbsp;&nbsp;1520820 |
| Rakuten Group, Inc. (6.250% to 4-22-31, then 5 Year CMT + 4.956% to 4-22-51, then 5 Year CMT + 5.706%) (A)(B)(D) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-22-31 | 1577000 | &nbsp;&nbsp;&nbsp;1507543 |
| Rakuten Group, Inc. (8.125% to 12-15-29, then 5 Year CMT + 4.250%) (A)(D) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-29 | 1201000 | &nbsp;&nbsp;&nbsp;1242978 |
| Rakuten Group, Inc. (A) | &nbsp;&nbsp;11.250 | &nbsp;&nbsp;02-15-27 | 3971000 | &nbsp;&nbsp;&nbsp;4181505 |
| Shutterfly Finance LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;10-01-27 | 562000 | &nbsp;&nbsp;&nbsp;&nbsp;525661 |
| Wand NewCo 3, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.625 | &nbsp;&nbsp;01-30-32 | 2586000 | &nbsp;&nbsp;&nbsp;2698389 |
| **Diversified consumer services 0.4%** | **Diversified consumer services 0.4%** | **Diversified consumer services 0.4%** |  |  |
| Graham Holdings Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;12-01-33 | 1413000 | &nbsp;&nbsp;&nbsp;1412984 |
| Sotheby's (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-15-27 | 4968000 | &nbsp;&nbsp;&nbsp;4937725 |
| **Hotels, restaurants and leisure 5.6%** | **Hotels, restaurants and leisure 5.6%** | **Hotels, restaurants and leisure 5.6%** |  |  |
| Affinity Interactive (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;12-15-27 | 5292000 | &nbsp;&nbsp;&nbsp;3217766 |
| Boyd Gaming Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;06-15-31 | 3132000 | &nbsp;&nbsp;&nbsp;3063839 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-32 | 13047000 | 13258322 |
| Caesars Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-30 | 8686000 | &nbsp;&nbsp;&nbsp;8905226 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;05-01-29 | 1219000 | &nbsp;&nbsp;&nbsp;1236494 |
| Carnival Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-15-31 | 4263000 | &nbsp;&nbsp;&nbsp;4454929 |
| Choice Hotels International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;5.850 | &nbsp;&nbsp;08-01-34 | 5274000 | &nbsp;&nbsp;&nbsp;5470882 |
| Fontainebleau Las Vegas Holdings LLC (A)(E) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;06-15-15 | 2983778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;298 |
| Full House Resorts, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-15-28 | 4181000 | &nbsp;&nbsp;&nbsp;3627018 |
| Hilton Grand Vacations Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-01-31 | 968000 | &nbsp;&nbsp;&nbsp;&nbsp;910835 |
| Hilton Grand Vacations Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-32 | 6012000 | &nbsp;&nbsp;&nbsp;6133615 |
| Jacobs Entertainment, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-29 | 2096000 | &nbsp;&nbsp;&nbsp;2060410 |
| Lindblad Expeditions LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-15-30 | 1498000 | &nbsp;&nbsp;&nbsp;1571456 |
| Marriott Ownership Resorts, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;06-15-29 | 5602000 | &nbsp;&nbsp;&nbsp;5406559 |
| Midwest Gaming Borrower LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 2835000 | &nbsp;&nbsp;&nbsp;2785296 |
| New Red Finance, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;01-15-28 | 4439000 | &nbsp;&nbsp;&nbsp;4382933 |
| Resorts World Las Vegas LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.450 | &nbsp;&nbsp;07-27-30 | 4400000 | &nbsp;&nbsp;&nbsp;4484489 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-15-29 | 1592000 | &nbsp;&nbsp;&nbsp;1161238 |
| Sabre GLBL, Inc. (A) | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;03-15-30 | 2520000 | &nbsp;&nbsp;&nbsp;1827000 |
| Sabre GLBL, Inc. (A)(B) | &nbsp;&nbsp;11.125 | &nbsp;&nbsp;07-15-30 | 3967000 | &nbsp;&nbsp;&nbsp;2876075 |
| Scientific Games Holdings LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-01-30 | 578000 | &nbsp;&nbsp;&nbsp;&nbsp;523807 |
| Six Flags Entertainment Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;01-15-32 | 847000 | &nbsp;&nbsp;&nbsp;&nbsp;857582 |
| TKC Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;08-15-30 | 2877000 | &nbsp;&nbsp;&nbsp;2944005 |
| TKC Holdings, Inc. (A) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;02-15-31 | 1439000 | &nbsp;&nbsp;&nbsp;1512505 |
| Wyndham Hotels & Resorts, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;08-15-28 | 1467000 | &nbsp;&nbsp;&nbsp;1456633 |
| **Household durables 1.7%** | **Household durables 1.7%** | **Household durables 1.7%** |  |  |
| Installed Building Products, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;02-01-34 | 395000 | &nbsp;&nbsp;&nbsp;&nbsp;400242 |
| KB Home (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;06-15-31 | 4092000 | &nbsp;&nbsp;&nbsp;3909117 |
| KB Home | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;07-15-30 | 3082000 | &nbsp;&nbsp;&nbsp;3154069 |
| Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;09-15-27 | 4562000 | &nbsp;&nbsp;&nbsp;4628380 |
| Newell Brands, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-01-28 | 8545000 | &nbsp;&nbsp;&nbsp;8994479 |
| Taylor Morrison Communities, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-32 | 611000 | &nbsp;&nbsp;&nbsp;&nbsp;631341 |

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Consumer discretionary (continued)** | **Consumer discretionary (continued)** | **Consumer discretionary (continued)** |  |  |
| **Household durables (continued)** | **Household durables (continued)** | **Household durables (continued)** |  |  |
| Whirlpool Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-15-30 | 4269000 | &nbsp;&nbsp;&nbsp;$4288159 |
| **Leisure products 0.0%** | **Leisure products 0.0%** | **Leisure products 0.0%** |  |  |
| MajorDrive Holdings IV LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-01-29 | 378000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279990 |
| **Specialty retail 2.8%** | **Specialty retail 2.8%** | **Specialty retail 2.8%** |  |  |
| Amer Sports Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-16-31 | 1877000 | &nbsp;&nbsp;&nbsp;&nbsp;1958454 |
| Asbury Automotive Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;02-15-32 | 5015000 | &nbsp;&nbsp;&nbsp;&nbsp;4877167 |
| Carvana Company (9.000% Cash or 13.000% PIK) (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;06-01-30 | 1021247 | &nbsp;&nbsp;&nbsp;&nbsp;1063179 |
| Carvana Company (9.000% Cash or 14.000% PIK) (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;06-01-31 | 1418398 | &nbsp;&nbsp;&nbsp;&nbsp;1555604 |
| Champions Financing, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-29 | 439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416209 |
| Gee Automotive Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-01-31 | 574000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583445 |
| Group 1 Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;08-15-28 | 4114000 | &nbsp;&nbsp;&nbsp;&nbsp;4037793 |
| Group 1 Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;01-15-30 | 2305000 | &nbsp;&nbsp;&nbsp;&nbsp;2362826 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;06-01-29 | 4917000 | &nbsp;&nbsp;&nbsp;&nbsp;4752911 |
| Lithia Motors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-31 | 1327000 | &nbsp;&nbsp;&nbsp;&nbsp;1276365 |
| Mavis Tire Express Services Topco Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-15-29 | 507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506523 |
| Petco Health & Wellness Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;02-01-31 | 1133000 | &nbsp;&nbsp;&nbsp;&nbsp;1106527 |
| PetSmart LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-32 | 3404000 | &nbsp;&nbsp;&nbsp;&nbsp;3444440 |
| PetSmart LLC (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;09-15-33 | 2006000 | &nbsp;&nbsp;&nbsp;&nbsp;2011721 |
| Staples, Inc. (A) | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;01-15-30 | 563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395761 |
| The Michaels Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;05-01-29 | 1338000 | &nbsp;&nbsp;&nbsp;&nbsp;1344022 |
| The Michaels Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;03-15-33 | 2318000 | &nbsp;&nbsp;&nbsp;&nbsp;2254730 |
| The Michaels Companies, Inc. (A) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;03-15-34 | 606000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566406 |
| Valvoline, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;06-15-31 | 2498000 | &nbsp;&nbsp;&nbsp;&nbsp;2319973 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;10-31-29 | 1266000 | &nbsp;&nbsp;&nbsp;&nbsp;1308338 |
| Wayfair LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-15-30 | 3662000 | &nbsp;&nbsp;&nbsp;&nbsp;3850996 |
| **Textiles, apparel and luxury goods 0.2%** | **Textiles, apparel and luxury goods 0.2%** | **Textiles, apparel and luxury goods 0.2%** |  |  |
| Beach Acquisition Bidco LLC (10.000% Cash or 10.750% PIK) (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;07-15-33 | 2274636 | &nbsp;&nbsp;&nbsp;&nbsp;2513479 |
| **Consumer staples 3.4%** | **Consumer staples 3.4%** | **Consumer staples 3.4%** |  | &nbsp;&nbsp;**51277723** |
| **Consumer staples distribution and retail 1.5%** | **Consumer staples distribution and retail 1.5%** | **Consumer staples distribution and retail 1.5%** |  |  |
| Albertsons Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;03-31-31 | 926000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;932232 |
| Albertsons Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-31-32 | 4532000 | &nbsp;&nbsp;&nbsp;&nbsp;4549841 |
| Albertsons Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-31-34 | 2384000 | &nbsp;&nbsp;&nbsp;&nbsp;2372146 |
| Albertsons Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-28 | 4093000 | &nbsp;&nbsp;&nbsp;&nbsp;4165528 |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;08-01-29 | 4378000 | &nbsp;&nbsp;&nbsp;&nbsp;4295390 |
| Performance Food Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-34 | 913000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916054 |
| US Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-29 | 3449000 | &nbsp;&nbsp;&nbsp;&nbsp;3434490 |
| US Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;04-15-33 | 2490000 | &nbsp;&nbsp;&nbsp;&nbsp;2539867 |
| **Food products 1.4%** | **Food products 1.4%** | **Food products 1.4%** |  |  |
| B&G Foods, Inc. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;09-15-27 | 361000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350158 |
| B&G Foods, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;09-15-28 | 342000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331768 |
| Fiesta Purchaser, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;09-15-32 | 324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329407 |
| Froneri Lux FinCo Sarl (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-01-32 | 8544000 | &nbsp;&nbsp;&nbsp;&nbsp;8591488 |
| Industrial F&B Investments III, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;02-11-33 | 503000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516246 |
| Lamb Weston Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;01-31-30 | 4675000 | &nbsp;&nbsp;&nbsp;&nbsp;4531602 |
| Post Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-33 | 3438000 | &nbsp;&nbsp;&nbsp;&nbsp;3499478 |
| Simmons Foods, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-01-29 | 3012000 | &nbsp;&nbsp;&nbsp;&nbsp;2907908 |
| **Personal care products 0.5%** | **Personal care products 0.5%** | **Personal care products 0.5%** |  |  |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-01-29 | 1257000 | &nbsp;&nbsp;&nbsp;&nbsp;1212949 |
| Edgewell Personal Care Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;06-01-28 | 1904000 | &nbsp;&nbsp;&nbsp;&nbsp;1902231 |
| HLF Financing Sarl LLC (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;04-15-29 | 1629000 | &nbsp;&nbsp;&nbsp;&nbsp;1740077 |
| Opal Bidco SAS (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-32 | 2096000 | &nbsp;&nbsp;&nbsp;&nbsp;2158863 |

---

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy 10.7%** | **Energy 10.7%** | **Energy 10.7%** |  | &nbsp;&nbsp;**$160796658** |
| **Energy equipment and services 1.2%** | **Energy equipment and services 1.2%** | **Energy equipment and services 1.2%** |  |  |
| Archrock Partners LP (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;04-01-28 | 1400000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1401092 |
| Archrock Partners LP (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;09-01-32 | 4469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4650629 |
| Bristow Group, Inc. (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-33 | 456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462692 |
| Enerflex, Inc. (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-31 | 321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;332678 |
| Kodiak Gas Services LLC (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-33 | 1955000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2016037 |
| Nabors Industries, Inc. (A) | &nbsp;&nbsp;7.625 | &nbsp;&nbsp;11-15-32 | 463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476976 |
| SESI LLC (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-30 | 1397000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1426388 |
| Transocean International, Ltd. (B) | &nbsp;&nbsp;7.500 | &nbsp;&nbsp;04-15-31 | 279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287387 |
| Transocean International, Ltd. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-32 | 558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599132 |
| Transocean International, Ltd. (A)(B) | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;05-15-29 | 638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;664333 |
| Transocean International, Ltd. (A)(B) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;05-15-31 | 640000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676823 |
| USA Compression Partners LP (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-33 | 2119000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2154923 |
| USA Compression Partners LP (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;03-15-29 | 1463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1511763 |
| Valaris, Ltd. (A) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-30-30 | 1430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1499660 |
| **Oil, gas and consumable fuels 9.5%** | **Oil, gas and consumable fuels 9.5%** | **Oil, gas and consumable fuels 9.5%** |  |  |
| Antero Midstream Partners LP (A) | &nbsp;&nbsp;5.375 | &nbsp;&nbsp;06-15-29 | 4455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4455887 |
| Antero Midstream Partners LP (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 1404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425272 |
| Ascent Resources Utica Holdings LLC (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 5363000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5378649 |
| Blue Racer Midstream LLC (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;07-15-29 | 1781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855627 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-01-30 | 1147000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197368 |
| Buckeye Partners LP (A) | &nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-01-29 | 3446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3575318 |
| Calumet Specialty Products Partners LP (A) | &nbsp;&nbsp;9.750 | &nbsp;&nbsp;02-15-31 | 565000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601911 |
| CNX Resources Corp. (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-34 | 869000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870589 |
| Crescent Energy Finance LLC (A)(B) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;01-15-34 | 6975000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7209709 |
| Delek Logistics Partners LP (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-28 | 2651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2663990 |
| Excelerate Energy LP (A) | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-30 | 3685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3906214 |
| Genesis Energy LP (F) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-34 | 1429000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445483 |
| Genesis Energy LP | &nbsp;&nbsp;8.000 | &nbsp;&nbsp;05-15-33 | 2367000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2502570 |
| Genesis Energy LP | &nbsp;&nbsp;8.250 | &nbsp;&nbsp;01-15-29 | 5273000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5504722 |
| Global Partners LP (A) | &nbsp;&nbsp;7.125 | &nbsp;&nbsp;07-01-33 | 1483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1534404 |
| Hess Midstream Operations LP (A) | &nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-29 | 961000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994402 |
| Hilcorp Energy I LP (A) | &nbsp;&nbsp;5.750 | &nbsp;&nbsp;02-01-29 | 3038000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3045370 |
| Hilcorp Energy I LP (A) | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-30 | 2882000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2838601 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;01-15-34 | 1242000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283582 |
| Howard Midstream Energy Partners LLC (A) | &nbsp;&nbsp;7.375 | &nbsp;&nbsp;07-15-32 | 964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017324 |
| Kinetik Holdings LP (A) | &nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-28 | 1271000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310299 |
| Long Ridge Energy LLC (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;02-15-32 | 4057000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4354094 |
| NGL Energy Operating LLC (A) | &nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-15-32 | 1266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1327910 |
| Northern Oil & Gas, Inc. (A) | &nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-33 | 849000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867951 |
| Permian Resources Operating LLC (A) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-32 | 3827000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4016616 |
| Rockies Express Pipeline LLC (A) | &nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-33 | 4233000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4459144 |
| SM Energy Company (A)(B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-32 | 4250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4327856 |
| SM Energy Company (A) | &nbsp;&nbsp;8.750 | &nbsp;&nbsp;07-01-31 | 4453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4675111 |
| SM Energy Company (A) | &nbsp;&nbsp;9.625 | &nbsp;&nbsp;06-15-33 | 2747000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3037457 |
| Sunoco LP | &nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-30-30 | 3099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3033074 |
| Sunoco LP (A) | &nbsp;&nbsp;4.625 | &nbsp;&nbsp;05-01-30 | 1486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1453975 |
| Sunoco LP (A) | &nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-15-31 | 1862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1878007 |
| Sunoco LP (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;07-15-27 | 5691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5703958 |
| Sunoco LP (A) | &nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 3258000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3271012 |
| Sunoco LP | &nbsp;&nbsp;6.000 | &nbsp;&nbsp;04-15-27 | 3547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3548593 |
| TransMontaigne Partners LLC (A) | &nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-30 | 344000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359475 |
| Venture Global Calcasieu Pass LLC (A) | &nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-30 | 3187000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3290979 |
| Venture Global LNG, Inc. (A)(B) | &nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-30 | 4051000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4109148 |
| Venture Global LNG, Inc. (9.000% to 9-30-29, then 5 Year CMT + 5.440%) (A)(D) | &nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 15321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13399380 |
| Venture Global LNG, Inc. (A) | &nbsp;&nbsp;9.500 | &nbsp;&nbsp;02-01-29 | 7657000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8212538 |

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Energy (continued)** | **Energy (continued)** | **Energy (continued)** |  |  |
| **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** | **Oil, gas and consumable fuels (continued)** |  |  |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;12-15-30 | 1390000 | &nbsp;&nbsp;&nbsp;&nbsp;$1443943 |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-34 | 1707000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796479 |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-34 | 1390000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1459446 |
| Venture Global Plaquemines LNG LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;05-01-33 | 6795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7537891 |
| Vermilion Energy, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-33 | 465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454817 |
| **Financials 11.2%** | **Financials 11.2%** | **Financials 11.2%** |  | &nbsp;&nbsp;**168001360** |
| **Banks 0.3%** | **Banks 0.3%** | **Banks 0.3%** |  |  |
| Park River Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-31-30 | 368000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353312 |
| Popular, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-13-28 | 3445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3595860 |
| **Capital markets 0.6%** | **Capital markets 0.6%** | **Capital markets 0.6%** |  |  |
| Brookfield Finance, Inc. (6.300% to 1-15-35, then 5 Year CMT + 2.076%) | &nbsp;&nbsp;&nbsp;&nbsp;6.300 | &nbsp;&nbsp;01-15-55 | 3149000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3119284 |
| Focus Financial Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;09-15-31 | 2917000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2901652 |
| Hightower Holding LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-29 | 213000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211194 |
| Hightower Holding LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.125 | &nbsp;&nbsp;01-31-30 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296841 |
| Jane Street Group (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-01-33 | 2790000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2863054 |
| **Consumer finance 2.1%** | **Consumer finance 2.1%** | **Consumer finance 2.1%** |  |  |
| Bread Financial Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-31 | 1945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1981636 |
| Credit Acceptance Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;03-15-30 | 2318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2305912 |
| goeasy, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-30 | 4814000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4267741 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;05-15-30 | 6070000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6088107 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-15-33 | 4841000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4796898 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-15-32 | 1382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1392728 |
| OneMain Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;03-15-30 | 8128000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8501522 |
| PHH Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;11-01-29 | 450000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451791 |
| Rfna LP (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-30 | 1369000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362844 |
| **Financial services 4.1%** | **Financial services 4.1%** | **Financial services 4.1%** |  |  |
| Block, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;06-01-31 | 6287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5903446 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-30 | 3192000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3233850 |
| Block, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;08-15-33 | 2554000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2595339 |
| Cobra AcquisitionCo LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;11-01-29 | 284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245679 |
| Cobra AcquisitionCo LLC (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;11-01-29 | 170000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171700 |
| CrossCountry Intermediate HoldCo LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-01-30 | 1415000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1409385 |
| CrossCountry Intermediate HoldCo LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;12-01-32 | 1977000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956754 |
| Freedom Mortgage Corp. (A) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;10-01-30 | 4483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875617 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-01-31 | 594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572911 |
| Freedom Mortgage Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;04-01-33 | 1465000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443989 |
| Freedom Mortgage Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;04-01-32 | 1881000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1895108 |
| ION Platform Finance US, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;05-15-28 | 1284000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203055 |
| ION Platform Finance US, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;09-30-32 | 1418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1136979 |
| ION Platform Finance US, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;05-30-29 | 1787000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1678584 |
| Osaic Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-32 | 2695000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719578 |
| Osaic Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;08-01-33 | 561000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558888 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-15-34 | 2820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2788019 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-32 | 2290000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2303101 |
| PennyMac Financial Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-15-33 | 2138000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140369 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;08-01-30 | 11523000 | &nbsp;&nbsp;&nbsp;&nbsp;11822068 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-33 | 3044000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3146034 |
| Rocket Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;08-01-29 | 3458000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3552642 |
| Stonebriar ABF Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;12-15-30 | 2612000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746084 |
| Walker & Dunlop, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-33 | 1195000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1181153 |
| **Insurance 3.5%** | **Insurance 3.5%** | **Insurance 3.5%** |  |  |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;11-06-30 | 5162000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5253140 |
| Acrisure LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;06-15-29 | 1432000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428711 |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-28 | 4000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4046032 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Financials (continued)** | **Financials (continued)** | **Financials (continued)** |  |  |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |  |  |
| Alliant Holdings Intermediate LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;01-15-31 | 3813000 | &nbsp;&nbsp;&nbsp;&nbsp;$3882206 |
| Alliant Holdings Intermediate LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;10-01-32 | 1852000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1831214 |
| Amynta Agency Borrower, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;07-15-33 | 489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479018 |
| Ardonagh Group Finance, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;02-15-32 | 1085000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070863 |
| Asurion LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;12-31-32 | 4544000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4772600 |
| Asurion LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;02-01-34 | 4730000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4707138 |
| Baldwin Insurance Group Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;05-15-31 | 2245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2252364 |
| Broadstreet Partners Group LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-15-29 | 510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493933 |
| Global Atlantic Financial Company (7.950% to 10-15-29, then 5 Year CMT + 3.608%) (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.950 | &nbsp;&nbsp;10-15-54 | 3453000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3304634 |
| Howden UK Refinance PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-31 | 3096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138242 |
| Howden UK Refinance PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.125 | &nbsp;&nbsp;02-15-32 | 2349000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248998 |
| HUB International, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-15-30 | 4725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4873621 |
| HUB International, Ltd. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;01-31-32 | 2964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3016833 |
| Jones Deslauriers Insurance Management, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;10-01-33 | 287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263521 |
| Panther Escrow Issuer LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;06-01-31 | 5281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5372604 |
| USI, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;01-15-32 | 430000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440107 |
| **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** | **Mortgage real estate investment trusts 0.6%** |  |  |
| Blackstone Mortgage Trust, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;12-01-29 | 4318000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4602699 |
| Starwood Property Trust, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-15-28 | 3040000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054616 |
| Starwood Property Trust, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-31 | 1680000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697558 |
| **Health care 7.4%** | **Health care 7.4%** | **Health care 7.4%** |  | &nbsp;&nbsp;**111490078** |
| **Biotechnology 0.2%** | **Biotechnology 0.2%** | **Biotechnology 0.2%** |  |  |
| Genmab A/S (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;12-15-32 | 1433000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1487200 |
| Genmab A/S (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;12-15-33 | 972000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031424 |
| National Mentor Holdings, Inc. (A) | &nbsp;&nbsp;10.500 | &nbsp;&nbsp;12-15-30 | 1231000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1226461 |
| **Health care equipment and supplies 1.0%** | **Health care equipment and supplies 1.0%** | **Health care equipment and supplies 1.0%** |  |  |
| Medline Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-29 | 8578000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8577319 |
| Varex Imaging Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;10-15-27 | 5622000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5728677 |
| **Health care providers and services 4.1%** | **Health care providers and services 4.1%** | **Health care providers and services 4.1%** |  |  |
| Acadia Healthcare Company, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;03-15-33 | 4295000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433935 |
| Accendra Health, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;03-31-29 | 341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216206 |
| Accendra Health, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-30 | 393000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189087 |
| AdaptHealth LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-29 | 5609000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5381752 |
| AMN Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-15-29 | 3534000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3365806 |
| AMN Healthcare, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;01-15-31 | 1979000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987062 |
| AthenaHealth Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-30 | 1663000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1563661 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;05-15-30 | 3383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3250495 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;04-01-30 | 878000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776249 |
| Community Health Systems, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;04-15-29 | 884000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853950 |
| Community Health Systems, Inc. (A) | &nbsp;&nbsp;10.875 | &nbsp;&nbsp;01-15-32 | 1981000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2146861 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.750 | &nbsp;&nbsp;02-15-31 | 4428000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137934 |
| DaVita, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-30 | 6250000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6118291 |
| HealthEquity, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;10-01-29 | 5910000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5756443 |
| MPH Acquisition Holdings LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-31-30 | 538000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394413 |
| MPH Acquisition Holdings LLC (6.000% Cash and 0.750% PIK) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-31-31 | 533995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341757 |
| MPH Acquisition Holdings LLC (6.500% Cash and 5.000% PIK) (A) | &nbsp;&nbsp;11.500 | &nbsp;&nbsp;12-31-30 | 451000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401390 |
| Radiology Partners, Inc. (0.000% Cash and 9.781% PIK) (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.781 | &nbsp;&nbsp;02-15-30 | 583191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545284 |
| Raven Acquisition Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;11-15-31 | 2555000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2459302 |
| Surgery Center Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;04-15-32 | 846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;844974 |
| TEAM Services Holding, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-15-33 | 1412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1381162 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;01-15-30 | 3567000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3502003 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;11-01-27 | 3033000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3034766 |
| Tenet Healthcare Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.000 | &nbsp;&nbsp;11-15-33 | 3329000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3440288 |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;10-01-28 | 1589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1592667 |

---

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Health care (continued)** | **Health care (continued)** | **Health care (continued)** |  |  |
| **Health care providers and services (continued)** | **Health care providers and services (continued)** | **Health care providers and services (continued)** |  |  |
| Tenet Healthcare Corp. | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-31 | 3442000 | &nbsp;&nbsp;&nbsp;&nbsp;$3573741 |
| **Pharmaceuticals 2.1%** | **Pharmaceuticals 2.1%** | **Pharmaceuticals 2.1%** |  |  |
| Bausch Health Americas, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;01-31-27 | 455000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450906 |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;01-30-28 | 328000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285360 |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;02-15-31 | 861000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561803 |
| Bausch Health Companies, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-15-29 | 826000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652540 |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;04-15-32 | 9975000 | &nbsp;&nbsp;&nbsp;&nbsp;10315473 |
| Bausch Health Companies, Inc. (A) | &nbsp;&nbsp;14.000 | &nbsp;&nbsp;10-15-30 | 272000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273363 |
| Endo Finance Holdings LP (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;04-15-31 | 5511000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5857052 |
| IQVIA, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;05-15-30 | 4863000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000200 |
| Organon & Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;04-30-28 | 5994000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5884103 |
| Organon & Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-30-31 | 1541000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369341 |
| Perrigo Finance Unlimited Company | &nbsp;&nbsp;&nbsp;&nbsp;5.150 | &nbsp;&nbsp;06-15-30 | 581000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562194 |
| Perrigo Finance Unlimited Company | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;09-30-32 | 549000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537183 |
| **Industrials 11.8%** | **Industrials 11.8%** | **Industrials 11.8%** |  | &nbsp;&nbsp;**176529400** |
| **Aerospace and defense 1.9%** | **Aerospace and defense 1.9%** | **Aerospace and defense 1.9%** |  |  |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-15-30 | 1417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460397 |
| Axon Enterprise, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;03-15-33 | 1416000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1467711 |
| Carpenter Technology Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;03-01-34 | 1121000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143060 |
| Efesto Bidco SpA Efesto US LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-15-32 | 804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823269 |
| TransDigm, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;05-01-29 | 9413000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9396471 |
| TransDigm, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;07-31-34 | 2871000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916178 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-29 | 4563000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4687027 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;01-31-34 | 3868000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014138 |
| TransDigm, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-01-31 | 3270000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3427258 |
| **Air freight and logistics 0.1%** | **Air freight and logistics 0.1%** | **Air freight and logistics 0.1%** |  |  |
| Stonepeak Nile Parent LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;03-15-32 | 1000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061223 |
| **Building products 1.0%** | **Building products 1.0%** | **Building products 1.0%** |  |  |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;02-01-32 | 1241000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183566 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-32 | 3870000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3976388 |
| Builders FirstSource, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-35 | 2738000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2857280 |
| Clearway Energy Operating LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 | 1425000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1443777 |
| CP Atlas Buyer, Inc. (7.000% Cash and 5.750% PIK) (A) | &nbsp;&nbsp;12.750 | &nbsp;&nbsp;01-15-31 | 336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301718 |
| FXI Holdings, Inc. (A)(B) | &nbsp;&nbsp;11.000 | &nbsp;&nbsp;11-15-30 | 143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132368 |
| JELD-WEN, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;09-01-32 | 5082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2744280 |
| Miter Brands Acquisition Holdco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-01-32 | 1802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816958 |
| **Commercial services and supplies 2.8%** | **Commercial services and supplies 2.8%** | **Commercial services and supplies 2.8%** |  |  |
| Albion Financing 1 Sarl (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;05-21-30 | 3060000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3204594 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;06-01-28 | 3677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3642086 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;06-15-30 | 6108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6357524 |
| Allied Universal Holdco LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;02-15-31 | 4533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4789153 |
| Anagram Holdings LLC (0.000% Cash and 10.000% PIK) (A)(E)(G) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;08-15-26 | 100555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Cimpress PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;09-15-32 | 1259000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1266593 |
| Clean Harbors, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;10-15-33 | 1412000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1445374 |
| Clean Harbors, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;02-01-31 | 2996000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3076065 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;08-01-32 | 2301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2351937 |
| Garda World Security Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;11-15-32 | 1673000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1713480 |
| The Brink's Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-15-29 | 1064000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095706 |
| The GEO Group, Inc. | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;04-15-31 | 6585000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7070487 |
| VT Topco, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;08-15-30 | 4463000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4433642 |
| Wrangler Holdco Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;04-01-32 | 1737000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1809452 |
| **Construction and engineering 1.1%** | **Construction and engineering 1.1%** | **Construction and engineering 1.1%** |  |  |
| Arcosa, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;04-15-29 | 3255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3206001 |
| Brand Industrial Services, Inc. (A) | &nbsp;&nbsp;10.375 | &nbsp;&nbsp;08-01-30 | 1408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1314890 |

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

------

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Industrials (continued)** | **Industrials (continued)** | **Industrials (continued)** |  |  |
| **Construction and engineering (continued)** | **Construction and engineering (continued)** | **Construction and engineering (continued)** |  |  |
| Brundage-Bone Concrete Pumping Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;02-01-32 | 4104000 | &nbsp;&nbsp;&nbsp;$4180611 |
| Dycom Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;04-15-29 | 4671000 | &nbsp;&nbsp;&nbsp;&nbsp;4599313 |
| Global Infrastructure Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;06-01-29 | 3677000 | &nbsp;&nbsp;&nbsp;&nbsp;3676122 |
| **Electrical equipment 0.5%** | **Electrical equipment 0.5%** | **Electrical equipment 0.5%** |  |  |
| EMRLD Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;12-15-30 | 3613000 | &nbsp;&nbsp;&nbsp;&nbsp;3739437 |
| EMRLD Borrower LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;07-15-31 | 3184000 | &nbsp;&nbsp;&nbsp;&nbsp;3319995 |
| **Ground transportation 0.1%** | **Ground transportation 0.1%** | **Ground transportation 0.1%** |  |  |
| Watco Companies LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-01-32 | 1723000 | &nbsp;&nbsp;&nbsp;&nbsp;1812946 |
| **Machinery 0.9%** | **Machinery 0.9%** | **Machinery 0.9%** |  |  |
| Columbus McKinnon Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-01-33 | 1133000 | &nbsp;&nbsp;&nbsp;&nbsp;1164792 |
| Enpro, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;06-01-33 | 987000 | &nbsp;&nbsp;&nbsp;&nbsp;1018631 |
| JB Poindexter & Company, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;12-15-31 | 2057000 | &nbsp;&nbsp;&nbsp;&nbsp;2129736 |
| LSF12 Helix Parent LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;02-01-33 | 132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132513 |
| Madison IAQ LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;06-30-29 | 732000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730247 |
| Stanley Black & Decker, Inc. (6.707% to 3-15-30, then 5 Year CMT + 2.657%) | &nbsp;&nbsp;&nbsp;&nbsp;6.707 | &nbsp;&nbsp;03-15-60 | 3377000 | &nbsp;&nbsp;&nbsp;&nbsp;3391204 |
| Synergy Infrastructure Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;12-01-30 | 559000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582297 |
| TK Elevator U.S. Newco, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;07-15-27 | 3866000 | &nbsp;&nbsp;&nbsp;&nbsp;3864431 |
| **Passenger airlines 0.6%** | **Passenger airlines 0.6%** | **Passenger airlines 0.6%** |  |  |
| JetBlue Airways Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.875 | &nbsp;&nbsp;09-20-31 | 7091000 | &nbsp;&nbsp;&nbsp;&nbsp;7206199 |
| OneSky Flight LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;12-15-29 | 1490000 | &nbsp;&nbsp;&nbsp;&nbsp;1585768 |
| U.S. Airways Group, Inc. (E)(G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-01-12 | 606056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Professional services 0.6%** | **Professional services 0.6%** | **Professional services 0.6%** |  |  |
| Amentum Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-01-32 | 1155000 | &nbsp;&nbsp;&nbsp;&nbsp;1210248 |
| CACI International, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;06-15-33 | 3448000 | &nbsp;&nbsp;&nbsp;&nbsp;3549689 |
| TriNet Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;08-15-31 | 4428000 | &nbsp;&nbsp;&nbsp;&nbsp;4295836 |
| **Trading companies and distributors 2.2%** | **Trading companies and distributors 2.2%** | **Trading companies and distributors 2.2%** |  |  |
| Boise Cascade Company (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;07-01-30 | 3651000 | &nbsp;&nbsp;&nbsp;&nbsp;3640234 |
| FTAI Aviation Investors LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-32 | 5818000 | &nbsp;&nbsp;&nbsp;&nbsp;6107172 |
| Herc Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;03-15-31 | 868000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879910 |
| Herc Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;06-15-29 | 2564000 | &nbsp;&nbsp;&nbsp;&nbsp;2647325 |
| Herc Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;06-15-30 | 2839000 | &nbsp;&nbsp;&nbsp;&nbsp;2975037 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-31 | 3215000 | &nbsp;&nbsp;&nbsp;&nbsp;3097472 |
| United Rentals North America, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;07-15-30 | 4338000 | &nbsp;&nbsp;&nbsp;&nbsp;4220770 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-29 | 4804000 | &nbsp;&nbsp;&nbsp;&nbsp;4938651 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 1435000 | &nbsp;&nbsp;&nbsp;&nbsp;1496161 |
| WESCO Distribution, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;06-15-28 | 2687000 | &nbsp;&nbsp;&nbsp;&nbsp;2706602 |
| **Information technology 5.6%** | **Information technology 5.6%** | **Information technology 5.6%** |  | &nbsp;&nbsp;**83737206** |
| **Communications equipment 0.3%** | **Communications equipment 0.3%** | **Communications equipment 0.3%** |  |  |
| Cooper-Standard Automotive, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;03-01-31 | 754000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756126 |
| EchoStar Corp. | &nbsp;&nbsp;10.750 | &nbsp;&nbsp;11-30-29 | 2959000 | &nbsp;&nbsp;&nbsp;&nbsp;3231062 |
| **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** | **Electronic equipment, instruments and components 0.2%** |  |  |
| Insight Enterprises, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-32 | 1434000 | &nbsp;&nbsp;&nbsp;&nbsp;1437591 |
| Zebra Technologies Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;06-01-32 | 1052000 | &nbsp;&nbsp;&nbsp;&nbsp;1078271 |
| **IT services 0.5%** | **IT services 0.5%** | **IT services 0.5%** |  |  |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;02-01-31 | 1364000 | &nbsp;&nbsp;&nbsp;&nbsp;1316078 |
| CoreWeave, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.250 | &nbsp;&nbsp;06-01-30 | 2332000 | &nbsp;&nbsp;&nbsp;&nbsp;2284077 |
| Virtusa Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;12-15-28 | 4404000 | &nbsp;&nbsp;&nbsp;&nbsp;3857328 |
| **Semiconductors and semiconductor equipment 1.0%** | **Semiconductors and semiconductor equipment 1.0%** | **Semiconductors and semiconductor equipment 1.0%** |  |  |
| Amkor Technology, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;10-01-33 | 844000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;861251 |
| Kioxia Holdings Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;07-24-30 | 6347000 | &nbsp;&nbsp;&nbsp;&nbsp;6590115 |
| ON Semiconductor Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;09-01-28 | 2026000 | &nbsp;&nbsp;&nbsp;&nbsp;1983269 |
| Qnity Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;08-15-32 | 1725000 | &nbsp;&nbsp;&nbsp;&nbsp;1764962 |
| Qnity Electronics, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;08-15-33 | 3136000 | &nbsp;&nbsp;&nbsp;&nbsp;3256107 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Information technology (continued)** | **Information technology (continued)** | **Information technology (continued)** |  |  |
| **Software 3.1%** | **Software 3.1%** | **Software 3.1%** |  |  |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;03-31-29 | 4884000 | &nbsp;&nbsp;&nbsp;&nbsp;$4789626 |
| Cloud Software Group, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-33 | 1533000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446840 |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;06-30-32 | 8557000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8564169 |
| Cloud Software Group, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.000 | &nbsp;&nbsp;09-30-29 | 6174000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6045884 |
| Consensus Cloud Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;10-15-28 | 4182000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4151013 |
| Flash Compute LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;12-31-30 | 1172000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199681 |
| McAfee Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-30 | 1417000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159382 |
| NCR Voyix Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.125 | &nbsp;&nbsp;04-15-29 | 512000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502355 |
| NCR Voyix Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;10-01-30 | 3515000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268950 |
| Open Text Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.875 | &nbsp;&nbsp;02-15-28 | 3664000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3492681 |
| Open Text Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;02-15-30 | 3746000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3375950 |
| Pagaya US Holdings Company LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;08-01-30 | 1041000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752626 |
| Rocket Software, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 404000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338230 |
| UKG, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;02-01-31 | 6481000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6287534 |
| WULF Compute LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;10-15-30 | 1462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548278 |
| **Technology hardware, storage and peripherals 0.5%** | **Technology hardware, storage and peripherals 0.5%** | **Technology hardware, storage and peripherals 0.5%** |  |  |
| Diebold Nixdorf, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;03-31-30 | 2647000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791844 |
| Seagate Data Storage Technology Pte, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;12-01-34 | 2268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2320221 |
| Seagate Data Storage Technology Pte, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;12-15-29 | 1711000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805377 |
| Xerox Corp. (A) | &nbsp;&nbsp;10.250 | &nbsp;&nbsp;10-15-30 | 370000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266400 |
| Xerox Corp. (A) | &nbsp;&nbsp;13.500 | &nbsp;&nbsp;04-15-31 | 498000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261139 |
| Xerox Holdings Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;08-15-28 | 2508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952789 |
| **Materials 7.7%** | **Materials 7.7%** | **Materials 7.7%** |  | &nbsp;&nbsp;**116170385** |
| **Chemicals 2.4%** | **Chemicals 2.4%** | **Chemicals 2.4%** |  |  |
| Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;05-15-43 | 3191000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3362274 |
| Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;02-15-31 | 1108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141230 |
| Celanese US Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp;7.050 | &nbsp;&nbsp;11-15-30 | 5431000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5790500 |
| Celanese US Holdings LLC (B) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-34 | 1108000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1138265 |
| Consolidated Energy Finance SA (A)(B) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;02-15-31 | 804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695460 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;3.450 | &nbsp;&nbsp;10-01-29 | 685000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604743 |
| FMC Corp. (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.650 | &nbsp;&nbsp;05-18-33 | 486000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426576 |
| Huntsman International LLC | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;05-01-29 | 857000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820972 |
| INEOS Finance PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;05-15-28 | 1440000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333493 |
| INEOS Quattro Finance 2 PLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.625 | &nbsp;&nbsp;03-15-29 | 391000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335283 |
| Mativ Holdings, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;10-01-29 | 283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279296 |
| Olympus Water US Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;10-01-28 | 1500000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1458435 |
| Olympus Water US Holding Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;10-01-29 | 281000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274705 |
| Olympus Water US Holding Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;08-01-32 | 4245000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4178822 |
| Olympus Water US Holding Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;02-15-33 | 1436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1429492 |
| SCIH Salt Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-01-29 | 505000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503738 |
| Solstice Advanced Materials, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;09-30-33 | 1691000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1709298 |
| The Chemours Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-28 | 748000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752349 |
| The Chemours Company (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.000 | &nbsp;&nbsp;01-15-33 | 374000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380375 |
| The Scotts Miracle-Gro Company | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;04-01-31 | 4150000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3923653 |
| Tronox, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;03-15-29 | 817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631690 |
| WR Grace Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.625 | &nbsp;&nbsp;08-15-29 | 816000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781676 |
| WR Grace Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;08-15-32 | 1980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2003021 |
| WR Grace Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;08-01-33 | 1700000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1730855 |
| **Construction materials 0.7%** | **Construction materials 0.7%** | **Construction materials 0.7%** |  |  |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-01-32 | 1030000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070477 |
| Quikrete Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;03-01-33 | 3771000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3919789 |
| Standard Building Solutions, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-15-34 | 1232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1228997 |
| Standard Industries, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.375 | &nbsp;&nbsp;07-15-30 | 4376000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4221702 |
| White Cap Supply Holdings LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-15-30 | 443000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449794 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Materials (continued)** | **Materials (continued)** | **Materials (continued)** |  |  |
| **Containers and packaging 2.4%** | **Containers and packaging 2.4%** | **Containers and packaging 2.4%** |  |  |
| Ardagh Group SA (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;12-01-30 | 3661816 | &nbsp;&nbsp;&nbsp;$3965443 |
| Ardagh Group SA (5.500% Cash and 6.500% PIK) (A)(B) | &nbsp;&nbsp;12.000 | &nbsp;&nbsp;12-01-30 | 7670000 | &nbsp;&nbsp;&nbsp;&nbsp;7411138 |
| Ardagh Metal Packaging Finance USA LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.000 | &nbsp;&nbsp;09-01-29 | 739000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705328 |
| Ardagh Metal Packaging Finance USA LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-30-31 | 573000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;586474 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;04-15-32 | 2269000 | &nbsp;&nbsp;&nbsp;&nbsp;2286132 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;01-15-30 | 4444000 | &nbsp;&nbsp;&nbsp;&nbsp;4512127 |
| Clydesdale Acquisition Holdings, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.750 | &nbsp;&nbsp;04-15-30 | 1724000 | &nbsp;&nbsp;&nbsp;&nbsp;1716401 |
| Owens-Brockway Glass Container, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;05-15-31 | 7934000 | &nbsp;&nbsp;&nbsp;&nbsp;8021702 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;02-01-28 | 1924000 | &nbsp;&nbsp;&nbsp;&nbsp;1950730 |
| Sealed Air Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.875 | &nbsp;&nbsp;07-15-33 | 3213000 | &nbsp;&nbsp;&nbsp;&nbsp;3321240 |
| Trivium Packaging Finance BV (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.250 | &nbsp;&nbsp;07-15-30 | 748000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;801336 |
| Trivium Packaging Finance BV (A)(B) | &nbsp;&nbsp;12.250 | &nbsp;&nbsp;01-15-31 | 427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470153 |
| **Metals and mining 1.9%** | **Metals and mining 1.9%** | **Metals and mining 1.9%** |  |  |
| Alcoa Nederland Holding BV (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;4.125 | &nbsp;&nbsp;03-31-29 | 3292000 | &nbsp;&nbsp;&nbsp;&nbsp;3237379 |
| Amsted Industries, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;03-15-33 | 1434000 | &nbsp;&nbsp;&nbsp;&nbsp;1490269 |
| Champion Iron Canada, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.875 | &nbsp;&nbsp;07-15-32 | 1101000 | &nbsp;&nbsp;&nbsp;&nbsp;1171008 |
| Cleveland-Cliffs, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;03-15-32 | 4345000 | &nbsp;&nbsp;&nbsp;&nbsp;4412895 |
| Cleveland-Cliffs, Inc. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.500 | &nbsp;&nbsp;09-15-31 | 4362000 | &nbsp;&nbsp;&nbsp;&nbsp;4552824 |
| Commercial Metals Company (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;11-15-33 | 847000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864181 |
| Fortescue Treasury Pty, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.500 | &nbsp;&nbsp;09-15-27 | 2307000 | &nbsp;&nbsp;&nbsp;&nbsp;2305074 |
| Fortescue Treasury Pty, Ltd. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;04-15-30 | 2104000 | &nbsp;&nbsp;&nbsp;&nbsp;2166926 |
| Kaiser Aluminum Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-34 | 2226000 | &nbsp;&nbsp;&nbsp;&nbsp;2250793 |
| Midwest Vanadium Proprietary, Ltd. (A)(E) | &nbsp;&nbsp;13.250 | &nbsp;&nbsp;02-15-18 | 1951648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10754 |
| Northwest Acquisitions ULC (A)(E) | &nbsp;&nbsp;&nbsp;&nbsp;7.125 | &nbsp;&nbsp;11-01-22 | 1140000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| Novelis Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;01-30-30 | 3896000 | &nbsp;&nbsp;&nbsp;&nbsp;3775632 |
| Novelis Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-15-33 | 2269000 | &nbsp;&nbsp;&nbsp;&nbsp;2293696 |
| **Paper and forest products 0.3%** | **Paper and forest products 0.3%** | **Paper and forest products 0.3%** |  |  |
| Magnera Corp. (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;11-15-31 | 5429000 | &nbsp;&nbsp;&nbsp;&nbsp;5313779 |
| **Real estate 3.1%** | **Real estate 3.1%** | **Real estate 3.1%** |  | &nbsp;&nbsp;**46981972** |
| **Health care REITs 0.3%** | **Health care REITs 0.3%** | **Health care REITs 0.3%** |  |  |
| Diversified Healthcare Trust (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.750 | &nbsp;&nbsp;02-15-28 | 359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351050 |
| Diversified Healthcare Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;10-15-30 | 846000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879744 |
| MPT Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp;3.500 | &nbsp;&nbsp;03-15-31 | 912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697443 |
| MPT Operating Partnership LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.625 | &nbsp;&nbsp;08-01-29 | 644000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556410 |
| MPT Operating Partnership LP (B) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;10-15-27 | 990000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970005 |
| MPT Operating Partnership LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.500 | &nbsp;&nbsp;02-15-32 | 1523000 | &nbsp;&nbsp;&nbsp;&nbsp;1630033 |
| **Hotel and resort REITs 0.5%** | **Hotel and resort REITs 0.5%** | **Hotel and resort REITs 0.5%** |  |  |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;3.950 | &nbsp;&nbsp;01-15-28 | 283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269877 |
| Service Properties Trust (B) | &nbsp;&nbsp;&nbsp;&nbsp;4.950 | &nbsp;&nbsp;10-01-29 | 552000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501365 |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;5.500 | &nbsp;&nbsp;12-15-27 | 436000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436930 |
| Service Properties Trust (A)(H) | &nbsp;&nbsp;&nbsp;&nbsp;5.889 | &nbsp;&nbsp;09-30-27 | 570000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519887 |
| Service Properties Trust | &nbsp;&nbsp;&nbsp;&nbsp;8.375 | &nbsp;&nbsp;06-15-29 | 676000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709482 |
| Service Properties Trust (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;11-15-31 | 974000 | &nbsp;&nbsp;&nbsp;&nbsp;1024520 |
| Service Properties Trust (B) | &nbsp;&nbsp;&nbsp;&nbsp;8.875 | &nbsp;&nbsp;06-15-32 | 487000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488825 |
| XHR LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.625 | &nbsp;&nbsp;05-15-30 | 3017000 | &nbsp;&nbsp;&nbsp;&nbsp;3128451 |
| **Real estate management and development 0.8%** | **Real estate management and development 0.8%** | **Real estate management and development 0.8%** |  |  |
| Anywhere Real Estate Group LLC (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;5.250 | &nbsp;&nbsp;04-15-30 | 597000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564696 |
| Anywhere Real Estate Group LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.000 | &nbsp;&nbsp;04-15-30 | 1943471 | &nbsp;&nbsp;&nbsp;&nbsp;1964546 |
| Anywhere Real Estate Group LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;9.750 | &nbsp;&nbsp;04-15-30 | 2779000 | &nbsp;&nbsp;&nbsp;&nbsp;2994403 |
| Fideicomiso Irrevocable de Emision, Administracion y Fuente de Pago Numero CIB/4323 (11.000% Cash and 2.000% PIK) (A)(E) | &nbsp;&nbsp;13.000 | &nbsp;&nbsp;09-12-30 | 1764910 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;529473 |
| Greystar Real Estate Partners LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;09-01-30 | 3895000 | &nbsp;&nbsp;&nbsp;&nbsp;4069983 |
| The Howard Hughes Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;03-01-32 | 855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854571 |
| The Howard Hughes Corp. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.125 | &nbsp;&nbsp;03-01-34 | 855000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853229 |

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

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| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Real estate (continued)** | **Real estate (continued)** | **Real estate (continued)** |  |  |
| **Specialized REITs 1.5%** | **Specialized REITs 1.5%** | **Specialized REITs 1.5%** |  |  |
| Iron Mountain Information Management Services, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.000 | &nbsp;&nbsp;07-15-32 | 3982000 | &nbsp;&nbsp;&nbsp;&nbsp;$3852786 |
| Iron Mountain, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.875 | &nbsp;&nbsp;09-15-29 | 8669000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8590203 |
| Millrose Properties, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.375 | &nbsp;&nbsp;08-01-30 | 1491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1529617 |
| Outfront Media Capital LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;4.250 | &nbsp;&nbsp;01-15-29 | 2249000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2206696 |
| Outfront Media Capital LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;02-15-31 | 2602000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2735463 |
| Uniti Group LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.500 | &nbsp;&nbsp;02-15-29 | 1383000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1345081 |
| Uniti Group LP (A)(B) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-15-32 | 423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;429010 |
| Uniti Group LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-15-32 | 2266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2298193 |
| **Utilities 2.7%** | **Utilities 2.7%** | **Utilities 2.7%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**40859836** |
| **Electric utilities 1.1%** | **Electric utilities 1.1%** | **Electric utilities 1.1%** |  |  |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;3.625 | &nbsp;&nbsp;02-15-31 | 5973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5638073 |
| NRG Energy, Inc. (A) | &nbsp;&nbsp;&nbsp;&nbsp;5.750 | &nbsp;&nbsp;01-15-34 | 5661000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5738590 |
| VoltaGrid LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.375 | &nbsp;&nbsp;11-01-30 | 2781000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2903896 |
| XPLR Infrastructure Operating Partners LP (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.750 | &nbsp;&nbsp;04-15-34 | 1694000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756426 |
| **Independent power and renewable electricity producers 1.6%** | **Independent power and renewable electricity producers 1.6%** | **Independent power and renewable electricity producers 1.6%** |  |  |
| Alpha Generation LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;01-15-34 | 1114000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1131275 |
| Alpha Generation LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;10-15-32 | 2125000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2207913 |
| ContourGlobal Power Holdings SA (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.750 | &nbsp;&nbsp;02-28-30 | 4589000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4726670 |
| Lightning Power LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;7.250 | &nbsp;&nbsp;08-15-32 | 3547000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3765715 |
| Talen Energy Supply LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;6.250 | &nbsp;&nbsp;02-01-34 | 4232000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4306461 |
| Talen Energy Supply LLC (A) | &nbsp;&nbsp;&nbsp;&nbsp;8.625 | &nbsp;&nbsp;06-01-30 | 4623000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4864330 |
| The AES Corp. (7.600% to 1-15-30, then 5 Year CMT + 3.201%) | &nbsp;&nbsp;&nbsp;&nbsp;7.600 | &nbsp;&nbsp;01-15-55 | 2948000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2963162 |
| TransAlta Corp. | &nbsp;&nbsp;&nbsp;&nbsp;5.875 | &nbsp;&nbsp;02-01-34 | 852000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857325 |
| **Term loans (I) 1.2%** |  |  |  | **$17717560** |
| (Cost $23,618,002) |  |  |  |  |
| **Communication services 0.6%** | **Communication services 0.6%** | **Communication services 0.6%** | **Communication services 0.6%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9339138 |
| **Interactive media and services 0.4%** | **Interactive media and services 0.4%** | **Interactive media and services 0.4%** | **Interactive media and services 0.4%** | **Interactive media and services 0.4%** |
| X Corp., 2025 Fixed Term Loan | &nbsp;&nbsp;&nbsp;&nbsp;9.500 | &nbsp;&nbsp;10-26-29 | 5848000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6131628 |
| **Media 0.2%** | **Media 0.2%** | **Media 0.2%** | **Media 0.2%** | **Media 0.2%** |
| Townsquare Media, Inc., 2025 Term Loan (6 month CME Term SOFR + 5.000%) | &nbsp;&nbsp;&nbsp;&nbsp;8.586 | &nbsp;&nbsp;02-19-30 | 4334473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3207510 |
| **Consumer discretionary 0.5%** | **Consumer discretionary 0.5%** | **Consumer discretionary 0.5%** | **Consumer discretionary 0.5%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7084308 |
| **Hotels, restaurants and leisure 0.5%** | **Hotels, restaurants and leisure 0.5%** | **Hotels, restaurants and leisure 0.5%** | **Hotels, restaurants and leisure 0.5%** | **Hotels, restaurants and leisure 0.5%** |
| Dave & Buster's, Inc., 2024 Term Loan B (3 month CME Term SOFR + 3.250%) | &nbsp;&nbsp;&nbsp;&nbsp;6.938 | &nbsp;&nbsp;06-29-29 | 7667000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7084308 |
| Fontainebleau Las Vegas LLC, Delayed Draw Term Loan (E)(G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-06-21 | 757938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Fontainebleau Las Vegas LLC, Term Loan B (E)(G) | &nbsp;&nbsp;&nbsp;&nbsp;0.000 | &nbsp;&nbsp;06-06-21 | 1618638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | **Materials 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294114 |
| **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** | **Chemicals 0.1%** |
| Trinseo Holding Sarl, 2021 Term Loan B2 (3 month CME Term SOFR + 2.500%) | &nbsp;&nbsp;&nbsp;&nbsp;6.434 | &nbsp;&nbsp;05-03-28 | 5654987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1035598 |
| **Metals and mining 0.0%** | **Metals and mining 0.0%** | **Metals and mining 0.0%** | **Metals and mining 0.0%** | **Metals and mining 0.0%** |
| Arctic Canadian Diamond Company, Ltd., 2nd Lien PIK Term Loan (10.000% Cash or 12.500% PIK) (G) | &nbsp;&nbsp;10.000 | &nbsp;&nbsp;12-17-33 | 537343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258516 |
| **Collateralized mortgage obligations 0.1%** | **Collateralized mortgage obligations 0.1%** |  |  | &nbsp;&nbsp;**$1261018** |
| (Cost $0) |  |  |  |  |
| **Commercial and residential 0.1%** | **Commercial and residential 0.1%** | **Commercial and residential 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1261018** |
| HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust | HarborView Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;05-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;28626719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448229 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4, Class ES IO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;07-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;29090187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448030 |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6, Class ES IO (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.343 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;08-19-37 | &nbsp;&nbsp;&nbsp;&nbsp;31796101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364759 |

---

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

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---

| | | | | |
|:---|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Rate (%)** | &nbsp;&nbsp;**Maturity date** | **Par value^** | **Value** |
| **Asset-backed securities 0.3%** |  |  |  | **$5715130** |
| (Cost $5,230,758) |  |  |  |  |
| **Asset-backed securities 0.3%** | **Asset-backed securities 0.3%** | **Asset-backed securities 0.3%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**5715130** |
| CyrusOne Data Centers Issuer I LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class B (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;04-20-48 | &nbsp;&nbsp;&nbsp;&nbsp;4007804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3990633 |
| MVW LLC |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Series 2023-1A, Class D (A) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10-20-40 | &nbsp;&nbsp;&nbsp;&nbsp;1653486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1724497 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common stocks 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$22002** |
| (Cost $7,200,876) |  |  |
| **Communication services 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**0** |
| **Media 0.0%** |  |  |
| Granite Broadcasting Corp. (G)(J) | &nbsp;&nbsp;11688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| New Cotai, Inc., Class B (G)(J)(K) | &nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Energy 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22002** |
| **Energy equipment and services 0.0%** |  |  |
| TPT Acquisition, Inc. (G)(J) | &nbsp;&nbsp;2560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| **Oil, gas and consumable fuels 0.0%** |  |  |
| KCAD Holdings I, Ltd. (G)(J)(K) | &nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| MWO Holdings LLC (G)(J) | &nbsp;&nbsp;1134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
| Permian Production (G)(J) | &nbsp;&nbsp;35417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21250 |
| **Preferred securities 0.5%** |  | **$6519275** |
| (Cost $9,675,937) |  |  |
| **Financials 0.4%** |  | &nbsp;&nbsp;&nbsp;&nbsp;**5642806** |
| **Insurance 0.4%** |  |  |
| Athene Holding, Ltd., 7.250% (7.250% to 3-30-29, then 5 Year CMT + 2.986%) | &nbsp;&nbsp;224813 | &nbsp;&nbsp;&nbsp;&nbsp;5642806 |
| **Industrials 0.1%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**876469** |
| **Construction and engineering 0.1%** |  |  |
| Glasstech, Inc., Series A (G)(J)(K) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131560 |
| Glasstech, Inc., Series B (G)(J)(K) | &nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744909 |
| **Escrow shares 0.0%** |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$6398** |
| (Cost $0) |  |  |
| Arctic Canadian Diamonds Holding Units (G)(J) | &nbsp;&nbsp;518 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6398 |

---

---

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

---

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;**Yield (%)** | **Shares** | **Value** |
| **Short-term investments 9.7%** |  |  | **$146304348** |
| (Cost $146,312,337) |  |  |  |
| **Short-term funds 9.7%** |  |  | &nbsp;&nbsp;&nbsp;**146304348** |
| John Hancock Collateral Trust (L) | &nbsp;&nbsp;3.5447(M) | &nbsp;&nbsp;14626047 | &nbsp;&nbsp;&nbsp;146304348 |

---

---

| | |
|:---|:---|
| **Total investments (Cost $1,614,200,433) 105.7%** | &nbsp;&nbsp;**$1589281887** |
| **Other assets and liabilities, net (5.7%)** | &nbsp;&nbsp;&nbsp;&nbsp;**(85348063)** |
| **Total net assets 100.0%** | **$1503933824** |

---

---

| |
|:---|
| The percentage shown for each investment category is the total value of the category as a percentage of the net assets of the fund. |
| ^All par values are denominated in U.S. dollars unless otherwise indicated. |

---

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

------

---

| | |
|:---|:---|
| **Currency Abbreviations** | **Currency Abbreviations** |
| EUR | Euro |

---

---

| | |
|:---|:---|
| **Security Abbreviations and Legend** | **Security Abbreviations and Legend** |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| ICE | Intercontinental Exchange |
| IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| SOFR | Secured Overnight Financing Rate |
| (A) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $1,250,038,000 or 83.1% of the fund's net assets as of 2-28-26. |
| (B) | All or a portion of this security is on loan as of 2-28-26. The value of securities on loan amounted to $105,865,039. |
| (C) | Non-callable perpetual bond. |
| (D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
| (E) | Non-income producing - Issuer is in default. |
| (F) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (G) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (H) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
| (I) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (J) | Non-income producing security. |
| (K) | Restricted security as to resale, excluding 144A securities. For more information on this security refer to the Notes to fund's investments. |
| (L) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $109,997,895. |
| (M) | The rate shown is the annualized seven-day yield as of 2-28-26. |

---

The fund had the following country composition as a percentage of net assets on 2-28-26:

---

| | |
|:---|:---|
| United States | &nbsp;&nbsp;&nbsp;&nbsp;89.2% |
| Luxembourg | &nbsp;&nbsp;&nbsp;&nbsp;2.6% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;2.3% |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;1.6% |
| United Kingdom | &nbsp;&nbsp;&nbsp;&nbsp;1.1% |
| Other countries | &nbsp;&nbsp;&nbsp;&nbsp;3.2% |
| **TOTAL** | **100.0%** |

---

SEE NOTES TO FUND'S INVESTMENTS JOHN HANCOCK HIGH YIELD FUND \| QUARTERLY REPORT 15

------

#### DERIVATIVES

#### FORWARD FOREIGN CURRENCY CONTRACTS

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Contract to buy** | **Contract to buy** | **Contract to sell** | **Contract to sell** | **Counterparty (OTC)** | **Contractual<br> settlement<br> date** | **Unrealized<br> appreciation** | **Unrealized<br> depreciation** |
| USD | 303487 | EUR | 260000 | JPM | 3/18/2026 |  | &nbsp;&nbsp;$(3952) |
|  |  |  |  |  |  | **—** | **$(3952)** |

---

#### SWAPS

---

| | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** | **Credit default swaps - Seller** |
| **Counterparty<br> (OTC)/<br> Centrally<br> cleared** | **Reference<br> obligation** | **Implied<br> credit<br> spread** | **Notional<br> amount** | **Currency** | **USD<br> notional<br> amount** | **Received<br> fixed<br> rate** | **Fixed<br> payment<br> frequency** | **Maturity<br> date** | **Unamortized<br> upfront<br> payment<br> paid<br> (received)** | **Unrealized<br> appreciation<br> (depreciation)** | **Value** |
| Centrally cleared | CDX.NA.HY.45 | 3.323% | 33660000 | USD | $33660000 | 5.000% | Quarterly | Dec 2030 | $2612175 | $3558 | $2615733 |
|  |  |  |  |  | **$33660000** |  |  |  | **$2612175** | **$3558** | **$2615733** |

---

---

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

---

---

| | |
|:---|:---|
| **Derivatives Abbreviations** | **Derivatives Abbreviations** |
| JPM | JPMorgan Chase Bank, N.A. |
| OTC | Over-the-counter |

---

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

------

Notes to Fund's investments (unaudited)

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

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

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

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

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

The following is a summary of the values by input classification of the fund's investments as of February 28, 2026, by major security category or type:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Total<br> value at<br> 2-28-26** | **Level 1<br> quoted<br> price** | **Level 2<br> significant<br> observable<br> inputs** | **Level 3<br> significant<br> unobservable<br> inputs** |
| **Investments in securities:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corporate bonds | **$1411736156** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $1411736156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Term loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**17717560** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17459044 | $258516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Collateralized mortgage obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1261018** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1261018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Asset-backed securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5715130** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22002** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22002 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Preferred securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6519275** | $5642806 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow shares | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**6398** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Escrow certificates | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**—** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**146304348** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146304348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Total investments in securities** | **$1589281887** | **$151947154** | **$1436171348** | **$1163385** |
| **Derivatives:** |  |  |  |  |
| **Assets** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap contracts | **$2615733** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $2615733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Liabilities** |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Forward foreign currency contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**(3952)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* | *Level 3 includes securities valued at $0. Refer to Fund's investments.* |

---

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  |  |  |  |  |  |  | **Dividends and distributions** | **Dividends and distributions** |  |
| **Affiliate** | **Ending<br> share<br> amount** | **Beginning<br> value** | **Cost of<br> purchases** | **Proceeds<br> from shares<br> sold** | **Realized<br> gain<br> (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Income<br> distributions<br> received** | **Capital gain<br> distributions<br> received** | **Ending<br> value** |
| John Hancock Collateral Trust | 14626047 | $99803635 | $606600733 | $(560095355) | $4635 | $(9300) | $1127274 |  | $146304348 |

---

---

| | |
|:---|:---|
| \| | 17 |

---

------

**Restricted securities. The fund may hold restricted securities which are restricted as to resale and the fund has limited rights to registration under the Securities Act of 1933. Disposal may involve time-consuming negotiations and expenses, and prompt sale at an acceptable price may be difficult to achieve. The following table summarizes the restricted securities held at February 28, 2026:**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Issuer,<br> Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Original<br> acquisition date** | &nbsp;&nbsp;&nbsp;&nbsp;**Acquisition<br> cost** | &nbsp;&nbsp;&nbsp;&nbsp;**Beginning<br> share<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares<br> purchased** | &nbsp;&nbsp;&nbsp;&nbsp;**Shares<br> sold** | &nbsp;&nbsp;&nbsp;&nbsp;**Ending<br> share<br> amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value as a<br> percentage of<br> net assets** | &nbsp;&nbsp;&nbsp;&nbsp;**Ending<br> value** |
| Glasstech, Inc., Series A | &nbsp;&nbsp;&nbsp;&nbsp;10-31-08 | &nbsp;&nbsp;&nbsp;&nbsp;$449145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;0.0%<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;$131560 |
| Glasstech, Inc., Series B | &nbsp;&nbsp;&nbsp;&nbsp;10-31-08 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3563982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.1% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744909 |
| KCAD Holdings I, Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;3-21-11<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6150520 | &nbsp;&nbsp;&nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;752218031 | &nbsp;&nbsp;&nbsp;&nbsp;0.0%<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752 |
| New Cotai, Inc., Class B | &nbsp;&nbsp;&nbsp;&nbsp;4-12-13<sup>2</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.0% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
|  |  |  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$877221** |

---

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

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

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

---

| | |
|:---|:---|
| 18 | \| |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02116

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1509966133.13

**Total Liabilities:** $14166901.56

**Net Assets:** $1495799231.57

**Delayed Delivery Securities:** $1434070.00

**Cash Not Reported:** $1783029.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -47.041268000000 | **1-Year:** -2137.489513000000 | **5-Year:** -3928.768844000000 | **10-Year:** -3396.910359000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -6046.076178000010 | **1-Year:** -117791.725537000000 | **5-Year:** -246014.752701000000 | **10-Year:** -44389.238340000000 | **30-Year:** -811.358933000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000001735 | 0.53%                | 0.53%                | 0.20%                |
| Class ID C000001737 | 0.47%                | 0.46%                | 0.14%                |
| Class ID C000051988 | 0.56%                | 0.55%                | 0.22%                |
| Class ID C000106437 | 0.56%                | 0.56%                | -0.10%               |
| Class ID C000128461 | 0.57%                | 0.56%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-505270.41              | $665547.76                                 |
| Month 2  | $-4426809.15             | $3909450.45                                |
| Month 3  | $761720.05               | $-7092434.60                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Celanese US Holdings LLC                                              | CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 7.05               | CUSIP: 15089QAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5431000 | PA      | $5790499.61   | 0.39%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                              | CELANESE US HOLDINGS LLC COMPANY GUAR 02/31 7                  | CUSIP: 15089QBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1141230.03   | 0.08%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| The Chemours Company                                                  | CHEMOURS CO/THE COMPANY GUAR 144A 11/28 5.75                   | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    748000 | PA      | $752348.87    | 0.05%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc.                                      | CHOICE HOTELS INTERNATIONAL IN SR UNSECURED 08/34 5.85         | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $5470882.16   | 0.37%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Cimpress Public Limited Company                                       | CIMPRESS PLC COMPANY GUAR 144A 09/32 7.375                     | CUSIP: 17186HAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1259000 | PA      | $1266593.03   | 0.08%             | 2032-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| FIDEICOMISO IRREVOCABLE DE ADM SR SECURED 144A 09/31 11               | FIDEICOMISO IRREVOCABLE DE ADM SR SECURED 144A 09/31 11        | CUSIP: 171928AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1764910 | PA      | $529473.00    | 0.04%             | 2030-09-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                     | CINEMARK USA INC COMPANY GUAR 144A 08/32 7                     | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $1045688.91   | 0.07%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Cipher Compute LLC                                                    | CIPHER COMPUTE LLC SR SECURED 144A 11/30 7.125                 | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1052767.44   | 0.07%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                     | SM ENERGY CO COMPANY GUAR 144A 07/31 8.75                      | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4453000 | PA      | $4675111.19   | 0.31%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| SM Energy Company                                                     | SM ENERGY CO COMPANY GUAR 144A 06/33 9.625                     | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $3037456.79   | 0.20%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75             | CLARIOS GLOBAL LP / CLARIOS US SR SECURED 144A 05/28 6.75      | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3288000 | PA      | $3363157.10   | 0.22%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75           | CLARIOS GLOBAL LP / CLARIOS US COMPANY GUAR 144A 09/32 6.75    | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1151169.73   | 0.08%             | 2032-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                    | CLEAN HARBORS INC COMPANY GUAR 144A 02/31 6.375                | CUSIP: 184496AQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2996000 | PA      | $3076065.10   | 0.21%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc.                                                    | CLEAN HARBORS INC COMPANY GUAR 144A 10/33 5.75                 | CUSIP: 184496AR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1445374.03   | 0.10%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                   | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75    | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    711000 | PA      | $716642.50    | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                   | CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 06/29 7.5     | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $750304.40    | 0.05%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings Inc.                                   | CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 02/31 7.125     | CUSIP: 18453HAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1465017.18   | 0.10%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                         | CLEARWAY ENERGY OPERATING LLC COMPANY GUAR 144A 01/34 5.75     | CUSIP: 18539UAG0<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1443777.23   | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                 | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/32 7                 | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4345000 | PA      | $4412894.97   | 0.30%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                               | COBRA ACQUISITIONCO LLC SR UNSECURED 144A 11/29 12.25          | CUSIP: 19106CAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $171700.00    | 0.01%             | 2029-11-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                | CONNECT HOLDING II LLC SR SECURED 144A 04/31 10.5              | CUSIP: 20753PAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    706000 | PA      | $682728.19    | 0.05%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                  | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 10/30 6.5     | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1409385.14   | 0.09%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CrossCountry Intermediate HoldCo LLC                                  | CROSSCOUNTRY INTERMEDIATE HOLD SR UNSECURED 144A 12/32 6.75    | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1977000 | PA      | $1956754.33   | 0.13%             | 2032-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A                   | CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A B 144A            | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4007804 | PA      | $3990632.90   | 0.27%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dave and Buster's Inc.                                                | DAVE + BUSTERS INC 2024 TERM LOAN B                            | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   7667000 | PA      | $7084308.00   | 0.47%             | 2029-06-29      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                           | DAVITA INC COMPANY GUAR 144A 06/30 4.625                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $6118290.63   | 0.41%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita Inc.                                                           | DAVITA INC COMPANY GUAR 144A 02/31 3.75                        | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4137934.16   | 0.28%             | 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        |    353000 | PA      | $349473.58    | 0.02%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125           | DELEK LOGISTICS PARTNERS LP / COMPANY GUAR 144A 06/28 7.125    | CUSIP: 24665FAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2651000 | PA      | $2663989.90   | 0.18%             | 2028-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                          | DIEBOLD NIXDORF INC SR SECURED 144A 03/30 7.75                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2791843.84   | 0.19%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10               | DIRECTV FINANCING LLC / DIRECT SR SECURED 144A 02/31 10        | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6293000 | PA      | $6436307.22   | 0.43%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                              | DISH NETWORK CORP SR SECURED 144A 11/27 11.75                  | CUSIP: 25470MAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5825000 | PA      | $6030482.70   | 0.40%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Company                                        | EDGEWELL PERSONAL CARE CO COMPANY GUAR 144A 04/29 4.125        | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1212949.31   | 0.08%             | 2029-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EFESTO BIDCO SPA EFESTO US LLC SR SECURED 144A 02/32 7.5              | EFESTO BIDCO SPA EFESTO US LLC SR SECURED 144A 02/32 7.5       | CUSIP: 28201XAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    804000 | PA      | $823269.47    | 0.06%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625            | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625     | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3613000 | PA      | $3739436.94   | 0.25%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                              | ENDO FINANCE HOLDINGS LP SR SECURED 144A 04/31 8.5             | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5511000 | PA      | $5857052.22   | 0.39%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc.                                                 | FIESTA PURCHASER INC SR UNSECURED 144A 09/32 9.625             | CUSIP: 31659AAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $329406.59    | 0.02%             | 2032-09-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Focus Financial Partners LLC                                          | FOCUS FINANCIAL PARTNERS LLC SR SECURED 144A 09/31 6.75        | CUSIP: 34417VAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2901652.44   | 0.19%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Las Vegas Holdings LLC                                  | FONTAINEBLEAU LAS VEGAS HOLDIN SR SECURED 144A 06/15 VAR       | CUSIP: 34460XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2983778 | PA      | $298.38       | 0.00%             | 2015-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FTAI Aviation Investors LLC                                           | FTAI AVIATION INVESTORS LLC COMPANY GUAR 144A 06/32 7          | CUSIP: 34960PAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5818000 | PA      | $6107172.05   | 0.41%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                          | FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25            | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   4483000 | PA      | $4875616.66   | 0.33%             | 2030-10-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                         | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/32 8.375    | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1895107.50   | 0.13%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                         | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 04/33 7.875    | CUSIP: 35641AAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1443988.68   | 0.10%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Freedom Mortgage Holdings LLC                                         | FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 6.875    | CUSIP: 35641AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    594000 | PA      | $572911.33    | 0.04%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                            | FRONERI LUX FINCO SARL SR SECURED 144A 08/32 6                 | CUSIP: 35901MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   8544000 | PA      | $8591487.55   | 0.57%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Full House Resorts Inc.                                               | FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25              | CUSIP: 359678AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4181000 | PA      | $3627017.50   | 0.24%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| FXI Holdings Inc.                                                     | FXI HOLDINGS INC SR SECURED 144A 11/30 11                      | CUSIP: 36120RAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    143000 | PA      | $132368.04    | 0.01%             | 2030-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: —       |
| The GEO Group Inc.                                                    | GEO GROUP INC/THE COMPANY GUAR 04/31 10.25                     | CUSIP: 36162JAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6585000 | PA      | $7070487.49   | 0.47%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| GCI LLC                                                               | GCI LLC COMPANY GUAR 144A 10/28 4.75                           | CUSIP: 36166TAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7883000 | PA      | $7745561.47   | 0.52%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                      | GARDA WORLD SECURITY CORP SR UNSECURED 144A 08/32 8.25         | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   2301000 | PA      | $2351937.24   | 0.16%             | 2032-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                      | GARDA WORLD SECURITY CORP SR UNSECURED 144A 11/32 8.375        | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1673000 | PA      | $1713479.91   | 0.11%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gee Automotive Holdings L.L.C.                                        | GEE AUTOMOTIVE HOLDINGS LLC COMPANY GUAR 144A 03/31 7.25       | CUSIP: 36846VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $583444.93    | 0.04%             | 2031-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25                | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 01/29 8.25         | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5273000 | PA      | $5504721.99   | 0.37%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8                   | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 05/33 8            | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2502569.93   | 0.17%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC COMPANY GUAR 144A 12/33 7.25            | GENMAB A/S/GENMAB FINANCE LLC COMPANY GUAR 144A 12/33 7.25     | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    972000 | PA      | $1031424.19   | 0.07%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wrangler Holdco Corp.                                                 | WRANGLER HOLDCO CORP COMPANY GUAR 144A 04/32 6.625             | CUSIP: 37441QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1737000 | PA      | $1809452.01   | 0.12%             | 2032-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Glasstech Inc.                                                        | GLASSTECH INC PFD SER A                                        | CUSIP: 377265863<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       143 | NS      | $131560.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Glasstech Inc.                                                        | GLASSTECH INC PFD SER B 12.75PCT                               | CUSIP: 377265871<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      4475 | NS      | $744908.50    | 0.05%             |  |  |  | Yes           |                  3 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125          | GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 07/33 7.125   | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1534403.75   | 0.10%             | 2033-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Global Atlantic (Fin) Company                                         | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR             | CUSIP: 37959GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3453000 | PA      | $3304633.57   | 0.22%             | 2054-10-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-6                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A            | CUSIP: 41165BAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31796101 | PA      | $364758.51    | 0.02%             | 2037-08-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                    | HERC HOLDINGS INC COMPANY GUAR 144A 06/29 6.625                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2564000 | PA      | $2647324.87   | 0.18%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                    | HERC HOLDINGS INC COMPANY GUAR 144A 03/31 5.75                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    868000 | PA      | $879909.83    | 0.06%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                          | HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5       | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    961000 | PA      | $994402.44    | 0.07%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875            | JETBLUE AIRWAYS CORP / JETBLUE SR SECURED 144A 09/31 9.875     | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7091000 | PA      | $7206199.04   | 0.48%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: —       |
| Performance Food Group Inc.                                           | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 08/29 4.25        | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4378000 | PA      | $4295390.20   | 0.29%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JH COLLATERAL                                                         | JH COLLATERAL                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  13193644 | NS      | $131976024.89 | 8.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Wand NewCo 3 Inc.                                                     | WAND NEWCO 3 INC SR SECURED 144A 01/32 7.625                   | CUSIP: 933940AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2586000 | PA      | $2698389.42   | 0.18%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc.                                              | ZAYO GROUP HOLDINGS INC SR SECURED 144A 09/30 13.75            | CUSIP: 98919VAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $573770.00    | 0.04%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Zebra Technologies Corporation                                        | ZEBRA TECHNOLOGIES CORP COMPANY GUAR 144A 06/32 6.5            | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1078270.54   | 0.07%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc.                                                     | ZIPRECRUITER INC SR UNSECURED 144A 01/30 5                     | CUSIP: 98980BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5190000 | PA      | $3304234.52   | 0.22%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KCAD Holdings I Limited                                               | KCAD Holdings I Limited COMMON STOCK                           | CUSIP: ACI00JKY7<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 752218031 | NS      | $752.22       | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| New Cotai LLC                                                         | NEW COTAI CLASS B SHARES COMMON STOCK                          | CUSIP: ACI05RXR5<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        11 | NS      | $0.11         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SoftBank Group Corp.                                                  | SOFTBANK GROUP CORP SUBORDINATED REGS 12/99 VAR                | CUSIP: AO2625157<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |   5190000 | PA      | $5072954.60   | 0.34%             | 2027-07-19      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Trinseo Holding S.a r.l.                                              | TRINSEO MATERIALS OPERATING 2021 TERM LOAN B2                  | CUSIP: L9339LAK9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   5654987 | PA      | $1035597.69   | 0.07%             | 2028-05-03      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Altice France                                                         | ALTICE HOLDINGS 1 SR UNSECURED 144A 12/99 0.0000               | CUSIP: YK2983368<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2968 | PA      | $464.68       | 0.00%             | N/A             | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3 / ALTICE H SR UNSECURED 144A 01/33 10             | ALTICE FRANCE LUX 3 / ALTICE H SR UNSECURED 144A 01/33 10      | CUSIP: 020956AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    710000 | PA      | $667196.37    | 0.04%             | 2033-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| Altice Financing S.A.                                                 | ALTICE FINANCING SA SR SECURED 144A 08/29 5.75                 | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   3522000 | PA      | $2439661.68   | 0.16%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Altice Financing S.A.                                                 | ALTICE FINANCING SA SR SECURED 144A 07/27 9.625                | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   5173000 | PA      | $3867855.46   | 0.26%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Amentum Holdings Inc.                                                 | AMENTUM HOLDINGS INC COMPANY GUAR 144A 08/32 7.25              | CUSIP: 02352BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1210248.27   | 0.08%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                                  | AMERICAN AXLE and MANUFACTURING SR SECURED 144A 10/32 6.375    | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    564000 | PA      | $573997.83    | 0.04%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Axle and Manufacturing Inc.                                  | AMERICAN AXLE and MANUFACTURING COMPANY GUAR 144A 10/33 7.75   | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2285750.41   | 0.15%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Amkor Technology Inc.                                                 | AMKOR TECHNOLOGY INC COMPANY GUAR 144A 10/33 5.875             | CUSIP: 031652BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $861250.52    | 0.06%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amsted Industries Incorporated                                        | AMSTED INDUSTRIES INC SR UNSECURED 144A 03/33 6.375            | CUSIP: 032177AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1490268.73   | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5            | AMYNTA AGENCY BORROWER INC AND SR UNSECURED 144A 07/33 7.5     | CUSIP: 03238AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    489000 | PA      | $479017.51    | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANAGRAM HOLDINGS LLC/ANAGRAM I SECURED 144A 08/26 10                  | ANAGRAM HOLDINGS LLC/ANAGRAM I SECURED 144A 08/26 10           | CUSIP: 03254TAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100555 | PA      | $0.00         | 0.00%             | 2026-08-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375          | ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375   | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4455886.55   | 0.30%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75           | ANTERO MIDSTREAM PARTNERS LP / SR UNSECURED 144A 10/33 5.75    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1425271.88   | 0.10%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc.                                                     | ARCHES BUYER INC SR UNSECURED 144A 12/28 6.125                 | CUSIP: 039524AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $325598.89    | 0.02%             | 2028-12-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25           | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 04/28 6.25    | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401092.00   | 0.09%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625          | ARCHROCK PARTNERS LP / ARCHROC COMPANY GUAR 144A 09/32 6.625   | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4650629.10   | 0.31%             | 2032-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc.                                                           | ARCOSA INC COMPANY GUAR 144A 04/29 4.375                       | CUSIP: 039653AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3206001.09   | 0.21%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                             | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25          | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1241000 | PA      | $1183565.90   | 0.08%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                             | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3976388.20   | 0.27%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc.                                             | BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 05/35 6.75          | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2738000 | PA      | $2857280.12   | 0.19%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 05/27 5.125   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1721614.79   | 0.12%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING COMPANY GUAR 144A 06/29 5.375   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6370000 | PA      | $6354845.64   | 0.42%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5     | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7721000 | PA      | $7364501.36   | 0.49%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/31 4.25    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3829000 | PA      | $3569012.16   | 0.24%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 09/29 6.375   | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5096988.89   | 0.34%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/31 7.375   | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7731000 | PA      | $7976637.06   | 0.53%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/33 7       | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1432446.83   | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC/CCO Holdings Capital Corp.                           | CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 02/36 7.375   | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1970194.58   | 0.13%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CHS/Community Health Systems Inc.                                     | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/29 6.875        | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    884000 | PA      | $853950.19    | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CHS/Community Health Systems Inc.                                     | CHS/COMMUNITY HEALTH SYSTEMS I SECURED 144A 04/30 6.125        | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    878000 | PA      | $776249.12    | 0.05%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CHS/Community Health Systems Inc.                                     | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 05/30 5.25      | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   3383000 | PA      | $3250495.26   | 0.22%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc.                                     | CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 01/32 10.875    | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $2146861.21   | 0.14%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CP Atlas Buyer Inc.                                                   | CP ATLAS BUYER INC SECURED 144A 01/31 12.75                    | CUSIP: 12597YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336000 | PA      | $301718.36    | 0.02%             | 2031-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC HOLDINGS LLC SR UNSECURED 144A 04/28 7.5                   | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    605000 | PA      | $340312.50    | 0.02%             | 2028-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC HOLDINGS LLC COMPANY GUAR 144A 02/29 6.5                   | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4279000 | PA      | $2703259.53   | 0.18%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC HOLDINGS LLC SR UNSECURED 144A 12/30 4.625                 | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $560724.53    | 0.04%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                      | CSC HOLDINGS LLC COMPANY GUAR 144A 01/29 11.75                 | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4883000 | PA      | $3479446.11   | 0.23%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                             | CNX RESOURCES CORP COMPANY GUAR 144A 03/34 5.875               | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    869000 | PA      | $870588.89    | 0.06%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CandW Senior Finance Limited                                          | CandW SENIOR FINANCE LTD COMPANY GUAR 144A 01/33 9             | CUSIP: 12665MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   3278000 | PA      | $3391840.78   | 0.23%             | 2033-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cars.com Inc.                                                         | CARS.COM INC COMPANY GUAR 144A 11/28 6.375                     | CUSIP: 14575EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1120036.40   | 0.07%             | 2028-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| JANE STREET GROUP / JSG FINANC SR SECURED 144A 05/33 6.75             | JANE STREET GROUP / JSG FINANC SR SECURED 144A 05/33 6.75      | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2863053.83   | 0.19%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                 | HUB INTERNATIONAL LTD SR SECURED 144A 06/30 7.25               | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4873621.38   | 0.33%             | 2030-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                 | HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375            | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $3016832.65   | 0.20%             | 2032-01-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                            | HUNTSMAN INTERNATIONAL LLC SR UNSECURED 05/29 4.5              | CUSIP: 44701QBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    857000 | PA      | $820972.48    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                  | IHO VERWALTUNGS GMBH SR SECURED 144A 11/32 8                   | CUSIP: 44963BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |    626000 | PA      | $667764.84    | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Iliad Holding                                                         | ILIAD HOLDING SAS SR SECURED 144A 04/32 7                      | CUSIP: 449691AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3146000 | PA      | $3229563.58   | 0.22%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INEOS Finance Plc                                                     | INEOS FINANCE PLC SR SECURED 144A 05/28 6.75                   | CUSIP: 44984WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1333492.85   | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST COMPANY GUAR 12/27 5.5                | CUSIP: 81761LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $436930.42    | 0.03%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST SR SECURED 144A 11/31 8.625           | CUSIP: 81761LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    974000 | PA      | $1024520.41   | 0.07%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST COMPANY GUAR 06/29 8.375              | CUSIP: 81761LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    676000 | PA      | $709481.60    | 0.05%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST COMPANY GUAR 06/32 8.875              | CUSIP: 81761LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    487000 | PA      | $488825.28    | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST SR SECURED 144A 09/27 0.00000         | CUSIP: 81761LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $519887.08    | 0.03%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Shutterfly Finance LLC                                                | SHUTTERFLY FINANCE LLC SECURED 144A 10/27 8.5                  | CUSIP: 82568NAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    562000 | PA      | $525661.08    | 0.04%             | 2027-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625               | SIMMONS FOODS INC/SIMMONS PREP SECURED 144A 03/29 4.625        | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3012000 | PA      | $2907907.69   | 0.19%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Sinclair Television Group Inc.                                        | SINCLAIR TELEVISION GROUP INC COMPANY GUAR 144A 03/30 5.5      | CUSIP: 829259AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $338910.40    | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Sinclair Television Group Inc.                                        | SINCLAIR TELEVISION GROUP INC SECURED 144A 02/33 9.75          | CUSIP: 829259BG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $378083.75    | 0.03%             | 2033-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| Sirius XM Radio LLC.                                                  | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/29 5.5                | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   4832000 | PA      | $4836881.67   | 0.32%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC.                                                  | SIRIUS XM RADIO LLC COMPANY GUAR 144A 07/28 4                  | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6553000 | PA      | $6397324.31   | 0.43%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP/C COMPANY GUAR 144A 01/32 8.625          | SIX FLAGS ENTERTAINMENT CORP/C COMPANY GUAR 144A 01/32 8.625   | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    847000 | PA      | $857582.19    | 0.06%             | 2032-01-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Snap Inc.                                                             | SNAP INC COMPANY GUAR 144A 03/33 6.875                         | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   3919000 | PA      | $3903400.81   | 0.26%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TPT Acquisition Inc.                                                  | TPT ACQUISITION INC COMMON STOCK                               | CUSIP: 87265L100<br>LEI: 549300OH357IWRZ8NR05 | Long             | EC               | CORP              | US        |      2560 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Talen Energy Supply LLC                                               | TALEN ENERGY SUPPLY LLC SR SECURED 144A 06/30 8.625            | CUSIP: 87422VAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4623000 | PA      | $4864329.85   | 0.33%             | 2030-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                               | TALEN ENERGY SUPPLY LLC COMPANY GUAR 144A 02/34 6.25           | CUSIP: 87422VAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4232000 | PA      | $4306460.52   | 0.29%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc.                                      | TAYLOR MORRISON COMMUNITIES IN COMPANY GUAR 144A 11/32 5.75    | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    611000 | PA      | $631341.41    | 0.04%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc.                                        | DISCOVERY GLOBAL HOLDINGS INC COMPANY GUAR 03/32 4.279         | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12546000 | PA      | $11526637.50  | 0.77%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                           | MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875             | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1344022.34   | 0.09%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                   | MAGNERA CORP SR SECURED 144A 11/31 7.25                        | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |   5429000 | PA      | $5313779.41   | 0.36%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625            | ALLIED UNIVERSAL HOLDCO LLC/AL SR SECURED 144A 06/28 4.625     | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3677000 | PA      | $3642085.78   | 0.24%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                  | AXON ENTERPRISE INC SR UNSECURED 144A 03/30 6.125              | CUSIP: 05464CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1460397.04   | 0.10%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc.                                                  | AXON ENTERPRISE INC SR UNSECURED 144A 03/33 6.25               | CUSIP: 05464CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1467710.90   | 0.10%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MajorDrive Holdings IV LLC                                            | MAJORDRIVE HOLDINGS IV LLC SR UNSECURED 144A 06/29 6.375       | CUSIP: 56085RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    378000 | PA      | $279990.46    | 0.02%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Hightower Holding LLC                                                 | HIGHTOWER HOLDING LLC SR UNSECURED 144A 01/30 9.125            | CUSIP: 43118DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    287000 | PA      | $296840.94    | 0.02%             | 2030-01-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: —       |
| Marriott Ownership Resorts Inc.                                       | MARRIOTT OWNERSHIP RESORTS INC COMPANY GUAR 144A 06/29 4.5     | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5602000 | PA      | $5406559.10   | 0.36%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Match Group Holdings II LLC                                           | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 02/29 5.625      | CUSIP: 57665RAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5239000 | PA      | $5230020.88   | 0.35%             | 2029-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                           | MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 09/33 6.125      | CUSIP: 57667JAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4077000 | PA      | $4065833.55   | 0.27%             | 2033-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                          | MCAFEE CORP SR UNSECURED 144A 02/30 7.375                      | CUSIP: 579063AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1159381.61   | 0.08%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Mavis Tire Express Services Topco Corp.                               | MAVIS TIRE EXPRESS SERVICES TO SR UNSECURED 144A 05/29 6.5     | CUSIP: 59155LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507000 | PA      | $506523.42    | 0.03%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| The Michaels Companies Inc.                                           | MICHAELS COS INC/THE SECURED 144A 03/34 11                     | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    606000 | PA      | $566405.73    | 0.04%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| The Michaels Companies Inc.                                           | MICHAELS COS INC/THE SR SECURED 144A 03/33 8.5                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2254729.89   | 0.15%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                   | STAGWELL GLOBAL LLC COMPANY GUAR 144A 08/29 5.625              | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5413000 | PA      | $4989382.41   | 0.33%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875             | MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875      | CUSIP: 59833DAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2785295.65   | 0.19%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                   | MEDLINE BORROWER LP COMPANY GUAR 144A 10/29 5.25               | CUSIP: 62482BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8578000 | PA      | $8577318.91   | 0.57%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC MVWOT 2023 1A D 144A                                   | MVW 2023-1 LLC MVWOT 2023 1A D 144A                            | CUSIP: 62848PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1653486 | PA      | $1724497.08   | 0.12%             | 2040-10-20      | Fixed         | 8.83%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                 | NCR VOYIX CORP COMPANY GUAR 144A 10/30 5.25                    | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3268950.00   | 0.22%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                    | RAKUTEN GROUP INC SR UNSECURED 144A 02/27 11.25                | CUSIP: 75102WAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3971000 | PA      | $4181505.13   | 0.28%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                    | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                  | CUSIP: 75102WAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1201000 | PA      | $1242978.44   | 0.08%             | 2029-12-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                        | RAVEN ACQUISITION HOLDINGS LLC SR SECURED 144A 11/31 6.875     | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2555000 | PA      | $2459301.79   | 0.16%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC COMPANY GUAR 144A 04/30 5.25           | ANYWHERE REAL ESTATE GROUP LLC COMPANY GUAR 144A 04/30 5.25    | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    597000 | PA      | $564695.58    | 0.04%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Valvoline Inc.                                                        | VALVOLINE INC SR UNSECURED 144A 06/31 3.625                    | CUSIP: 92047WAG6<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   2498000 | PA      | $2319973.04   | 0.16%             | 2031-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Varex Imaging Corporation                                             | VAREX IMAGING CORP SR SECURED 144A 10/27 7.875                 | CUSIP: 92214XAC0<br>LEI: 549300CWYWPVCT8E9W67 | Long             | DBT              | CORP              | US        |   5622000 | PA      | $5728677.45   | 0.38%             | 2027-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 05/33 7.5       | CUSIP: 922966AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6795000 | PA      | $7537890.56   | 0.50%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 01/34 6.5       | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1707000 | PA      | $1796479.23   | 0.12%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 12/30 6.125     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1443943.12   | 0.10%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | VENTURE GLOBAL PLAQUEMINES LNG SR SECURED 144A 06/34 6.5       | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1459445.79   | 0.10%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                     | VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 01/30 6.25       | CUSIP: 92328MAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3187000 | PA      | $3290979.06   | 0.22%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                | VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5               | CUSIP: 92332YAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7657000 | PA      | $8212538.32   | 0.55%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                | VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7                 | CUSIP: 92332YAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4051000 | PA      | $4109148.05   | 0.27%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Venture Global LNG Inc                                                | VENTURE GLOBAL LNG INC JR SUBORDINA 144A 12/99 VAR             | CUSIP: 92332YAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15321000 | PA      | $13399378.13  | 0.90%             | 2029-09-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                 | VERMILION ENERGY INC SR UNSECURED 144A 02/33 7.25              | CUSIP: 923725AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    465000 | PA      | $454817.27    | 0.03%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Versant Media Group Inc.                                              | VERSANT MEDIA GROUP INC SR SECURED 144A 01/31 7.25             | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    662000 | PA      | $677480.21    | 0.05%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TK Elevator U.S. Newco Inc.                                           | TK ELEVATOR US NEWCO INC SR SECURED 144A 07/27 5.25            | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3864430.79   | 0.26%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Virgin Media O2 Vendor Financing Notes VI Designated Activity Company | VIRGIN MEDIA O2 VENDOR FINANCI SR SECURED 144A 03/33 8.5       | CUSIP: 92769UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1203000 | PA      | $1104149.85   | 0.07%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance PLC                                              | VIRGIN MEDIA FINANCE PLC COMPANY GUAR 144A 07/30 5             | CUSIP: 92769VAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2741000 | PA      | $2296512.04   | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                      | VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5       | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5891000 | PA      | $5719157.76   | 0.38%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virtusa Corporation                                                   | VIRTUSA CORP SR UNSECURED 144A 12/28 7.125                     | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   4404000 | PA      | $3857328.40   | 0.26%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VMED 02 UK Financing I PLC                                            | VMED O2 UK FINANCING I PLC SR SECURED 144A 01/33 6.75          | CUSIP: 92858RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    507000 | PA      | $480567.25    | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                         | VOLTAGRID LLC SECURED 144A 11/30 7.375                         | CUSIP: 92874BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2903895.73   | 0.19%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                              | WR GRACE HOLDINGS LLC SR SECURED 144A 08/33 7                  | CUSIP: 92943GAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1730855.00   | 0.12%             | 2033-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MWO Holdings LLC                                                      | MWO HOLDINGS LLC MWO HOLDINGS LLC                              | CUSIP: 931DWH905<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1134 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Credit Acceptance Corporation                                         | CREDIT ACCEPTANCE CORP COMPANY GUAR 144A 03/30 6.625           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2318000 | PA      | $2305911.63   | 0.15%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                       | FMC CORP SR UNSECURED 10/29 3.45                               | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    685000 | PA      | $604743.06    | 0.04%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC Corporation                                                       | FMC CORP SR UNSECURED 05/33 5.65                               | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    486000 | PA      | $426576.13    | 0.03%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Flash Compute LLC                                                     | FLASH COMPUTE LLC SR SECURED 144A 12/30 7.25                   | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1172000 | PA      | $1199681.28   | 0.08%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                               | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 01/30 6.375           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2362825.54   | 0.16%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25            | HLF FINANCING SARL LLC / HERBA SR SECURED 144A 04/29 12.25     | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1740076.62   | 0.12%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-3                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A            | CUSIP: 41164UAR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28626719 | PA      | $448228.57    | 0.03%             | 2037-05-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2007-4                                 | HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES                 | CUSIP: 41164YAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  29090187 | PA      | $448029.60    | 0.03%             | 2037-07-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                                    | APLD COMPUTECO LLC SR SECURED 144A 12/30 9.25                  | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2485433.86   | 0.17%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Company Inc.                                        | ACADIA HEALTHCARE CO INC COMPANY GUAR 144A 03/33 7.375         | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4433934.66   | 0.30%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Mcclatchy Media Company LLC                                           | MCCLATCHY MEDIA CO LLC SR SECURED 144A 12/31 VAR               | CUSIP: 00456LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2063909 | PA      | $2321897.63   | 0.16%             | 2031-12-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5              | ACRISURE LLC / ACRISURE FINANC SR SECURED 144A 11/30 7.5       | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5162000 | PA      | $5253140.27   | 0.35%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5            | ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5     | CUSIP: 00489LAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1428711.41   | 0.10%             | 2029-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                       | ADAPTHEALTH LLC COMPANY GUAR 144A 08/29 4.625                  | CUSIP: 00653VAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5381752.49   | 0.36%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                   | OSAIC HOLDINGS INC SR SECURED 144A 08/32 6.75                  | CUSIP: 00791GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2719578.40   | 0.18%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                   | OSAIC HOLDINGS INC COMPANY GUAR 144A 08/33 8                   | CUSIP: 00791GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $558888.00    | 0.04%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Affinity Interactive                                                  | AFFINITY INTERACTIVE SR SECURED 144A 12/27 6.875               | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5292000 | PA      | $3217766.36   | 0.22%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/28 6.5            | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 02/28 6.5     | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4093000 | PA      | $4165527.96   | 0.28%             | 2028-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Company Ltd.                                  | ARCTIC CANADIAN DIAMOND CO LTD 2ND LIEN PIK TERM LOAN          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    537343 | PA      | $258515.75    | 0.02%             | 2033-12-17      | Floating      | 4.26%                 | No            |                  3 | On Loan: No      |
| JELD-WEN Holding Inc.                                                 | JELD-WEN HOLDING INC COMPANY GUAR 144A 09/32 7                 | CUSIP: 47580PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5082000 | PA      | $2744280.00   | 0.18%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Sealed Air Corporation                                                | SEALED AIR CORP COMPANY GUAR 144A 07/33 6.875                  | CUSIP: 81211KAK6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $3321239.54   | 0.22%             | 2033-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125          | SEALED AIR CORP/SEALED AIR COR COMPANY GUAR 144A 02/28 6.125   | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1950730.13   | 0.13%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                               | BROOKFIELD FINANCE INC COMPANY GUAR 01/55 VAR                  | CUSIP: 11271LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3149000 | PA      | $3119283.83   | 0.21%             | 2055-01-15      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                           | CARVANA CO SR SECURED 144A 06/31 14                            | CUSIP: 146869AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418398 | PA      | $1555603.78   | 0.10%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Carvana Co.                                                           | CARVANA CO SR SECURED 144A 06/30 13                            | CUSIP: 146869AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1021247 | PA      | $1063179.40   | 0.07%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| A.C.N. 113 874 712 Pty Ltd                                            | ACN 113 874 712 PTY LTD SR SECURED 144A 02/18 13.25            | CUSIP: 59841RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1951648 | PA      | $10753.58     | 0.00%             | 2018-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                              | MILLROSE PROPERTIES INC COMPANY GUAR 144A 08/30 6.375          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1529616.90   | 0.10%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| athenahealth Group Inc.                                               | ATHENAHEALTH GROUP INC SR UNSECURED 144A 02/30 6.5             | CUSIP: 60337JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1563660.70   | 0.10%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75             | MITER BRANDS ACQUISITION HOLDC SR SECURED 144A 04/32 6.75      | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1816958.40   | 0.12%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                 | NCR VOYIX CORP COMPANY GUAR 144A 04/29 5.125                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    512000 | PA      | $502355.46    | 0.03%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC / NGL SR SECURED 144A 02/32 8.375            | NGL ENERGY OPERATING LLC / NGL SR SECURED 144A 02/32 8.375     | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1327909.93   | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                       | NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5973000 | PA      | $5638072.98   | 0.38%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc.                                                       | NRG ENERGY INC SR UNSECURED 144A 01/34 5.75                    | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   5661000 | PA      | $5738589.67   | 0.38%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nabors Industries Inc.                                                | NABORS INDUSTRIES INC COMPANY GUAR 144A 11/32 7.625            | CUSIP: 62957HAR6<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |    463000 | PA      | $476975.66    | 0.03%             | 2032-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc.                                         | NATIONAL MENTOR HOLDINGS INC SR SECURED 144A 12/30 10.5        | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1226461.43   | 0.08%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                                 | NEPTUNE BIDCO US INC SR SECURED 144A 04/29 9.29                | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1497930.20   | 0.10%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/31 5.5            | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/31 5.5     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    926000 | PA      | $932231.98    | 0.06%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75           | ALBERTSONS COS INC / SAFEWAY I COMPANY GUAR 144A 03/34 5.75    | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2372146.28   | 0.16%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albertsons Companies Inc.                                             | ALBERTSONS COS INC COMPANY GUAR 144A 03/32 5.625               | CUSIP: 01309QAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4532000 | PA      | $4549840.63   | 0.30%             | 2032-03-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7                | ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 05/30 7         | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3060000 | PA      | $3204594.18   | 0.21%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                          | ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/29 4.125       | CUSIP: 013822AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3292000 | PA      | $3237379.47   | 0.22%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc.                                         | BREAD FINANCIAL HOLDINGS INC COMPANY GUAR 144A 05/31 6.75      | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1981636.02   | 0.13%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75              | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 04/28 6.75       | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4046032.00   | 0.27%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7                 | ALLIANT HOLDINGS INTERMEDIATE SR SECURED 144A 01/31 7          | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3813000 | PA      | $3882205.95   | 0.26%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Americas Inc.                                           | VALEANT PHARMACEUTICALS INTL COMPANY GUAR 144A 01/27 8.5       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450906.19    | 0.03%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Brundage-Bone Concrete Pumping Holdings Inc.                          | BRUNDAGE-BONE CONCRETE PUMPING SR SECURED 144A 02/32 7.5       | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4104000 | PA      | $4180610.85   | 0.28%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                   | NOVELIS CORP COMPANY GUAR 144A 01/30 4.75                      | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3896000 | PA      | $3775631.91   | 0.25%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BandG Foods Inc.                                                      | BandG FOODS INC COMPANY GUAR 09/27 5.25                        | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    361000 | PA      | $350157.55    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| BandG Foods Inc.                                                      | BandG FOODS INC SR SECURED 144A 09/28 8                        | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    342000 | PA      | $331767.67    | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125            | BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125     | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2252363.60   | 0.15%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc.                                          | BAUSCH HEALTH COS INC COMPANY GUAR 144A 01/28 5                | CUSIP: 071734AH0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    328000 | PA      | $285360.04    | 0.02%             | 2028-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                          | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/29 6.25             | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    826000 | PA      | $652540.00    | 0.04%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Bausch Health Companies Inc.                                          | BAUSCH HEALTH COS INC COMPANY GUAR 144A 02/31 5.25             | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    861000 | PA      | $561802.50    | 0.04%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                          | BAUSCH HEALTH COS INC SECURED 144A 10/30 14                    | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    272000 | PA      | $273363.02    | 0.02%             | 2030-10-15      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                           | BEACH ACQUISITION BIDCO LLC SR UNSECURED 144A 07/33 10         | CUSIP: 07337JAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2274636 | PA      | $2513479.01   | 0.17%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125                   | BLACK PEARL COMPUTE LLC SR SECURED 144A 02/31 6.125            | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1459442.32   | 0.10%             | 2031-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc.                                        | BLACKSTONE MORTGAGE TRUST INC SR SECURED 144A 12/29 7.75       | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   4318000 | PA      | $4602698.69   | 0.31%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7              | BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7       | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1855627.46   | 0.12%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Company                                                 | BOISE CASCADE CO COMPANY GUAR 144A 07/30 4.875                 | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3640233.57   | 0.24%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Boyd Gaming Corporation                                               | BOYD GAMING CORP COMPANY GUAR 144A 06/31 4.75                  | CUSIP: 103304BV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3132000 | PA      | $3063838.91   | 0.20%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc.                                        | BRAND INDUSTRIAL SERVICES INC SR SECURED 144A 08/30 10.375     | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1314889.52   | 0.09%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                   | NOVELIS CORP COMPANY GUAR 144A 08/33 6.375                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2293695.80   | 0.15%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                  | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 10/28 4.25       | CUSIP: 681639AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1458434.85   | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                  | OLYMPUS WATER US HOLDING CORP SR UNSECURED 144A 10/29 6.25     | CUSIP: 681639AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281000 | PA      | $274704.67    | 0.02%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Olympus Water US Holding Corporation                                  | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 02/33 7.25       | CUSIP: 681639AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1429491.76   | 0.10%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| The Brink's Company                                                   | BRINK'S CO/THE COMPANY GUAR 144A 06/29 6.5                     | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1095706.14   | 0.07%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc.                                                    | BRISTOW GROUP INC SR SECURED 144A 02/33 6.75                   | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |    456000 | PA      | $462692.26    | 0.03%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Group LLC                                        | BROADSTREET PARTNERS GROUP LLC SR UNSECURED 144A 04/29 5.875   | CUSIP: 11135RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $493933.40    | 0.03%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Buckeye Partners L.P.                                                 | BUCKEYE PARTNERS LP SR UNSECURED 144A 07/29 6.875              | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   3446000 | PA      | $3575318.04   | 0.24%             | 2029-07-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners L.P.                                                 | BUCKEYE PARTNERS LP SR UNSECURED 144A 02/30 6.75               | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1197368.21   | 0.08%             | 2030-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                 | EXCELERATE ENERGY LP COMPANY GUAR 144A 05/30 8                 | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3685000 | PA      | $3906214.24   | 0.26%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corporation                                          | ON SEMICONDUCTOR CORP COMPANY GUAR 144A 09/28 3.875            | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1983268.82   | 0.13%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance Inc.       | 1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875     | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4439000 | PA      | $4382932.77   | 0.29%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                           | ONEMAIN FINANCE CORP COMPANY GUAR 03/30 7.875                  | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   8128000 | PA      | $8501522.24   | 0.57%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                           | ONEMAIN FINANCE CORP COMPANY GUAR 03/32 6.75                   | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1392728.47   | 0.09%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                      | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 04/31 7.5            | CUSIP: 893830AF6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    279000 | PA      | $287386.74    | 0.02%             | 2031-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                      | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 144A 05/29 8.25      | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    638000 | PA      | $664332.81    | 0.04%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Transocean International Limited                                      | TRANSOCEAN INTERNATIONAL LTD COMPANY GUAR 144A 05/31 8.5       | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    640000 | PA      | $676822.64    | 0.05%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Trivium Packaging Finance B.V.                                        | TRIVIUM PACKAGING FINANCE BV SECURED 144A 01/31 12.25          | CUSIP: 89686QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    427000 | PA      | $470152.62    | 0.03%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: —       |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5            | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 02/29 6.5     | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1383000 | PA      | $1345081.33   | 0.09%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625          | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | CUSIP: 91327CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2298193.31   | 0.15%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625          | UNITI GROUP LP / UNITI GROUP F COMPANY GUAR 144A 06/32 8.625   | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    423000 | PA      | $429009.61    | 0.03%             | 2032-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| OneMain Finance Corporation                                           | ONEMAIN FINANCE CORP COMPANY GUAR 05/30 6.125                  | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $6088106.81   | 0.41%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                           | ONEMAIN FINANCE CORP COMPANY GUAR 03/33 6.5                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   4841000 | PA      | $4796898.49   | 0.32%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                     | ONESKY FLIGHT LLC SR UNSECURED 144A 12/29 8.875                | CUSIP: 68278CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1585768.26   | 0.11%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. Ltd.                                                     | 1261229 BC LTD SR SECURED 144A 04/32 10                        | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   9975000 | PA      | $10315473.18  | 0.69%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                        | OPAL BIDCO SAS SR SECURED 144A 03/32 6.5                       | CUSIP: 68348BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2096000 | PA      | $2158863.23   | 0.14%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                 | OPEN TEXT CORP COMPANY GUAR 144A 02/28 3.875                   | CUSIP: 683715AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3664000 | PA      | $3492680.56   | 0.23%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc.                                               | OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 02/30 4.125           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3746000 | PA      | $3375949.89   | 0.23%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                       | FIBERCOP SPA SR SECURED 144A 11/33 6.375                       | CUSIP: 683879AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    484000 | PA      | $491095.44    | 0.03%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fibercop S.P.A.                                                       | FIBERCOP SPA SR SECURED 144A 07/36 7.2                         | CUSIP: 683879AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    484000 | PA      | $490714.82    | 0.03%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Accendra Health Inc                                                   | ACCENDRA HEALTH INC COMPANY GUAR 144A 03/29 4.5                | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    341000 | PA      | $216205.90    | 0.01%             | 2029-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Accendra Health Inc                                                   | ACCENDRA HEALTH INC COMPANY GUAR 144A 04/30 6.625              | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |    393000 | PA      | $189087.35    | 0.01%             | 2030-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                   | OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25    | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   7934000 | PA      | $8021702.44   | 0.54%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Pagaya US Holding Company LLC                                         | PAGAYA US HOLDINGS CO LLC COMPANY GUAR 144A 08/30 8.875        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1041000 | PA      | $752626.14    | 0.05%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Panther Escrow Issuer LLC                                             | PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5281000 | PA      | $5372604.23   | 0.36%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                               | PARK RIVER HOLDINGS INC SECURED 144A 12/30 8.75                | CUSIP: 70082LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    368000 | PA      | $353311.61    | 0.02%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| PennyMac Financial Services Inc.                                      | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/33 6.875   | CUSIP: 70932MAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2140368.90   | 0.14%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                      | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 05/32 6.875   | CUSIP: 70932MAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2303101.09   | 0.15%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc.                                      | PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 02/34 6.75    | CUSIP: 70932MAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2788018.66   | 0.19%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Popular Inc.                                                          | POPULAR INC SR UNSECURED 03/28 7.25                            | CUSIP: 733174AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | PR        |   3445000 | PA      | $3595860.00   | 0.24%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| QVC Inc.                                                              | QVC INC SR SECURED 144A 04/29 6.875                            | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |   3621000 | PA      | $1520820.00   | 0.10%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                | QNITY ELECTRONICS INC SR SECURED 144A 08/32 5.75               | CUSIP: 74743LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1764962.25   | 0.12%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc.                                                 | NEPTUNE BIDCO US INC SR SECURED 144A 05/31 10.375              | CUSIP: 640695AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3359973.02   | 0.22%             | 2031-05-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                     | ARDAGH GROUP SA SECURED 144A 12/30 12                          | CUSIP: 03969UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7670000 | PA      | $7411137.50   | 0.50%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4              | ARDAGH METAL PACKAGING FINANCE SR UNSECURED 144A 09/29 4       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    739000 | PA      | $705328.28    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 01/31 6.25             | ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 01/31 6.25      | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    573000 | PA      | $586473.52    | 0.04%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ardonagh Group Finance Limited                                        | ARDONAGH GROUP FINANCE LTD SR UNSECURED 144A 02/32 8.875       | CUSIP: 039956AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1070863.21   | 0.07%             | 2032-02-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                     | ARDAGH GROUP SA SR SECURED 144A 12/30 9.5                      | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3661816 | PA      | $3965443.46   | 0.27%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375           | ALLIANT HOLDINGS INTERMEDIATE SR UNSECURED 144A 10/32 7.375    | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1852000 | PA      | $1831213.89   | 0.12%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                                           | ALLIED UNIVERSAL HOLDCO LLC SR SECURED 144A 02/31 7.875        | CUSIP: 019576AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4533000 | PA      | $4789152.85   | 0.32%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corporation                                   | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/28 5.625   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2848228.85   | 0.19%             | 2028-09-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Inc.                                             | NORTHERN OIL and GAS INC SR UNSECURED 144A 10/33 7.875         | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    849000 | PA      | $867950.53    | 0.06%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125               | NORTHWEST ACQUISITIONS ULC / D SECURED 144A 11/22 7.125        | CUSIP: 66727WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $11.40        | 0.00%             | 2022-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125          | ORGANON and CO / ORGANON FOREIGN SR SECURED 144A 04/28 4.125   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5994000 | PA      | $5884103.31   | 0.39%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125        | ORGANON and CO / ORGANON FOREIGN SR UNSECURED 144A 04/31 5.125 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1369341.08   | 0.09%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR UNSECURED 144A 01/29 4.25               | OUTFRONT MEDIA CAPITAL LLC SR UNSECURED 144A 01/29 4.25        | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2206696.31   | 0.15%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375                | OUTFRONT MEDIA CAPITAL LLC SR SECURED 144A 02/31 7.375         | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2602000 | PA      | $2735463.11   | 0.18%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                         | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 03/31 7.5       | CUSIP: 98877DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2932096.83   | 0.20%             | 2031-03-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| FMG Resources (August 2006) Pty Ltd                                   | FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 09/27 4.5         | CUSIP: 30251GBA4<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2307000 | PA      | $2305074.09   | 0.15%             | 2027-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd                                   | FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 04/30 5.875       | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   2104000 | PA      | $2166925.76   | 0.14%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                  | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375   | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    964000 | PA      | $1017323.66   | 0.07%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                  | HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 01/34 6.625   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1283582.47   | 0.09%             | 2034-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125          | HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125   | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2349000 | PA      | $2248998.35   | 0.15%             | 2032-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| HOWDEN UK REFINANCE PLC / HOWD SR SECURED 144A 02/31 7.25             | HOWDEN UK REFINANCE PLC / HOWD SR SECURED 144A 02/31 7.25      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3096000 | PA      | $3138241.82   | 0.21%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Jones Deslauriers Insurance Management Inc.                           | JONES DESLAURIERS INSURANCE MA SR UNSECURED 144A 10/33 6.875   | CUSIP: 48020RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    287000 | PA      | $263520.62    | 0.02%             | 2033-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Kaiser Aluminum Corporation                                           | KAISER ALUMINUM CORP SR UNSECURED 144A 03/34 5.875             | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2250793.19   | 0.15%             | 2034-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KB Home                                                               | KB HOME COMPANY GUAR 06/31 4                                   | CUSIP: 48666KAZ2<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $3909117.06   | 0.26%             | 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        |   3082000 | PA      | $3154069.49   | 0.21%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                   | KINETIK HOLDINGS LP SR UNSECURED 144A 12/28 6.625              | CUSIP: 49461MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1310299.32   | 0.09%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                           | KIOXIA HOLDINGS CORP COMPANY GUAR 144A 07/30 6.25              | CUSIP: 49726JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   6347000 | PA      | $6590114.73   | 0.44%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Asbury Automotive Group Inc.                                          | ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 02/32 5          | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   5015000 | PA      | $4877166.59   | 0.33%             | 2032-02-15      | Fixed         | 5.00%                 | 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        |   5363000 | PA      | $5378649.23   | 0.36%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashland Inc.                                                          | ASHLAND INC SR UNSECURED 05/43 6.875                           | CUSIP: 044209AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3191000 | PA      | $3362273.73   | 0.22%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8                | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 12/32 8         | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4544000 | PA      | $4772599.55   | 0.32%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                            | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875       | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1291946.46   | 0.09%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                            | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $443193.52    | 0.03%             | 2032-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Macy's Retail Holdings LLC                                            | MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 08/33 7.375       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2976000 | PA      | $3117751.28   | 0.21%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Neptune Bidco US Inc.                                                 | NEPTUNE BIDCO US INC SR SECURED 144A 02/33 9.5                 | CUSIP: 640695AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    794000 | PA      | $777159.89    | 0.05%             | 2033-02-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                    | NEWELL BRANDS INC SR UNSECURED 09/27 6.375                     | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   4562000 | PA      | $4628379.93   | 0.31%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                    | NEWELL BRANDS INC SR UNSECURED 144A 06/28 8.5                  | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   8545000 | PA      | $8994479.13   | 0.60%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Corporation                                   | NISSAN MOTOR ACCEPTANCE CO LLC SR UNSECURED 144A 09/28 7.05    | CUSIP: 65480CAF2<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3706508.05   | 0.25%             | 2028-09-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                 | NISSAN MOTOR CO LTD SR UNSECURED 144A 07/30 7.5                | CUSIP: 654922AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3395000 | PA      | $3580956.30   | 0.24%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                                 | NISSAN MOTOR CO LTD SR UNSECURED 144A 07/32 7.75               | CUSIP: 654922AC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1641000 | PA      | $1754826.98   | 0.12%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc.                                                        | NORDSTROM INC SR SECURED 08/31 4.25                            | CUSIP: 655664AY6<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $3992945.54   | 0.27%             | 2031-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Rocket Companies Inc.                                                 | ROCKET COS INC COMPANY GUAR 144A 08/30 6.125                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11523000 | PA      | $11822067.94  | 0.79%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                 | ROCKET COS INC COMPANY GUAR 144A 08/33 6.375                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3146034.45   | 0.21%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc.                                                 | ROCKET COS INC COMPANY GUAR 144A 08/29 6.5                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3458000 | PA      | $3552642.00   | 0.24%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc.                                                  | ROCKET SOFTWARE INC SR UNSECURED 144A 02/29 6.5                | CUSIP: 77314EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $338230.34    | 0.02%             | 2029-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Rockies Express Pipeline LLC                                          | ROCKIES EXPRESS PIPELINE LLC SR UNSECURED 144A 03/33 6.75      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   4233000 | PA      | $4459143.79   | 0.30%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SESI L.L.C.                                                           | SESI LLC SR SECURED 144A 09/30 7.875                           | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |   1397000 | PA      | $1426388.14   | 0.10%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings Inc.                                               | SCIH SALT HOLDINGS INC SR UNSECURED 144A 05/29 6.625           | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $503737.50    | 0.03%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SM Energy Company                                                     | SM ENERGY CO SR UNSECURED 144A 08/32 7                         | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4327855.75   | 0.29%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| SV RNO Property Owner 1 LLC                                           | SV RNO PROPERTY OWNER 1 LLC SR SECURED 144A 03/31 5.875        | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4347000 | PA      | $4366473.52   | 0.29%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                       | SABRE GLBL INC SR SECURED 144A 11/29 10.75                     | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   1592000 | PA      | $1161237.75   | 0.08%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                       | SABRE GLBL INC SR SECURED 144A 07/30 11.125                    | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   3967000 | PA      | $2876075.00   | 0.19%             | 2030-07-15      | Fixed         | 11.12%                | No            |                  2 | On Loan: —       |
| Sabre GLBL Inc.                                                       | SABRE GLBL INC SR SECURED 144A 03/30 10.75                     | CUSIP: 78573NAN2<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $1827000.00   | 0.12%             | 2030-03-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| Mativ Holdings Inc.                                                   | MATIV HOLDINGS INC COMPANY GUAR 144A 10/29 8                   | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |    283000 | PA      | $279296.18    | 0.02%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| SCIENTIFIC GAMES HOLDINGS LP/S SR UNSECURED 144A 03/30 6.625          | SCIENTIFIC GAMES HOLDINGS LP/S SR UNSECURED 144A 03/30 6.625   | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    578000 | PA      | $523807.27    | 0.04%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| The Scotts Miracle-Gro Company                                        | SCOTTS MIRACLE-GRO CO/THE COMPANY GUAR 04/31 4                 | CUSIP: 810186AX4<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3923652.78   | 0.26%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The E.W. Scripps Company                                              | EW SCRIPPS CO/THE SECURED 144A 08/30 9.875                     | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |    549000 | PA      | $551273.96    | 0.04%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc.                                                | SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375            | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    924000 | PA      | $724834.85    | 0.05%             | 2031-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                             | SEAGATE DATA STORAGE TECHNOLOG COMPANY GUAR 144A 12/29 8.25    | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   1711000 | PA      | $1805377.05   | 0.12%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                             | SEAGATE DATA STORAGE TECHNOLOG COMPANY GUAR 144A 12/34 5.75    | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2268000 | PA      | $2320220.70   | 0.16%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                               | KODIAK GAS SERVICES LLC COMPANY GUAR 144A 10/33 6.5            | CUSIP: 50012LAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2016037.06   | 0.13%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corporation                                                    | KOHL'S CORP SR UNSECURED 05/31 5.125                           | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1580059.61   | 0.11%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375            | ASURION LLC AND ASURION CO-ISS SR SECURED 144A 02/34 8.375     | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4730000 | PA      | $4707138.30   | 0.31%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                                   | ATHENE HOLDING LTD PREFERRED STOCK 03/64 VAR                   | CUSIP: 04686J838<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |    224813 | NS      | $5642806.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| XHR LP                                                                | XHR LP COMPANY GUAR 144A 05/30 6.625                           | CUSIP: 98372MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3017000 | PA      | $3128451.00   | 0.21%             | 2030-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                             | XPLR INFRASTRUCTURE OPERATING COMPANY GUAR 144A 04/34 7.75     | CUSIP: 98379YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1756425.59   | 0.12%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                     | XEROX CORP SR SECURED 144A 10/30 10.25                         | CUSIP: 984121CS0<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    370000 | PA      | $266400.00    | 0.02%             | 2030-10-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Xerox Corporation                                                     | XEROX CORP SECURED 144A 04/31 13.5                             | CUSIP: 984121CT8<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |    498000 | PA      | $261138.75    | 0.02%             | 2031-04-15      | Fixed         | 13.50%                | No            |                  2 | On Loan: No      |
| Xerox Holdings Corporation                                            | XEROX HOLDINGS CORP COMPANY GUAR 144A 08/28 5.5                | CUSIP: 98421MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2508000 | PA      | $952789.20    | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS RESORT DD TL                                  | FONTAINEBLEAU LAS VEGAS RESORT DD TL                           | CUSIP: 987XDXII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    757938 | PA      | $0.01         | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Kohl's Corporation                                                    | KOHL'S CORP SR SECURED 144A 06/30 10                           | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   3719000 | PA      | $4048585.22   | 0.27%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Lcpr Senior Secured Financing Designated Activity Company             | LCPR SENIOR SECURED FINANCING SR SECURED 144A 10/27 6.75       | CUSIP: 50201DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    820000 | PA      | $574328.00    | 0.04%             | 2027-10-15      | Fixed         | 6.75%                 | 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        |    574000 | PA      | $389443.28    | 0.03%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc.                                             | LAMB WESTON HOLDINGS INC COMPANY GUAR 144A 01/30 4.125         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4531602.32   | 0.30%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                         | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/28 6.875     | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6152000 | PA      | $6358762.57   | 0.43%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc.                                         | ZF NORTH AMERICA CAPITAL INC COMPANY GUAR 144A 04/30 6.75      | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2301000 | PA      | $2324219.16   | 0.16%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Liberty Interactive LLC                                               | LIBERTY INTERACTIVE LLC SR UNSECURED 02/30 8.25                | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |   8512000 | PA      | $397204.99    | 0.03%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Light and Wonder International Inc.                                   | LIGHT and WONDER INTERNATIONAL I COMPANY GUAR 144A 10/33 6.25  | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   4516000 | PA      | $4535509.12   | 0.30%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                   | LIGHTNING POWER LLC SR SECURED 144A 08/32 7.25                 | CUSIP: 53229KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3765715.11   | 0.25%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                              | LINDBLAD EXPEDITIONS LLC SR SECURED 144A 09/30 7               | CUSIP: 53523LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1571455.93   | 0.11%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                    | LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375                | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   1327000 | PA      | $1276365.40   | 0.09%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc.                                                    | LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875                | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |   4917000 | PA      | $4752911.35   | 0.32%             | 2029-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc.                                        | LIVE NATION ENTERTAINMENT INC COMPANY GUAR 144A 10/27 4.75     | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3169000 | PA      | $3166970.89   | 0.21%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                                 | LONG RIDGE ENERGY LLC SR SECURED 144A 02/32 8.75               | CUSIP: 54288CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4057000 | PA      | $4354094.11   | 0.29%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Lsf12 Helix Parent LLC                                                | LSF12 HELIX PARENT LLC SR SECURED 144A 02/33 7.125             | CUSIP: 548916AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $132512.56    | 0.01%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                          | MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 03/31 6.75        | CUSIP: 553283AE2<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    533995 | PA      | $341756.80    | 0.02%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| MPH Acquisition Holdings LLC                                          | MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 12/30 11.5        | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    451000 | PA      | $401390.00    | 0.03%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                          | MPH ACQUISITION HOLDINGS LLC SR SECURED 144A 12/30 5.75        | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |    538000 | PA      | $394413.18    | 0.03%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Auto Ahorro Automotriz S.A. de C.V.                                   | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 10/27 5            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $970004.97    | 0.06%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Auto Ahorro Automotriz S.A. de C.V.                                   | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 08/29 4.625        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $556410.27    | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Auto Ahorro Automotriz S.A. de C.V.                                   | MPT OPERATING PARTNERSHIP LP / COMPANY GUAR 03/31 3.5          | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    912000 | PA      | $697443.06    | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Auto Ahorro Automotriz S.A. de C.V.                                   | MPT OPERATING PARTNERSHIP LP / SR SECURED 144A 02/32 8.5       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1630033.39   | 0.11%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                       | MADISON IAQ LLC SR UNSECURED 144A 06/29 5.875                  | CUSIP: 55760LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $730246.79    | 0.05%             | 2029-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| McGraw-Hill Education Inc.                                            | MCGRAW-HILL EDUCATION INC SR UNSECURED 144A 08/29 8            | CUSIP: 57767XAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    453000 | PA      | $449717.34    | 0.03%             | 2029-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                    | POST HOLDINGS INC COMPANY GUAR 144A 03/33 6.375                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3499478.32   | 0.23%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                | QNITY ELECTRONICS INC COMPANY GUAR 144A 08/33 6.25             | CUSIP: 74743LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3136000 | PA      | $3256107.33   | 0.22%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                | QUIKRETE HOLDINGS INC SR SECURED 144A 03/32 6.375              | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1070476.94   | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc.                                                | QUIKRETE HOLDINGS INC SR UNSECURED 144A 03/33 6.75             | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   3771000 | PA      | $3919788.58   | 0.26%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                                               | RFNA LP SR UNSECURED 144A 02/30 7.875                          | CUSIP: 74984AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1362844.00   | 0.09%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Radiology Partners Inc.                                               | RADIOLOGY PARTNERS INC SECURED 144A 02/30 9.781                | CUSIP: 75041VAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    583191 | PA      | $545283.59    | 0.04%             | 2030-02-15      | Fixed         | 9.78%                 | No            |                  2 | On Loan: —       |
| Rakuten Group Inc.                                                    | RAKUTEN GROUP INC SUBORDINATED 144A 12/99 VAR                  | CUSIP: 75102WAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   1577000 | PA      | $1507542.91   | 0.10%             | 2031-04-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| Block Inc.                                                            | BLOCK INC SR UNSECURED 144A 08/33 6                            | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2554000 | PA      | $2595339.04   | 0.17%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                      | STANDARD BUILDING SOLUTIONS IN COMPANY GUAR 144A 03/34 5.875   | CUSIP: 853192AA0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1228996.98   | 0.08%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                              | STANDARD INDUSTRIES INC/NY SR UNSECURED 144A 07/30 4.375       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4221701.80   | 0.28%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Stanley Black and Decker Inc.                                         | STANLEY BLACK and DECKER INC JR SUBORDINA 03/60 VAR            | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   3377000 | PA      | $3391203.66   | 0.23%             | 2060-03-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Staples Inc.                                                          | STAPLES INC SECURED 144A 01/30 12.75                           | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    563000 | PA      | $395761.47    | 0.03%             | 2030-01-15      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                          | STARWOOD PROPERTY TRUST INC COMPANY GUAR 144A 10/28 5.25       | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3054616.32   | 0.20%             | 2028-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc.                                          | STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 01/31 5.75       | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1697557.68   | 0.11%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Stonebriar ABF Issuer LLC                                             | STONEBRIAR ABF ISSUER LLC SR UNSECURED 144A 12/30 8.125        | CUSIP: 86177CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2746084.41   | 0.18%             | 2030-12-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                             | STONEPEAK NILE PARENT LLC SR SECURED 144A 03/32 7.25           | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061223.01   | 0.07%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | SUNOCO LP COMPANY GUAR 144A 03/31 5.625                        | CUSIP: 86765KAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1878007.15   | 0.13%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | SUNOCO LP COMPANY GUAR 144A 03/34 5.875                        | CUSIP: 86765KAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3258000 | PA      | $3271012.45   | 0.22%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | SUNOCO LP SR UNSECURED 144A 07/27 5.875                        | CUSIP: 86765KAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5691000 | PA      | $5703958.41   | 0.38%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | SUNOCO LP SR UNSECURED 144A 05/30 4.625                        | CUSIP: 86765KAK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1453975.47   | 0.10%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                    | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/27 6            | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3547000 | PA      | $3548592.60   | 0.24%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP and Sunoco Finance Corp.                                    | SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5          | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3099000 | PA      | $3033074.04   | 0.20%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMN Healthcare Inc.                                                   | AMN HEALTHCARE INC COMPANY GUAR 144A 04/29 4                   | CUSIP: 00175PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3534000 | PA      | $3365805.98   | 0.23%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMN Healthcare Inc.                                                   | AMN HEALTHCARE INC COMPANY GUAR 144A 01/31 6.5                 | CUSIP: 00175PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1987062.45   | 0.13%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGI Group LLC                                                        | ANGI GROUP LLC COMPANY GUAR 144A 08/28 3.875                   | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2622522.76   | 0.18%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Surgery Center Holdings Inc.                                          | SURGERY CENTER HOLDINGS INC COMPANY GUAR 144A 04/32 7.25       | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    846000 | PA      | $844973.63    | 0.06%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Synergy Infrastructure Holdings LLC                                   | SYNERGY INFRASTRUCTURE HOLDING SECURED 144A 12/30 7.875        | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $582297.44    | 0.04%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| The AES Corporation                                                   | AES CORP/THE JR SUBORDINA 01/55 VAR                            | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2948000 | PA      | $2963161.56   | 0.20%             | 2055-01-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc.                                       | AMC ENTERTAINMENT HOLDINGS INC SR SECURED 144A 02/29 7.5       | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1102220.83   | 0.07%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CoreWeave Inc.                                                        | COREWEAVE INC COMPANY GUAR 144A 06/30 9.25                     | CUSIP: 21873SAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2332000 | PA      | $2284076.93   | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SOLD EUR/BOUGHT USD                                                   | SOLD EUR/BOUGHT USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              | CORP              | DE        |         1 | NC      | $-3951.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp           | ALLIED UNIVERSAL HOLDCO LLC / SR SECURED 144A 06/30 6.875      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6108000 | PA      | $6357524.02   | 0.43%             | 2030-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                  | ALPHA GENERATION LLC SR UNSECURED 144A 10/32 6.75              | CUSIP: 02073LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2207913.25   | 0.15%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                  | ALPHA GENERATION LLC COMPANY GUAR 144A 01/34 6.25              | CUSIP: 02073LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1131274.80   | 0.08%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Altice France                                                         | ALTICE SA SR SECURED 144A 11/29 9.5                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2866618 | PA      | $2910617.72   | 0.19%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| TKC Holdings Inc.                                                     | TKC HOLDINGS INC SR SECURED 144A 08/30 8.5                     | CUSIP: 87256YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2944005.19   | 0.20%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TKC Holdings Inc.                                                     | TKC HOLDINGS INC SECURED 144A 02/31 12                         | CUSIP: 87256YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1439000 | PA      | $1512505.31   | 0.10%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Altice France                                                         | ALTICE SA SR SECURED 144A 07/32 6.875                          | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2853661 | PA      | $2739522.35   | 0.18%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amer Sports Company                                                   | AMER SPORTS CO SR SECURED 144A 02/31 6.75                      | CUSIP: 02352NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1958454.29   | 0.13%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                  | CARNIVAL CORP COMPANY GUAR 144A 06/31 5.875                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4454928.79   | 0.30%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                  | CARNIVAL CORP COMPANY GUAR 144A 05/29 5.125                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1236493.87   | 0.08%             | 2029-05-01      | Fixed         | 5.12%                 | 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        |   3677000 | PA      | $3676121.93   | 0.25%             | 2029-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd.                                                           | GOEASY LTD SR UNSECURED 144A 10/30 7.375                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   4814000 | PA      | $4267740.50   | 0.29%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| The Goodyear Tire and Rubber Company                                  | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/29 5           | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2126130.58   | 0.14%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| The Goodyear Tire and Rubber Company                                  | GOODYEAR TIRE and RUBBER CO/THE COMPANY GUAR 07/31 5.25        | CUSIP: 382550BR1<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1157327.91   | 0.08%             | 2031-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Watco Finance Corp.                                                   | WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125    | CUSIP: 941130AD8<br>LEI: 549300UK74AMHGBXZG45 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1812945.77   | 0.12%             | 2032-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PERMIAN PRODUCTION PERMIAN PRODUCTION                                 | PERMIAN PRODUCTION PERMIAN PRODUCTION                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     35417 | NS      | $21250.20     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Performance Food Group Inc.                                           | PERFORMANCE FOOD GROUP INC COMPANY GUAR 144A 03/34 5.625       | CUSIP: 71376LAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    913000 | PA      | $916054.47    | 0.06%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                       | PERMIAN RESOURCES OPERATING LL COMPANY GUAR 144A 01/32 7       | CUSIP: 71424VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3827000 | PA      | $4016616.37   | 0.27%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                           | WAYFAIR LLC SR SECURED 144A 10/29 7.25                         | CUSIP: 94419NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1266000 | PA      | $1308337.57   | 0.09%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                           | WAYFAIR LLC SR SECURED 144A 09/30 7.75                         | CUSIP: 94419NAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3662000 | PA      | $3850996.30   | 0.26%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU LAS VEGAS RESORT TERM LOAN B                            | FONTAINEBLEAU LAS VEGAS RESORT TERM LOAN B                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1618638 | PA      | $0.02         | 0.00%             | 2023-12-29      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Carpenter Technology Corporation                                      | CARPENTER TECHNOLOGY CORP SR UNSECURED 144A 03/34 5.625        | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1143060.16   | 0.08%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Celanese US Holdings LLC                                              | CELANESE US HOLDINGS LLC COMPANY GUAR 02/34 7.375              | CUSIP: 15089QBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1108000 | PA      | $1138265.02   | 0.08%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| DISH DBS Corporation                                                  | DISH DBS CORP COMPANY GUAR 06/29 5.125                         | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1632464.69   | 0.11%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                  | DISH DBS CORP SR SECURED 144A 12/28 5.75                       | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1782697.92   | 0.12%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Diversified Healthcare Trust                                          | DIVERSIFIED HEALTHCARE TRUST SR SECURED 144A 10/30 7.25        | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    846000 | PA      | $879743.56    | 0.06%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dycom Industries Inc.                                                 | DYCOM INDUSTRIES INC COMPANY GUAR 144A 04/29 4.5               | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |   4671000 | PA      | $4599312.76   | 0.31%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                             | CHAMPION IRON CANADA INC COMPANY GUAR 144A 07/32 7.875         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1101000 | PA      | $1171008.19   | 0.08%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Champions Financing Inc.                                              | CHAMPIONS FINANCING INC SR SECURED 144A 02/29 8.75             | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $416209.01    | 0.03%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75             | EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 07/31 6.75      | CUSIP: 26873CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3184000 | PA      | $3319995.01   | 0.22%             | 2031-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EchoStar Corporation                                                  | ECHOSTAR CORP SR SECURED 11/29 10.75                           | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2959000 | PA      | $3231062.30   | 0.22%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| The Chemours Company                                                  | CHEMOURS CO/THE COMPANY GUAR 144A 01/33 8                      | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    374000 | PA      | $380375.20    | 0.03%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Cleveland-Cliffs Inc.                                                 | CLEVELAND-CLIFFS INC COMPANY GUAR 144A 09/31 7.5               | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   4362000 | PA      | $4552824.41   | 0.30%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                     | PERRIGO FINANCE UNLIMITED CO COMPANY GUAR 06/30 5.15           | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    581000 | PA      | $562193.73    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Perrigo Finance Unlimited Company                                     | PERRIGO FINANCE UNLIMITED CO COMPANY GUAR 09/32 6.125          | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    549000 | PA      | $537183.16    | 0.04%             | 2032-09-30      | Fixed         | 6.12%                 | 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        |   1904000 | PA      | $1902231.18   | 0.13%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enerflex Inc.                                                         | ENERFLEX INC SR UNSECURED 144A 01/31 6.875                     | CUSIP: 29281WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    321000 | PA      | $332677.66    | 0.02%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                             | CLOUD SOFTWARE GROUP INC SECURED 144A 09/29 9                  | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   6174000 | PA      | $6045884.07   | 0.40%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                             | CLOUD SOFTWARE GROUP INC SR SECURED 144A 06/32 8.25            | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   8557000 | PA      | $8564169.05   | 0.57%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                             | CLOUD SOFTWARE GROUP INC SR SECURED 144A 08/33 6.625           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1446839.74   | 0.10%             | 2033-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Clydesdale Acquisition Holdings Inc.                                  | CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75    | CUSIP: 18972EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1716400.61   | 0.11%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                  | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875     | CUSIP: 18972EAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4444000 | PA      | $4512126.52   | 0.30%             | 2030-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc.                                  | CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 04/32 6.75      | CUSIP: 18972EAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2269000 | PA      | $2286132.29   | 0.15%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7                   | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 7            | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1943471 | PA      | $1964546.00   | 0.13%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75                | ANYWHERE REAL ESTATE GROUP LLC SECURED 144A 04/30 9.75         | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2994403.07   | 0.20%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45            | RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45     | CUSIP: 76120HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4484488.80   | 0.30%             | 2030-07-27      | Fixed         | 8.45%                 | No            |                  2 | On Loan: —       |
| Roblox Corporation                                                    | ROBLOX CORP SR UNSECURED 144A 05/30 3.875                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4053000 | PA      | $3870277.39   | 0.26%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                              | WR GRACE HOLDINGS LLC SR UNSECURED 144A 08/29 5.625            | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    816000 | PA      | $781676.18    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                              | WR GRACE HOLDINGS LLC SR SECURED 144A 08/32 6.625              | CUSIP: 92943GAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2003021.46   | 0.13%             | 2032-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cobra AcquisitionCo LLC                                               | COBRA ACQUISITIONCO LLC COMPANY GUAR 144A 11/29 6.375          | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    284000 | PA      | $245678.86    | 0.02%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Columbus McKinnon Corporation                                         | COLUMBUS MCKINNON CORP/NY SR SECURED 144A 02/33 7.125          | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1164791.98   | 0.08%             | 2033-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EnPro Inc                                                             | ENPRO INC COMPANY GUAR 144A 06/33 6.125                        | CUSIP: 29355XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    987000 | PA      | $1018631.38   | 0.07%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75                | GENESIS ENERGY LP / GENESIS EN COMPANY GUAR 03/34 6.75         | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1445483.41   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Walker and Dunlop Inc.                                                | WALKER and DUNLOP INC COMPANY GUAR 144A 04/33 6.625            | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1181153.45   | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                             | COMMERCIAL METALS CO SR UNSECURED 144A 11/33 5.75              | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    847000 | PA      | $864181.40    | 0.06%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9                | CONNECT FINCO SARL / CONNECT U SR SECURED 144A 09/29 9         | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1810000 | PA      | $1920723.13   | 0.13%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC SR SECURED 144A 12/32 6.25              | GENMAB A/S/GENMAB FINANCE LLC SR SECURED 144A 12/32 6.25       | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   1433000 | PA      | $1487200.36   | 0.10%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875          | PHH ESCROW ISSUER LLC/PHH CORP COMPANY GUAR 144A 11/29 9.875   | CUSIP: 716964AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $451790.55    | 0.03%             | 2029-11-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                | PLAYTIKA HOLDING CORP COMPANY GUAR 144A 03/29 4.25             | CUSIP: 72815LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |   6258000 | PA      | $4883968.74   | 0.33%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                               | CACI INTERNATIONAL INC COMPANY GUAR 144A 06/33 6.375           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3549689.45   | 0.24%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                            | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7              | CUSIP: 12769GAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8686000 | PA      | $8905225.95   | 0.60%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc.                                            | CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5            | CUSIP: 12769GAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13047000 | PA      | $13258322.26  | 0.89%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 02/31 9.75           | CALUMET SPECIALTY PRODUCTS PAR COMPANY GUAR 144A 02/31 9.75    | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $601911.45    | 0.04%             | 2031-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc.                                             | IHEARTCOMMUNICATIONS INC SECURED 144A 05/30 10.875             | CUSIP: 45174HBL0<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   3341200 | PA      | $2478568.98   | 0.17%             | 2030-05-01      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                           | CRESCENT ENERGY FINANCE LLC COMPANY GUAR 144A 01/34 8.375      | CUSIP: 45344LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6975000 | PA      | $7209708.75   | 0.48%             | 2034-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Industrial FandB Investments III Inc.                                 | INDUSTRIAL FandB INVESTMENTS III SR SECURED 144A 02/33 7.75    | CUSIP: 456142AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    503000 | PA      | $516246.11    | 0.03%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| INEOS Quattro Finance 2 Plc                                           | INEOS QUATTRO FINANCE 2 PLC SR SECURED 144A 03/29 9.625        | CUSIP: 45674GAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    391000 | PA      | $335282.50    | 0.02%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Insight Enterprises Inc.                                              | INSIGHT ENTERPRISES INC COMPANY GUAR 144A 05/32 6.625          | CUSIP: 45765UAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1434000 | PA      | $1437590.74   | 0.10%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Installed Building Products Inc.                                      | INSTALLED BUILDING PRODUCTS IN COMPANY GUAR 144A 02/34 5.625   | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    395000 | PA      | $400242.05    | 0.03%             | 2034-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corporation                                  | OLYMPUS WATER US HOLDING CORP SR SECURED 144A 08/32 6.75       | CUSIP: 46150DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4178821.51   | 0.28%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| ION Platform Finance US Inc.                                          | ION PLATFORM FINANCE US INC SR SECURED 144A 09/32 7.875        | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1136979.19   | 0.08%             | 2032-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / SR SECURED 144A 05/28 5.75              | ION PLATFORM FINANCE US INC / SR SECURED 144A 05/28 5.75       | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1203054.71   | 0.08%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US INC / SR SECURED 144A 05/29 9.5               | ION PLATFORM FINANCE US INC / SR SECURED 144A 05/29 9.5        | CUSIP: 46206AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1787000 | PA      | $1678584.26   | 0.11%             | 2029-05-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc.                                                            | IQVIA INC COMPANY GUAR 144A 05/30 6.5                          | CUSIP: 46266TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4863000 | PA      | $5000199.82   | 0.33%             | 2030-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                            | IRON MOUNTAIN INC COMPANY GUAR 144A 09/29 4.875                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   8669000 | PA      | $8590203.12   | 0.57%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc.                    | IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5       | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3852785.69   | 0.26%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J. B. Poindexter and Co. Inc.                                         | JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75          | CUSIP: 465965AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2057000 | PA      | $2129735.52   | 0.14%             | 2031-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Entertainment Inc.                                             | JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75          | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |   2096000 | PA      | $2060409.92   | 0.14%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                        | TRANSDIGM INC SR SECURED 144A 12/31 7.125                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3427257.57   | 0.23%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                        | TRANSDIGM INC SR SECURED 144A 03/29 6.375                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4563000 | PA      | $4687026.90   | 0.31%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                        | TRANSDIGM INC SR SUBORDINA 144A 01/34 6.75                     | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   3868000 | PA      | $4014138.30   | 0.27%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                        | TRANSDIGM INC COMPANY GUAR 144A 07/34 6.125                    | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2871000 | PA      | $2916177.80   | 0.19%             | 2034-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TriNet Group Inc.                                                     | TRINET GROUP INC SR UNSECURED 144A 08/31 7.125                 | CUSIP: 896288AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4428000 | PA      | $4295836.38   | 0.29%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance B.V.                                        | TRIVIUM PACKAGING FINANCE BV SR SECURED 144A 07/30 8.25        | CUSIP: 89686QAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    748000 | PA      | $801336.14    | 0.05%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                   | TRONOX INC COMPANY GUAR 144A 03/29 4.625                       | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    817000 | PA      | $631690.35    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Consensus Cloud Solutions Inc.                                        | CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5      | CUSIP: 20848VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4182000 | PA      | $4151012.89   | 0.28%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                        | CONSOLIDATED ENERGY FINANCE SA COMPANY GUAR 144A 02/31 12      | CUSIP: 20914UAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    804000 | PA      | $695460.00    | 0.05%             | 2031-02-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: —       |
| ContourGlobal Power Holdings S.A.                                     | CONTOURGLOBAL POWER HOLDINGS S SR SECURED 144A 02/30 6.75      | CUSIP: 21220LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4589000 | PA      | $4726670.00   | 0.32%             | 2030-02-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc.                                       | COOPER-STANDARD AUTOMOTIVE INC SR SECURED 144A 03/31 9.25      | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    754000 | PA      | $756126.28    | 0.05%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| X Corporation                                                         | X CORP 2025 FIXED TERM LOAN                                    | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5848000 | PA      | $6131628.00   | 0.41%             | 2029-10-26      | Floating      | 9.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc.                                                              | UKG INC SR SECURED 144A 02/31 6.875                            | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6481000 | PA      | $6287533.79   | 0.42%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                        | COREWEAVE INC COMPANY GUAR 144A 02/31 9                        | CUSIP: 21873SAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1316077.62   | 0.09%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Company                                               | GRAHAM HOLDINGS CO COMPANY GUAR 144A 12/33 5.625               | CUSIP: 384637AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1412984.46   | 0.09%             | 2033-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                       | GRAY MEDIA INC COMPANY GUAR 144A 11/31 5.375                   | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    704000 | PA      | $554247.66    | 0.04%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Gray Media Inc.                                                       | GRAY MEDIA INC COMPANY GUAR 144A 10/30 4.75                    | CUSIP: 389375AL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    708000 | PA      | $574691.46    | 0.04%             | 2030-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| US Foods Inc.                                                         | US FOODS INC COMPANY GUAR 144A 02/29 4.75                      | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   3449000 | PA      | $3434490.06   | 0.23%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Foods Inc.                                                         | US FOODS INC COMPANY GUAR 144A 04/33 5.75                      | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2539867.23   | 0.17%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                       | GRAY MEDIA INC SR SECURED 144A 07/29 10.5                      | CUSIP: 389375AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1350809.46   | 0.09%             | 2029-07-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| Gray Media Inc.                                                       | GRAY MEDIA INC SECURED 144A 07/32 9.625                        | CUSIP: 389375AN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $658717.12    | 0.04%             | 2032-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Arctic Canadian Diamond Holding LLC                                   | ARCTIC CANADIAN DIAMONDS HOLDING UNITS                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       518 | NS      | $6397.91      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| USI Inc.                                                              | USI INC/NY SR UNSECURED 144A 01/32 7.5                         | CUSIP: 90346KAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430000 | PA      | $440106.72    | 0.03%             | 2032-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                   | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875        | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3097471.50   | 0.21%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America) Inc.                                   | UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4            | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $4220769.89   | 0.28%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                         | UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5         | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5647000 | PA      | $5779173.68   | 0.39%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                         | UNIVISION COMMUNICATIONS INC SR SECURED 144A 08/32 9.375       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1571377.01   | 0.11%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125           | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 03/29 7.125    | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1511763.25   | 0.10%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25            | USA COMPRESSION PARTNERS LP / COMPANY GUAR 144A 10/33 6.25     | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2154923.41   | 0.14%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VT Topco Inc.                                                         | VT TOPCO INC SR SECURED 144A 08/30 8.5                         | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4463000 | PA      | $4433641.94   | 0.30%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| VZ Secured Financing B.V.                                             | VZ SECURED FINANCING BV SR SECURED 144A 01/32 5                | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1007000 | PA      | $894905.39    | 0.06%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                             | VZ SECURED FINANCING BV SR SECURED 144A 01/33 7.5              | CUSIP: 91845AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    777000 | PA      | $763424.02    | 0.05%             | 2033-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valaris Limited                                                       | VALARIS LTD SECURED 144A 04/30 8.375                           | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1499659.59   | 0.10%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                       | GRAY MEDIA INC SR SECURED 144A 08/33 7.25                      | CUSIP: 389375AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1436349.38   | 0.10%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Greystar Real Estate Partners LLC                                     | GREYSTAR REAL ESTATE PARTNERS SR SECURED 144A 09/30 7.75       | CUSIP: 39807UAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3895000 | PA      | $4069982.88   | 0.27%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Group 1 Automotive Inc.                                               | GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4               | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   4114000 | PA      | $4037793.09   | 0.27%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HealthEquity Inc.                                                     | HEALTHEQUITY INC COMPANY GUAR 144A 10/29 4.5                   | CUSIP: 42226AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5910000 | PA      | $5756443.43   | 0.38%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc.                                                    | HERC HOLDINGS INC COMPANY GUAR 144A 06/30 7                    | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2839000 | PA      | $2975036.50   | 0.20%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hightower Holding LLC                                                 | HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75             | CUSIP: 43118DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213000 | PA      | $211194.03    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                 | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 02/29 5.75     | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $3045370.19   | 0.20%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P.                                                 | HILCORP ENERGY I LP / HILCORP SR UNSECURED 144A 04/30 6        | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   2882000 | PA      | $2838600.83   | 0.19%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                   | HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625     | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $6133614.88   | 0.41%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                   | HILTON GRAND VACATIONS BORROWE COMPANY GUAR 144A 07/31 4.875   | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    968000 | PA      | $910835.05    | 0.06%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST SR UNSECURED 01/28 3.95               | CUSIP: 44106MAX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    283000 | PA      | $269877.40    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Service Properties Trust                                              | SERVICE PROPERTIES TRUST SR UNSECURED 10/29 4.95               | CUSIP: 44106MBB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552000 | PA      | $501365.15    | 0.03%             | 2029-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| The Howard Hughes Corporation                                         | HOWARD HUGHES CORP SR UNSECURED 144A 03/32 5.875               | CUSIP: 44267DAG2<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    855000 | PA      | $854571.46    | 0.06%             | 2032-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| The Howard Hughes Corporation                                         | HOWARD HUGHES CORP SR UNSECURED 144A 03/34 6.125               | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |    855000 | PA      | $853229.01    | 0.06%             | 2034-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                | LEVEL 3 FINANCING INC COMPANY GUAR 144A 07/29 3.75             | CUSIP: 527298BT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    466000 | PA      | $431953.99    | 0.03%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                | LEVEL 3 FINANCING INC SR SECURED 144A 06/33 6.875              | CUSIP: 527298CM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8259000 | PA      | $8553639.83   | 0.57%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                | LEVEL 3 FINANCING INC SR SECURED 144A 03/34 7                  | CUSIP: 527298CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5696703.70   | 0.38%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc.                                                | LEVEL 3 FINANCING INC COMPANY GUAR 144A 01/36 8.5              | CUSIP: 527298CQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1283798.88   | 0.09%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc.                                | PETCO HEALTH and WELLNESS CO INC SR SECURED 144A 02/31 8.25    | CUSIP: 71601VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1106526.73   | 0.07%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5              | PETSMART LLC / PETSMART FINANC SR SECURED 144A 09/32 7.5       | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3404000 | PA      | $3444439.52   | 0.23%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC / PETSMART FINANC COMPANY GUAR 144A 09/33 10             | PETSMART LLC / PETSMART FINANC COMPANY GUAR 144A 09/33 10      | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2006000 | PA      | $2011720.53   | 0.13%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                          | DIVERSIFIED HEALTHCARE TRUST SR UNSECURED 02/28 4.75           | CUSIP: 81721MAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    359000 | PA      | $351050.20    | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Solstice Advanced Materials Inc.                                      | SOLSTICE ADVANCED MATERIALS IN SR UNSECURED 144A 09/33 5.625   | CUSIP: 83443QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1709298.31   | 0.11%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sotheby's                                                             | SOTHEBY'S SR SECURED 144A 10/27 7.375                          | CUSIP: 835898AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4968000 | PA      | $4937724.96   | 0.33%             | 2027-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                            | BLOCK INC SR UNSECURED 06/31 3.5                               | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   6287000 | PA      | $5903446.48   | 0.39%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Block Inc.                                                            | BLOCK INC SR UNSECURED 144A 08/30 5.625                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3233850.31   | 0.22%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Team Services Holding Inc.                                            | TEAM SERVICES HOLDING INC SR SECURED 144A 02/33 9              | CUSIP: 87821TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1381161.92   | 0.09%             | 2033-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                          | TENET HEALTHCARE CORP SR SECURED 11/27 5.125                   | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3033000 | PA      | $3034765.90   | 0.20%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                          | TENET HEALTHCARE CORP COMPANY GUAR 10/28 6.125                 | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1592667.41   | 0.11%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                          | TENET HEALTHCARE CORP SR SECURED 01/30 4.375                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3567000 | PA      | $3502002.84   | 0.23%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                          | TENET HEALTHCARE CORP SR SECURED 05/31 6.75                    | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3442000 | PA      | $3573741.00   | 0.24%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                          | TENET HEALTHCARE CORP SR UNSECURED 144A 11/33 6                | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3329000 | PA      | $3440288.47   | 0.23%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Cloud Software Group Inc.                                             | CLOUD SOFTWARE GROUP INC SR SECURED 144A 03/29 6.5             | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4884000 | PA      | $4789626.47   | 0.32%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Townsquare Media Inc.                                                 | TOWNSQUARE MEDIA INC 2025 TERM LOAN                            | CUSIP: 89223EAG8<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |   4334473 | PA      | $3207509.87   | 0.21%             | 2030-02-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| TransAlta Corporation                                                 | TRANSALTA CORP SR UNSECURED 02/34 5.875                        | CUSIP: 89346DAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    852000 | PA      | $857325.00    | 0.06%             | 2034-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                        | TRANSDIGM INC COMPANY GUAR 05/29 4.875                         | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   9413000 | PA      | $9396470.77   | 0.63%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransMontaigne Partners LLC                                           | TRANSMONTAIGNE PARTNERS LLC COMPANY GUAR 144A 06/30 8.5        | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $359474.50    | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                      | TRANSOCEAN INTERNATIONAL LTD SR SECURED 144A 10/32 7.875       | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |    558000 | PA      | $599132.41    | 0.04%             | 2032-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                | WESCO DISTRIBUTION INC COMPANY GUAR 144A 06/28 7.25            | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2687000 | PA      | $2706601.67   | 0.18%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/29 6.375           | CUSIP: 95081QAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4804000 | PA      | $4938651.32   | 0.33%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                | WESCO DISTRIBUTION INC COMPANY GUAR 144A 03/33 6.375           | CUSIP: 95081QAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1496161.14   | 0.10%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corporation                                                 | WHIRLPOOL CORP SR UNSECURED 06/30 6.125                        | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   4269000 | PA      | $4288159.27   | 0.29%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| White Cap Supply Holdings LLC                                         | WHITE CAP SUPPLY HOLDINGS LLC COMPANY GUAR 144A 11/30 7.375    | CUSIP: 96467GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    443000 | PA      | $449794.29    | 0.03%             | 2030-11-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25             | WINDSTREAM SERVICES LLC / WIND SR SECURED 144A 10/31 8.25      | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2971100.37   | 0.20%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Uniti Services LLC                                                    | UNITI SERVICES LLC SR SECURED 144A 10/33 7.5                   | CUSIP: 97382BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2350335.89   | 0.16%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                      | WULF COMPUTE LLC SR SECURED 144A 10/30 7.75                    | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1548278.47   | 0.10%             | 2030-10-15      | Fixed         | 7.75%                 | 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        |   1467000 | PA      | $1456633.15   | 0.10%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CDS CDX.NA.HY.45 R 500 20301220                                       | CDS CDX.NA.HY.45 R 500 20301220                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |  33066000 | PA      | $2252771.70   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** /s/Salvatore Schiavone

**Name of Signer:** Salvatore Schiavone

**Title:** Treasurer